Linear and Quadratic Discriminant Analysis: Tutorial

arXiv:1906.02590 · stat.ML, cs.LG · Submitted 2019-06-01 · Read on arXiv

stat.ML, cs.LG

Submitted: 2019-06-01

Updated: 2026-09-08

Comments: 16 pages, 7 figures. v2: corrected some mathematical typos

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Quadratic Discriminant Analysis — 23× in this paper
• Linear Discriminant Analysis — 10× in this paper
• Principal Component Analysis — 6× in this paper
• Fisher Discriminant Analysis — 5× in this paper
• Likelihood Ratio Test — 5× in this paper
• Principal Component Analysis (PCA) — 3× in this paper · explained in 4 episodes
• Cumulative Distribution Functions — 1× in this paper
• Maximum Likelihood Estimation — 1× in this paper
• Multi-Dimensional Scaling — 1× in this paper
• Probability Density Functions — 1× in this paper
• Singular Value Decomposition — 1× in this paper
• Singular Value Decomposition (SVD) — 1× in this paper · explained in 2 episodes

Sources

• Fitting A Mixture Distribution to Data: Tutorial
• Eigenvalue and Generalized Eigenvalue Problems: Tutorial

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