Jonathan von Schroeder

arXiv2020

Stable Feature Selection with Applications to MALDI Imaging Mass Spectrometry Data

This paper discusses an approach, based on the subsampling boostrap and FDR control, to improve the stability of feature selection. It furthermore presents the finite sample distribution of the correlation coefficient recently proposed by Chatterjee (2020) under the setting relevant for this paper. Finally an application to matrix-assisted laser desorption/ionization (MALDI) imaging mass spectroscopy data is discussed.

stat.ME↗

arXiv2018

Efficient Calculation of the Joint Distribution of Order Statistics

We consider the problem of computing the joint distribution of order statistics of stochastically independent random variables in one- and two-group models. While recursive formulas for evaluating the joint cumulative distribution function of such order statistics exist in the literature for a longer time, their numerical implementation remains a challenging task. We tackle this task by presenting novel generalizations of known recursions which we utilize to obtain exact results (calculated in rational arithmetic) as well as faithfully rounded results. Finally, some applications in stepwise multiple hypothesis testing are discussed.

stat.CO↗