1995
DOI: 10.1111/j.2517-6161.1995.tb02044.x
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Multivariate Discriminant Analysis and Maximum Penalized Likelihood Density Estimation

Abstract: SUMMARY A new theoretical point of view is discussed in the framework of density estimation. The multivariate true density, viewed as a prior or penalizing factor in a Bayesian framework, is modelled by a Gibbs potential. Estimating the density consists in maximizing the posterior. For efficiency of time, we are interested in an approximate estimator f̂ = Bπ of the true density f, where B is a stochastic operator and π is the raw histogram. Then, we investigate the discrimination problem, introducing an adapti… Show more

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Cited by 9 publications
(3 citation statements)
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“…This problem is more severe when higher-density SNP panels are used, which are expected to convey more accurate information on the animals. Another well-known disadvantage of linear regression is that it is too flexible in cases with an enormous number of (highly) correlated covariates that are used for prediction [ 22 , 23 ]. To overcome this problem, a regularization parameter is added to the model, which in the case of genomic prediction includes the variances attributed to each SNP, e.g.…”
Section: Methodsmentioning
confidence: 99%
“…This problem is more severe when higher-density SNP panels are used, which are expected to convey more accurate information on the animals. Another well-known disadvantage of linear regression is that it is too flexible in cases with an enormous number of (highly) correlated covariates that are used for prediction [ 22 , 23 ]. To overcome this problem, a regularization parameter is added to the model, which in the case of genomic prediction includes the variances attributed to each SNP, e.g.…”
Section: Methodsmentioning
confidence: 99%
“…To estimate the prior joint probabilities , we propose to use an iterative fixed-point EM-like algorithm [38], which is a specific version of the EM algorithm and is suited to evaluating only the proportions of a set of parameters. In our case, we estimate only the joint probabilities of classes, assuming no need to update the estimates of the posterior probabilities and of the a priori probabilities of classes (such estimations are performed as described in Section III) during the successive iterations.…”
Section: B Estimation Of Prior Joint Probabilitiesmentioning
confidence: 99%
“…The temporal correlation between the multisource images acquired at two dates is captured by using the joint class probabilities related to possible land-cover changes. A technique based on a specific formulation of the expectation-maximization (EM) algorithm [38] is applied to estimate such joint probabilities. As it represents the main innovative aspect of this paper, special attention will be given to this technique.…”
mentioning
confidence: 99%