2016
DOI: 10.1080/10618600.2015.1027773
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Direction-Projection-Permutation for High-Dimensional Hypothesis Tests

Abstract: Motivated by the prevalence of high dimensional low sample size datasets in modern statistical applications, we propose a general nonparametric framework, Direction-Projection-Permutation (DiProPerm), for testing high dimensional hypotheses. The method is aimed at rigorous testing of whether lower dimensional visual differences are statistically significant. Theoretical analysis under the non-classical asymptotic regime of dimension going to infinity for fixed sample size reveals that certain natural variation… Show more

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Cited by 69 publications
(86 citation statements)
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“…Here, we review and compare the performance of several state-of-the-art statistical tests originally proposed for genetics, ecology and high-dimensional data, in addition to NBS that is familiar to neuroimaging researchers. Specifically, we examine Multivariate Matrix Distance Regression (MDMR) (McArdle and Anderson 2001; Zapala and Schork 2006, 2012), an adaptive sum of powered score (aSPU) test and its weighted version (aSPUw) (Pan et al 2014), and Direction-Projection-Permutation (Wei et al 2014). All of them are omnibus tests assessing global significance of differences across multiple or all edges of the networks to be compared.…”
Section: Introductionmentioning
confidence: 99%
“…Here, we review and compare the performance of several state-of-the-art statistical tests originally proposed for genetics, ecology and high-dimensional data, in addition to NBS that is familiar to neuroimaging researchers. Specifically, we examine Multivariate Matrix Distance Regression (MDMR) (McArdle and Anderson 2001; Zapala and Schork 2006, 2012), an adaptive sum of powered score (aSPU) test and its weighted version (aSPUw) (Pan et al 2014), and Direction-Projection-Permutation (Wei et al 2014). All of them are omnibus tests assessing global significance of differences across multiple or all edges of the networks to be compared.…”
Section: Introductionmentioning
confidence: 99%
“…Because they are very good at separating groups of data, they can also find spurious separations, that are just sampling artifacts, and do not represent important population structure. This point is nicely illustrated in Wei et al (2013) who show that even for two groups selected randomly from standard normal data, when the dimension is very high, DWD finds a (spurious) direction where the groups appear quite separated. That paper proposes the DiProPerm method to address this problem.…”
Section: Data Objects In Image Analysismentioning
confidence: 89%
“…For that we used Principal component analysis (PCA) and Distance Weighted Discrimination (DWD)[17], and validate the results with direction-projection-permutation (DiProPerm) [18] hypothesis tests.…”
Section: Methodsmentioning
confidence: 99%
“…DiProPerm[18] is a permutation-based hypothesis test that assesses the chance that the observed degree of separation happened as a result of expected random variation. It was developed with DWD in mind as an area of application, but it represents a general framework of nonparametric hypothesis testing built to discern typical and atypical behavior in high-dimensional settings.…”
Section: Methodsmentioning
confidence: 99%