no code implementations • NeurIPS 2011 • Miles E. Lopes, Laurent J. Jacob, Martin J. Wainwright
We consider the hypothesis testing problem of detecting a shift between the means of two multivariate normal distributions in the high-dimensional setting, allowing for the data dimension p to exceed the sample size n. Specifically, we propose a new test statistic for the two-sample test of means that integrates a random projection with the classical Hotelling T^2 statistic.