Detecting sparse heterogeneous mixtures in a two-sample problem
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Abstract: We consider the problem of detecting sparse heterogeneous mixtures in a two-sample setting from a nonparametric perspective, where the effect manifests itself as a positive shift. We suggest a two-sample higher criticism test, and show that it is first-order comparable to the likelihood ratio test for the generalized Guassian mixture models in all sparsity regimes.
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