What is the Bahadur-Anderson Algorithm, and which book could one read to learn it?
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$\begingroup$ It is explained on Wikipedia ;-) en.wikipedia.org/wiki/Raghu_Raj_Bahadur $\endgroup$– user9072May 22, 2013 at 21:18
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$\begingroup$ I am not asking for biography, but the maths $\endgroup$– Martin HenryMay 22, 2013 at 21:19
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1$\begingroup$ From the linked page "The Anderson–Bahadur algorithm[4] is used in statistics and engineering for solving binary classification problems when the underlying data have multivariate normal distributions with different covariance matrices." If you knew this already you might have written a more detailed question. $\endgroup$– user9072May 22, 2013 at 21:21
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$\begingroup$ Can you give me an example of a problem solved and steps involved? Thanks in advance and I really need to know it. $\endgroup$– Martin HenryMay 22, 2013 at 21:30
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1$\begingroup$ Sorry, no, I cannot; it is this first time I hear about this. I mainly posted this since from your question I had no clue at all what this was about, say is it Topology, Number Theory, or Statistics or whatever else. Thus, I searched for it and documented the information I found easily here to save others the same effort. However, if you just search for it, you will find sources on the web. For example, the book mentioned in an anwer, and some other documents. Also, somebody might give a detailed answer. To increase the likelihood of this happening I added some tags. $\endgroup$– user9072May 22, 2013 at 21:37
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1 Answer
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M. I. Schlesinger,Václav Hlavác̆, Ten lectures on statistical and structural pattern recognition, Springer, 2002.
answered May 22, 2013 at 21:28