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Tests atternative to higher criticism for high dimensional means under sparsity and column-wise dependence
Large deviation Large p, small n Optimal detection boundary Sparse signal Thresholding Weak dependence
2016/1/25
We consider two alternative tests to the Higher Criticism test of Donoho and Jin (2004) for high dimensional means under the spar-sity of the non-zero means for sub-Gaussian distributed data with unkn...
Higher Criticism for Detecting Sparse Heterogeneous Mixtures
Multiple Comparsions Combining Many p-values
2015/8/21
Higher Criticism, or second-level significance testing, is a multiple comparisons concept
mentioned in passing by Tukey (1976). It concerns a situation where there are many independent tests of...
Higher Criticism Thresholding: Optimal Feature Selection when Useful Features are Rare and Weak
Criticism Thresholding Feature Selection
2015/8/21
Linear classi cation analysis is a fundamental tool for science
and technology. In important application elds today { genomics and proteomics are examples { one automatically obtains very high-dimen...