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

• 成果类型: Article
• 署名作者: Mukhopadhyay, Subhadeep; Wang, Kaijun
• 署名单位: Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University; Fred Hutchinson Cancer Center
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asaa015
• 发表日期: 2020
• 页码: 555572
• 关键词: 2-sample test; MULTIVARIATE

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.