Uncertain LDA: Including Observation Uncertainties in Discriminative Transforms.

Linear discriminant analysis (LDA) is a powerful technique in pattern recognition to reduce the dimensionality of data vectors. It maximizes discriminability by retaining only those directions that minimize the ratio of within-class and between-class variance. In this paper, using the same principles as for conventional LDA, we propose to employ uncertainties of the noisy or distorted input data in order to estimate maximally discriminant directions.