






















For high-dimensional classification Fishers rule performs poorly due to noise from estimation of the covariance matrix. Fan, Feng and Tong (2012) introduced the ROAD classifier that puts an $L_1$-constraint on the classification vector. In their Theorem 1 Fan, Feng and Tong (2012) show that the ROAD classifier asymptotically has the same misclassification rate as the corresponding oracle based classifier. Unfortunately, the proof contains an error. Here we restate the theorem and provide a new proof.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。