The Statistics department is excited to announce Dr. Debashis Paul, Professor at Univesity of California at Davis will be speaking October 26th, 2018. The seminar includes refreshements and is free and open to the public.
Abstract: We propose a two-sample test for detecting the difference between mean vectors in a high-dimensional regime based on a ridge-regularized Hotelling's $T^2$. To choose the regularization parameter, a method is derived that aims at maximizing local power within a class of local alternatives. We also propose a composite test that combines the optimal tests corresponding to a specific collection of local alternatives. Weak convergence of the stochastic process corresponding to the ridge-regularized Hotelling's $T^2$ is established under the assumption of sub-Gaussianity of the observations, and it is used to derive the cut-off values of the proposed test. The performance of the proposed test procedure is illustrated through an application to a breast cancer data set where the goal is to detect the pathways with different DNA copy number alterations across breast cancer subtypes. We also discuss a generalization of this testing framework to high-dimensional MANOVA problems.
Friday, October 26, 2018 at 2:55pm to 5:00pm
Weniger Hall, 149
103 SW Memorial Place, Corvallis, OR 97331