Northwestern University

Nov
28
Wed 11:00 AM

Statistics Seminar Series: Yuan Huang, "A More Powerful High-Dimensional Mean Test Using Projections"

When: Wednesday, November 28, 2018
11:00 AM - 12:00 PM  

Where: 2006 Sheridan Road, B02, Evanston, IL 60208 map it

Audience: Faculty/Staff - Post Docs/Docs - Graduate Students

Contact: Kisa Kowal   847.491.3974

Group: Department of Statistics

Category: Academic

Description:

Department of Statistics Fall 2018 Seminar Series

Talk Title: A More Powerful High-Dimensional Mean Test Using Projections

Speaker: Yuan Huang, Assistant Professor of Biostatistics, University of Iowa

Time: 11:00am

Abstract: Testing the population mean is fundamental in statistical inference. When the dimensionality is high, the traditional Hotelling’s T2 test becomes practically infeasible. In this talk, we propose a new testing method for high-dimensional mean vectors. The new method projects the original sample to a lower-dimensional space and carries out a test with the projected sample. We derive the theoretical optimal direction with which the projection test possesses the best power under alternatives. With an estimation procedure using the splitting strategy, the resulting test is an exact t-test under the normality assumption and an asymptotic X2-test with one degree of freedom without the normality assumption. Monte Carlo simulation studies show that the new test can be much more powerful than the existing methods and meanwhile retains the Type I error. The promising performance of the new test is further illustrated by a motivating real data example.

Location: Department of Statistics, Room B02, 2006 Sheridan Rd, Evanston 60208

Add Event to Calendar

Add Event To My Group:

Please sign-in