A nonparametric approach to high-dimensional k-sample comparison problems

被引：10
|
作者：
Mukhopadhyay, Subhadeep [1 ]
Wang, Kaijun [2 ]
机构：
[1] Temple Univ, Dept Stat Sci, Philadelphia, PA 19122 USA
[2] Fred Hutchinson Canc Res Ctr, 1100 Fairview Ave N, Seattle, WA 98109 USA
来源：
BIOMETRIKA | 2020年 / 107卷 / 03期
关键词：
Distribution-free method; Graph-based nonparametric approach; High-dimensional exploratory analysis; High-dimensional k-sample comparison; Spectral graph partitioning; 2-SAMPLE TEST; MULTIVARIATE;
D O I：
10.1093/biomet/asaa015
中图分类号：
Q [生物科学];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
High-dimensional k-sample comparison is a common task in applications. We construct a class of easy-to-implement distribution-free tests based on new nonparametric tools and unexplored connections with spectral graph theory. The test is shown to have various desirable properties and a characteristic exploratory flavour that has practical consequences for statistical modelling. Numerical examples show that the proposed method works surprisingly well across a broad range of realistic situations.
引用
收藏
页码：555 / 572
页数：18
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