Related papers: Detection of Sparse Positive Dependence
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…
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…
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 problem of signal detection using sparse, faint information is closely related to a variety of contemporary statistical problems, including the control of false-discovery rate, and classification using very high-dimensional data. Each…
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…
In this paper, we study the effect of dependence on detecting sparse signals. In particular, we focus on global testing against sparse alternatives for the means of binary outcomes following an Ising model, and establish how the interplay…
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…
Consider a multiple hypothesis testing setting involving rare/weak effects: relatively few tests, out of possibly many, deviate from their null hypothesis behavior. Summarizing the significance of each test by a P-value, we construct a…
We consider the problem of detecting a sparse mixture as studied by Ingster (1997) and Donoho and Jin (2004). We consider a wide array of base distributions. In particular, we study the situation when the base distribution has polynomial…
In this paper, we study the detection boundary for minimax hypothesis testing in the context of high-dimensional, sparse binary regression models. Motivated by genetic sequencing association studies for rare variant effects, we investigate…
We study the rate of decay of the probability of error for distinguishing between a sparse signal with noise, modeled as a sparse mixture, from pure noise. This problem has many applications in signal processing, evolutionary biology,…
In variable selection, most existing screening methods focus on marginal effects and ignore dependence between covariates. To improve the performance of selection, we incorporate pairwise effects in covariates for screening and…
It is frequently of interest to jointly analyze two paired sequences of multiple tests. This paper studies the problem of detecting whether there are more pairs of tests that are significant in both sequences than would be expected by…
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…
Regular variation provides a convenient theoretical framework to study large events. In the multivariate setting, the dependence structure of the positive extremes is characterized by a measure - the spectral measure - defined on the…
In this work we consider a problem of multi-label classification, where each instance is associated with some binary vector. Our focus is to find a classifier which minimizes false negative discoveries under constraints. Depending on the…
We consider testing marginal independence versus conditional independence in a trivariate Gaussian setting. The two models are non-nested and their intersection is a union of two marginal independences. We consider two sequences of such…
Graphical modeling explores dependences among a collection of variables by inferring a graph that encodes pairwise conditional independences. For jointly Gaussian variables, this translates into detecting the support of the precision…
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…
We consider Gaussian mixture models in high dimensions and concentrate on the twin tasks of detection and feature selection. Under sparsity assumptions on the difference in means, we derive information bounds and establish the performance…