An Adaptive Weighted Component Test for High-Dimensional Means

IF 16.4 1区 化学 Q1 CHEMISTRY, MULTIDISCIPLINARY
Yidi Qu, L. Shu, Jinfeng Xu
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引用次数: 0

Abstract

This supplementary materials provides detailed proofs of Theorem 1 and 2 and Proposition 1-3 as well as the power simulation results under the heteroscedastic condition.
高维均值的自适应加权分量检验
最近两种针对高维数据的双样本测试流是基于平方和和的测试和基于最高的测试。前者对两个种群均值的密集差异有效,后者对稀疏差异有效。然而,在实践中,稀疏度和信号强度的水平往往是未知的,这使得不清楚使用哪种类型的测试。在这里,我们提出了一种自适应加权分量检验,该检验对具有未知稀疏度水平和变化信号强度的各种替代假设提供了良好的能力。其基本思想是首先在基于平方和的检验中为不同大小的分量分配不同的权重,然后将多个加权分量检验组合在一起,使底层检验能够适应均值差的不同稀疏度。我们检验了所提出的检验的渐近性质,并使用数值比较来证明所提出的检验在各种情况下的优越性能。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
Accounts of Chemical Research
Accounts of Chemical Research 化学-化学综合
CiteScore
31.40
自引率
1.10%
发文量
312
审稿时长
2 months
期刊介绍: Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.
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