Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism

DOI10.1214/11-AOS910zbMath1231.62136arXiv1007.1434MaRDI QIDQ661170

Emmanuel J. Candès, Ery Arias-Castro, Yaniv Plan

Publication date: 21 February 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.1434

zbMATH Keywords

random matrices; analysis of variance; higher criticism; compressive sensing; minimax detection; incoherence; detecting sparse signals; suprema of Gaussian processes

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

94A13: Detection theory in information and communication theory

15B52: Random matrices (algebraic aspects)

62J10: Analysis of variance and covariance (ANOVA)

Related Items

Unnamed Item, Statistical proof? The problem of irreproducibility, Adaptive Global Testing for Functional Linear Models, The SgenoLasso and its cousins for selective genotyping and extreme sampling: application to association studies and genomic selection, CLT For U-statistics With Growing Dimension, Group feature screening via the F statistic, BET on Independence, Accurate and Efficient P-value Calculation Via Gaussian Approximation: A Novel Monte-Carlo Method, Multiple Testing When Many p-Values are Uniformly Conservative, with Application to Testing Qualitative Interaction in Educational Interventions, Moderate-Dimensional Inferences on Quadratic Functionals in Ordinary Least Squares, Honest Confidence Sets for High-Dimensional Regression by Projection and Shrinkage, Regional extreme value index estimation and a test of tail homogeneity, Estimating the proportion of signal variables under arbitrary covariance dependence, Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics, Testing many restrictions under heteroskedasticity, Group Inference in High Dimensions with Applications to Hierarchical Testing, Higher Criticism for Discriminating Word-Frequency Tables and Testing Authorship, Higher criticism for large-scale inference, especially for rare and weak effects, Inference in adaptive regression via the Kac-Rice formula, Global testing against sparse alternatives in time-frequency analysis, Optimal detection of sparse principal components in high dimension, Detection boundary and higher criticism approach for rare and weak genetic effects, Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism, Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores, An adaptive decorrelation procedure for signal detection, Heritability estimation in high dimensional sparse linear mixed models, On signal detection and confidence sets for low rank inference problems, Powerful test based on conditional effects for genome-wide screening, Detection thresholds for the \(\beta\)-model on sparse graphs, Detectability of nonparametric signals: higher criticism versus likelihood ratio, Combinatorial inference for graphical models, Adaptive estimation of the sparsity in the Gaussian vector model, Adaptive estimation of high-dimensional signal-to-noise ratios, Detecting rare and faint signals via thresholding maximum likelihood estimators, A novel detection scheme with multiple observations for sparse signal based on likelihood ratio test with sparse estimation, Global testing against sparse alternatives under Ising models, Optimality and sub-optimality of PCA. I: Spiked random matrix models, Minimax risks for sparse regressions: ultra-high dimensional phenomenons, Detecting a vector based on linear measurements, Detection boundary in sparse regression, Classification with many classes: challenges and pluses, Tests for \(p\)-regression coefficients in linear panel model when \(p\) is divergent, Optimal sparsity testing in linear regression model, Testing degree corrections in stochastic block models, Two-sample testing of high-dimensional linear regression coefficients via complementary sketching, High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints, Sparse high-dimensional linear regression. Estimating squared error and a phase transition, Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension, Higher criticism to compare two large frequency tables, with sensitivity to possible rare and weak differences, Minimax rate of testing in sparse linear regression, TFisher: a powerful truncation and weighting procedure for combining \(p\)-values, Statistical and computational limits for sparse matrix detection, Comparing a large number of multivariate distributions, Exact tests via multiple data splitting, Testing regression coefficients in high-dimensional and sparse settings, A global homogeneity test for high-dimensional linear regression, Variable selection via adaptive false negative control in linear regression, Sparse equisigned PCA: algorithms and performance bounds in the noisy rank-1 setting, Signal detection via Phi-divergences for general mixtures, Hypothesis testing for high-dimensional sparse binary regression, Distribution-free tests for sparse heterogeneous mixtures, Optimal detection of weak positive latent dependence between two sequences of multiple tests, Some high-dimensional one-sample tests based on functions of interpoint distances, Accuracy assessment for high-dimensional linear regression, Detection of a sparse submatrix of a high-dimensional noisy matrix, Optimal classification in sparse Gaussian graphic model, Confidence sets in sparse regression, Community detection in dense random networks, Estimation of the \(\ell_2\)-norm and testing in sparse linear regression with unknown variance, Most powerful test against a sequence of high dimensional local alternatives, Model Selection for Classification with a Large Number of Classes, Cauchy Combination Test: A Powerful Test With Analytic p-Value Calculation Under Arbitrary Dependency Structures

Cites Work