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Yushu Liu, William Rayens, Anders Andersen and Charles Smith Partial least squares discrimination with heterogeneous covariance structures Journal of Chemometrics 25

Article first published online: 2 FEB 2011 | DOI: 10.1002/cem.1352

This paper addresses high-dimensional classification wherein the within-groups covariances are potentially not the same and, hence, a single reduction step, followed by linear discrimination may not be appropriate. A variety of techniques are compared by way of a large-scale simulation study. An application aimed at distinguishing asymptomatic women at risk for Alzheimer's disease from women not at risk is presented.

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