Quadratic Discriminant Analysis of Several Groups

Quadratic discriminant analysis for classification is a modification of linear discriminant analysis that does not assume equal covariance matrices amongst the groups [latex](\Sigma_1, \Sigma_2, \cdots, \Sigma_k)[/latex]. Similar to LDA for several groups, quadratic discriminant analysis of several groups classification seeks to find the group that maximizes the quadratic classification function...

LDA for Classification into Several Groups

Similar to the two-group linear discriminant analysis for classification case, LDA for classification into several groups seeks to find the mean vector that the new observation [latex]y[/latex] is closest to and assign [latex]y[/latex] accordingly using a distance function. The several group case also assumes equal covariance matrices amongst the groups...