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Statistical pattern recognition using Gaussian copula

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Abstract

Statistical pattern recognition has attracted great interest due to its applicability and to the advances in technology and computing. Significant research has been done in areas such as automatic character recognition, medical diagnostics, and data mining. The classical discrimination rule for pattern recognition assumes normality. However, in real life this assumption is often questionable. In some situations, the pattern vector is a mixture of discrete and continuous random variables. In this article, we use copula densities to model class conditional distribution for pattern recognition with Bayes’ decision rule. These types of densities are useful when the marginal densities of a pattern vector are not normally distributed. Those models are also useful for mixed pattern vectors. We also did simulations to compare the performance of the copula-based classifier with classical normal distribution based model and the independent-assumption-based model.

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Correspondence to Norou Diawara.

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Sen, S., Diawara, N. & Iftekharuddin, K.M. Statistical pattern recognition using Gaussian copula. J Stat Theory Pract 9, 768–777 (2015). https://doi.org/10.1080/15598608.2015.1008607

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  • DOI: https://doi.org/10.1080/15598608.2015.1008607

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