Detecting Sparse Heterogeneous Mixtures in a Two-Sample Problem
Statistics Theory
2020-11-30 v1 Statistics Theory
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.
Cite
@article{arxiv.2011.13496,
title = {Detecting Sparse Heterogeneous Mixtures in a Two-Sample Problem},
author = {Rong Huang},
journal= {arXiv preprint arXiv:2011.13496},
year = {2020}
}