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Computational Alternatives to Random Number Generators
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Testing for the significance of a subset of regression coefficients in a linear model, a staple of statistical analysis, goes back at least to the work of Fisher who introduced the analysis of variance (ANOVA). We study this problem under the assumption that the coefficient vector is sparse, a common situation in modern high-dimensional settings. Suppose we have p covariates and that under the ...
متن کاملTo “ Global Testing under Sparse Alternatives : Anova , Multiple Comparisons and the Higher Criticism ”
We prove the results stated in the main paper. We start by providing a brief summary of the notations used in the paper. Set [p] = {1, . . . , p} and for a subset J ⊂ [p], let |J | be its cardinality. Bold upper (resp. lower) case letters denote matrices (resp. vectors), and the same letter not bold represents its coefficients, e.g. aj denotes the jth entry of a. For an n × p matrix A with colu...
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ژورنال
عنوان ژورنال: Aarhus Series on Human Centered Computing
سال: 2015
ISSN: 2445-7221
DOI: 10.7146/aahcc.v1i1.21621