Properties of higher criticism under strong dependence

DOI10.1214/009053607000000767zbMath1139.62049arXiv0803.2095OpenAlexW2003702553MaRDI QIDQ2477065

Jiashun Jin

Publication date: 12 March 2008

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

Full work available at URL: https://arxiv.org/abs/0803.2095

zbMATH Keywords

correlationGaussian processessignal detectiondependent datasparsitysimultaneous hypothesis testingfaint information

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (30)

Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests ⋮ An adaptive decorrelation procedure for signal detection ⋮ Distribution-free tests for sparse heterogeneous mixtures ⋮ Optimal detection of weak positive latent dependence between two sequences of multiple tests ⋮ The intermediates take it all: Asymptotics of higher criticism statistics and a powerful alternative based on equal local levels ⋮ Detection boundary and higher criticism approach for rare and weak genetic effects ⋮ Detecting structured signals in Ising models ⋮ Statistical proof? The problem of irreproducibility ⋮ Anomaly Detection for a Large Number of Streams: A Permutation-Based Higher Criticism Approach ⋮ Detection of an anomalous cluster in a network ⋮ Effects of statistical dependence on multiple testing under a hidden Markov model ⋮ Asymptotic optimality of the Westfall-Young permutation procedure for multiple testing under dependence ⋮ Asymptotics of goodness-of-fit tests based on minimum p-value statistics ⋮ Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence ⋮ Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism ⋮ Sharp fixed \(n\) bounds and asymptotic expansions for the mean and the median of a Gaussian sample maximum, and applications to the Donoho-Jin model ⋮ Feature selection by higher criticism thresholding achieves the optimal phase diagram ⋮ Testing regression coefficients in high-dimensional and sparse settings ⋮ Detecting rare and faint signals via thresholding maximum likelihood estimators ⋮ Diagonally Dominant Principal Component Analysis ⋮ Discovering focal regions of slightly-aggregated sparse signals ⋮ A two-sample test for the equality of univariate marginal distributions for high-dimensional data ⋮ Innovated higher criticism for detecting sparse signals in correlated noise ⋮ Variable selection via adaptive false negative control in linear regression ⋮ Sign-based test for mean vector in high-dimensional and sparse settings ⋮ Global testing against sparse alternatives under Ising models ⋮ Two sample tests for high-dimensional covariance matrices ⋮ Optimal Detection of Heterogeneous and Heteroscedastic Mixtures ⋮ Optimal inference with a multidimensional multiscale statistic ⋮ Higher criticism for large-scale inference, especially for rare and weak effects

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses
• Some problems of hypothesis testing leading to infinitely divisible distributions
• Multiple hypothesis testing in microarray experiments.
• The limiting behavior of a modified maximal symmetric \(2s\)-spacing with applications
• Minimax detection of a signal for \(l^ n\)-balls.
• Higher criticism for detecting sparse heterogeneous mixtures.
• A stochastic process approach to false discovery control.
• Global and multiple test procedures using ordered \(p\)-values -- a review
• Basic concepts of multiple tests -- a survey
• Asymptotic minimaxity of false discovery rate thresholding for sparse exponential data
• Goodness-of-fit tests via phi-divergences
• Estimation and confidence sets for sparse normal mixtures
• Cosmological non-Gaussian signature detection: comparing performance of different statistical tests
• The optimal discovery procedure for large-scale significance testing, with applications to comparative microarray experiments
• Theoretical Measures of Relative Performance of Classifiers for High Dimensional Data with Small Sample Sizes
• Empirical Bayes Analysis of a Microarray Experiment
• Estimating the Null and the Proportion of Nonnull Effects in Large-Scale Multiple Comparisons
• Testing Statistical Hypotheses

This page was built for publication: Properties of higher criticism under strong dependence