2018
DOI: 10.1080/01621459.2017.1371024
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A Powerful Bayesian Test for Equality of Means in High Dimensions

Abstract: We develop a Bayes factor based testing procedure for comparing two population means in high dimensional settings. In ‘large-p-small-n’ settings, Bayes factors based on proper priors require eliciting a large and complex p×p covariance matrix, whereas Bayes factors based on Jeffrey’s prior suffer the same impediment as the classical Hotelling T2 test statistic as they involve inversion of ill-formed sample covariance matrices. To circumvent this limitation, we propose that the Bayes factor be based on lower di… Show more

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Cited by 18 publications
(20 citation statements)
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“…And a regression model with a smaller MAE was better than that with a large MAE. Considering the "large p small n" paradigm in the Omic studies [35][36][37], the principle of parsimony (Ocam's razor) preferred a simpler model [38]. So a prediction model was better than that with a similar performance metrics and a larger number of features.…”
Section: B Performance Evaluation Metricsmentioning
confidence: 99%
“…And a regression model with a smaller MAE was better than that with a large MAE. Considering the "large p small n" paradigm in the Omic studies [35][36][37], the principle of parsimony (Ocam's razor) preferred a simpler model [38]. So a prediction model was better than that with a similar performance metrics and a larger number of features.…”
Section: B Performance Evaluation Metricsmentioning
confidence: 99%
“…Zoh et al . () discuss tests for high‐dimensional data. In contrast, the size of the t‐test of the focused hypothesis H0F:bold-italicγTΔ=0 based on PC scores can be close to the naive level or grossly distorted.…”
Section: Critical Assessment and Conclusionmentioning
confidence: 99%
“…One conclusion is that the size of the t-test holds under the global hypothesis: H Δ 0 : = but that the test has poor power. Hotelling's T 2 is a better choice in low-dimensional settings Zoh et al (2018). discuss tests for high-dimensional data.…”
mentioning
confidence: 99%
“…This approach works by projecting the originally high dimensional data to a low-dimensional embedding and perform the test in this lower dimension data, completely eliminating the need to inverse a rank degenerate sample covariance matrix. Reference of paper using this approach in the two group testing setting are Lopes et al (2011); Thulin (2014); Srivastava et al (2016) in the frequentist setting and Zoh et al (2018) in the Bayesian setting. Recently, there is a growing effort towards combining these two approach in the two-group mean testing problem (Hu et al, 2020).…”
Section: Introductionmentioning
confidence: 99%
“…See Wan et al, 2020;López-Sánchez et al, 2021 to list just a few. Additionally, RP have already been proven very successful in the two-sample group tests Lopes et al (2011);Srivastava et al (2016); Zoh et al (2018). However, to the best of our knowledge, they have not been used or evaluated in the multiple (MANOVA) groups mean testing problem.…”
Section: Introductionmentioning
confidence: 99%