A nonparametric approach to high-dimensional k-sample comparison problems. (11th June 2020)

• Record Type: Journal Article
• Authors: Mukhopadhyay, Subhadeep; Wang, Kaijun
• Is Part Of: Biometrika. Volume 107:Number 3(2020:Sep.)
• Page Start: 555
• Page End: 572
• Publication Date: 2020-06-11
• Subjects: Distribution-free method -- Graph-based nonparametric approach -- High-dimensional exploratory analysis -- High-dimensional k-sample comparison -- Spectral graph partitioning; Biometry -- Periodicals; 570.1519505
• DOI: 10.1093/biomet/asaa015
• Languages: English
• ISSNs: 0006-3444

Abstract

Summary: 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.