eugene pinsky

Likelihood over Estimation: Robust Quadratic Discriminant Analysis for Heavy-Tailed Distributions with Theory and Evidence

Quadratic Discriminant Analysis (QDA) assumes Gaussian class-conditional distributions, causing systematic misclassification when data exhibit heavy tails. We propose Stable-QDA, which replaces the Gaussian likelihood with a symmetric $\alpha$-stable likelihood that decays polynomially rather than e…