Detecting Sparse Heterogeneous Mixtures in a Two-Sample Problem

Rong Huang

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arXiv · 2011.13496

Detecting Sparse Heterogeneous Mixtures in a Two-Sample Problem

Rong Huang

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Abstract

We consider the problem of detecting sparse heterogeneous mixtures in a two-sample setting from a nonparametric perspective, where the effect manifests itself as a positive shift. We suggest a two-sample higher criticism test, and show that it is first-order comparable to the likelihood ratio test for the generalized Guassian mixture models in all sparsity regimes.

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Rong Huang. 2020-11-26. Detecting Sparse Heterogeneous Mixtures in a Two-Sample Problem. https://arxiv.org/abs/2011.13496

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