利用聚类子空间对高维数据进行单向 MANOVA 检验

IF 0.9 4区 数学 Q3 STATISTICS & PROBABILITY
Minyuan Lu, Bu Zhou
{"title":"利用聚类子空间对高维数据进行单向 MANOVA 检验","authors":"Minyuan Lu,&nbsp;Bu Zhou","doi":"10.1016/j.spl.2024.110293","DOIUrl":null,"url":null,"abstract":"<div><div>This study focuses on the high-dimensional one-way analysis of variance problem, specifically, testing whether multiple population mean vectors are equal in the context of high-dimensional data. To solve the problem that classical multivariate analysis of variance (MANOVA) test statistics are undefined when the dimensionality surpasses the sample size, we propose a random permutation test using low-dimensional subspaces obtained by clustering of variables. The test statistics are derived from a one-way MANOVA decomposition for clustered variables and this approach utilizes the correlation information among variables to ensure high testing power. Simulation studies indicate that the proposed test performs well with high-dimensional data.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"217 ","pages":"Article 110293"},"PeriodicalIF":0.9000,"publicationDate":"2024-10-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A one-way MANOVA test for high-dimensional data using clustering subspaces\",\"authors\":\"Minyuan Lu,&nbsp;Bu Zhou\",\"doi\":\"10.1016/j.spl.2024.110293\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>This study focuses on the high-dimensional one-way analysis of variance problem, specifically, testing whether multiple population mean vectors are equal in the context of high-dimensional data. To solve the problem that classical multivariate analysis of variance (MANOVA) test statistics are undefined when the dimensionality surpasses the sample size, we propose a random permutation test using low-dimensional subspaces obtained by clustering of variables. The test statistics are derived from a one-way MANOVA decomposition for clustered variables and this approach utilizes the correlation information among variables to ensure high testing power. Simulation studies indicate that the proposed test performs well with high-dimensional data.</div></div>\",\"PeriodicalId\":49475,\"journal\":{\"name\":\"Statistics & Probability Letters\",\"volume\":\"217 \",\"pages\":\"Article 110293\"},\"PeriodicalIF\":0.9000,\"publicationDate\":\"2024-10-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Statistics & Probability Letters\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0167715224002621\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistics & Probability Letters","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0167715224002621","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0

摘要

本研究主要关注高维单向方差分析问题,特别是在高维数据背景下检验多个群体均值向量是否相等的问题。为了解决当维度超过样本量时,经典的多元方差分析(MANOVA)检验统计量无法定义的问题,我们提出了一种利用变量聚类得到的低维子空间进行随机置换检验的方法。测试统计量来自对聚类变量的单向 MANOVA 分解,这种方法利用了变量间的相关信息,确保了较高的测试能力。模拟研究表明,所提出的检验方法在处理高维数据时表现良好。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A one-way MANOVA test for high-dimensional data using clustering subspaces
This study focuses on the high-dimensional one-way analysis of variance problem, specifically, testing whether multiple population mean vectors are equal in the context of high-dimensional data. To solve the problem that classical multivariate analysis of variance (MANOVA) test statistics are undefined when the dimensionality surpasses the sample size, we propose a random permutation test using low-dimensional subspaces obtained by clustering of variables. The test statistics are derived from a one-way MANOVA decomposition for clustered variables and this approach utilizes the correlation information among variables to ensure high testing power. Simulation studies indicate that the proposed test performs well with high-dimensional data.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Statistics & Probability Letters
Statistics & Probability Letters 数学-统计学与概率论
CiteScore
1.60
自引率
0.00%
发文量
173
审稿时长
6 months
期刊介绍: Statistics & Probability Letters adopts a novel and highly innovative approach to the publication of research findings in statistics and probability. It features concise articles, rapid publication and broad coverage of the statistics and probability literature. Statistics & Probability Letters is a refereed journal. Articles will be limited to six journal pages (13 double-space typed pages) including references and figures. Apart from the six-page limitation, originality, quality and clarity will be the criteria for choosing the material to be published in Statistics & Probability Letters. Every attempt will be made to provide the first review of a submitted manuscript within three months of submission. The proliferation of literature and long publication delays have made it difficult for researchers and practitioners to keep up with new developments outside of, or even within, their specialization. The aim of Statistics & Probability Letters is to help to alleviate this problem. Concise communications (letters) allow readers to quickly and easily digest large amounts of material and to stay up-to-date with developments in all areas of statistics and probability. The mainstream of Letters will focus on new statistical methods, theoretical results, and innovative applications of statistics and probability to other scientific disciplines. Key results and central ideas must be presented in a clear and concise manner. These results may be part of a larger study that the author will submit at a later time as a full length paper to SPL or to another journal. Theory and methodology may be published with proofs omitted, or only sketched, but only if sufficient support material is provided so that the findings can be verified. Empirical and computational results that are of significant value will be published.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信