gipsDA: Discriminant Analysis with Permutation-Invariant Covariance Models
Abstract
Extends classical linear and quadratic discriminant analysis by incorporating permutation group symmetries into covariance matrix estimation. The package leverages methodology from the 'gips' framework to identify and impose permutation structures that act as a form of regularization, improving stability and interpretability in settings with symmetric or exchangeable features. Several discriminant analysis variants are provided, including pooled and class-specific covariance models, as well as multi-class extensions with shared or independent symmetry structures. For more details about 'gips' methodology see and Graczyk et al. (2022) and Chojecki, Morgen, Kołodziejek (2025, ).
Fields of Study & Subjects
Statistical Methods and Applications
Advanced Statistical Methods and Models
Statistical Methods and Inference
Publication details
- Publication date
- 3 February 2026
- Document type
- Dataset