Related papers: Detection of Sparse Mixtures: Higher Criticism and…
We consider the problem of detecting a sparse Poisson mixture. Our results parallel those for the detection of a sparse normal mixture, pioneered by Ingster (1997) and Donoho and Jin (2004), when the Poisson means are larger than…
In a bivariate setting, we consider the problem of detecting a sparse contamination or mixture component, where the effect manifests itself as a positive dependence between the variables, which are otherwise independent in the main…
This paper compares the higher criticism statistic (Donoho and Jin [Ann. Statist. 32 (2004) 962-994]), a modification of the higher criticism statistic also suggested by Donoho and Jin, and two statistics of the Berk-Jones [Z. Wahrsch.…
Detection of sparse signals arises in a wide range of modern scientific studies. The focus so far has been mainly on Gaussian mixture models. In this paper, we consider the detection problem under a general sparse mixture model and obtain…
The detection of weak and rare effects in large amounts of data arises in a number of modern data analysis problems. Known results show that in this situation the potential of statistical inference is severely limited by the large-scale…
Detecting anomalies in large sets of observations is crucial in various applications, such as epidemiological studies, gene expression studies, and systems monitoring. We consider settings where the units of interest result in multiple…
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…
We consider the problem of detecting a general sparse mixture and obtain an explicit characterization of the phase transition under some conditions, generalizing the univariate results of Cai and Wu. Additionally, we provide a sufficient…
Donoho and Kipnis (2022) showed that the the higher criticism (HC) test statistic has a non-Gaussian phase transition but remarked that it is probably not optimal, in the detection of sparse differences between two large frequency tables…
Large-scale multiple testing problems require the simultaneous assessment of many p-values. This paper compares several methods to assess the evidence in multiple binomial counts of p-values: the maximum of the binomial counts after…
Higher criticism, or second-level significance testing, is a multiple-comparisons concept mentioned in passing by Tukey. It concerns a situation where there are many independent tests of significance and one is interested in rejecting the…
Higher criticism is a method for detecting signals that are both sparse and weak. Although first proposed in cases where the noise variables are independent, higher criticism also has reasonable performance in settings where those variables…
A fundamental problem in high-dimensional testing is that of global null testing: testing whether the null holds simultaneously in all of $n$ hypotheses. The max test, which uses the smallest of the $n$ marginal p-values as its test…
We describe, in the detection of multi-sample aligned sparse signals, the critical boundary separating detectable from nondetectable signals, and construct tests that achieve optimal detectability: penalized versions of the Berk-Jones and…
The problem of quickest detection of a change in distribution is considered under the assumption that the pre-change distribution is known, and the post-change distribution is only known to belong to a family of distributions…
For high dimensional statistical models, researchers have begun to focus on situations which can be described as having relatively few moderately large coefficients. Such situations lead to some very subtle statistical problems. In…
Higher Criticism is a recently developed statistic for non-Gaussian detection, proposed in Donoho & Jin 2004. We find that Higher Criticism is useful for two purposes. First, Higher Criticism has competitive detection power, and…
We consider the problem of detecting sparse heterogeneous mixtures from a nonparametric perspective, and develop distribution-free tests when all effects have the same sign. Specifically, we assume that the null distribution is symmetric…
We study a statistical procedure based on higher criticism (HC) to address the sparse multi-stream quickest change-point detection problem. Namely, we aim to detect a potential change in the distribution of multiple data streams at some…
We theoretically study semi-supervised clustering in sparse graphs in the presence of pairwise constraints on the cluster assignments of nodes. We focus on bi-cluster graphs, and study the impact of semi-supervision for varying constraint…