Hall, Peter; Titterington, D. M.; Xue, Jing-Hao - In: Journal of the Royal Statistical Society Series B 71 (2009) 4, pp. 783-803
Many contemporary classifiers are constructed to provide good performance for very high dimensional data. However, an issue that is at least as important as good classification is determining which of the many potential variables provide key information for good decisions. Responding to this...