Search Results for author: Laurent J. Jacob

Found 1 papers, 0 papers with code

A More Powerful Two-Sample Test in High Dimensions using Random Projection

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.

Two-sample testing

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