Sparse discriminant methods based on independence rules, such as the nearest shrunken centroids classifier (Tibshirani et al., 2002) and features annealed independence rules (Fan & Fan, 2008), have been proposed as computationally attractive tools for feature selection and classification with...

In recent years, a considerable amount of work has been devoted to generalizing linear discriminant analysis to overcome its incompetence for high-dimensional classification (Witten and Tibshirani, 2011, Cai and Liu, 2011, Mai et al., 2012 and Fan et al., 2012). In this paper, we develop...