Sparse Estimation of the Precision Matrix and Plug-In Principle in Linear Discriminant Analysis for Hyperspectral Image Classification

ABSTRACT

In this paper, a new method for supervised classification of hyperspectral images is proposed for the case in which the size of the training sample is small. It consists of replacing in the Mahalanobis distance the maximum likelihood estimator of the precision matrix by a sparse estimator. The method is compared with two other existing versions of LDA sparse, both in real and simulated images.

Keywords:
hight dimensionality; linear discriminant analysis; hyperspectral image