23º SINAPE - Simpósio Nacional de Probabilidade e Estatística

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Título

WAVELET-BASED ESTIMATION OF GENERALIZED DISCRIMINANT FUNCTIONS

Resumo

In this work we propose a wavelet-based classifier method for binary classification. Basically, based on a training data set, we provide a classifier rule with minimum mean square error. Under mild assumptions, we present asymptotic results that provide the rates of con- vergence of our method compared to the Bayes classifier, ensuring universal consistency and strong universal consistency. Furthermore, in order to evaluate the performance of the proposed methodology for finite samples, we illustrate the approach using Monte Carlo simulations and real data set applications. The performance of the proposed methodology is compared with other classification methods widely used in the literature: support vector machine and logistic regression model. Numerical results showed a very competitive performance of the new wavelet-based classifier.

Palavras-chave

Generalized Classification, Wavelet Estimation, Nonparametric Regression

Área

Dados Funcionais, Dados em Alta Dimensão e Aprendizado Estatístico de Máquinas

Autores

Michel H Montoril, Woojin Chang, Brani Vidakovic