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Robust Estimation for Fisher Discriminant Analysis

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Figure

Figure 1: Projection of 2-dimensional space onto a 1-dimensional space.
Figure 2: Example of two 2-dimensional classes.
Figure 3: The inuence of a relatively smaller covariance.
Figure 4: The blue ellipsoids represent the covariance ellipsoids, the magenta ellipsoids represent theworst-case covariance ellipsoids.
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