A new covariance matrix estimator useful for designing classifiers with limited training data is developed. In experiments, this estimator achieved higher classification accuracy than the sample covariance matrix and common covariance matrix estimates. In about half of the experiments, it achieved higher accuracy than regularized discriminant analysis, but required much less computation
Published in:
Pattern Analysis and Machine Intelligence, IEEE Transactions on
(Volume:18
,
Issue:
7
)
Date of Publication: Jul 1996