In the era of big data,high-dimensional data always arrive in streams,making timely and accurate decision necessary.It has become particularly important to rapidly and sequentially identify individuals whose behavior ...In the era of big data,high-dimensional data always arrive in streams,making timely and accurate decision necessary.It has become particularly important to rapidly and sequentially identify individuals whose behavior deviates from the norm.Aiming at identifying as many irregular behavioral patterns as possible,the authors develop a large-scale dynamic testing system in the framework of false discovery rate(FDR)control.By fully exploiting the sequential feature of datastreams,the authors propose a screening-assisted procedure that filters streams and then only tests streams that pass the filter at each time point.A data-driven optimal screening threshold is derived,giving the new method an edge over existing methods.Under some mild conditions on the dependence structure of datastreams,the FDR is shown to be strongly controlled and the suggested approach for determining screening thresholds is asymptotically optimal.Simulation studies show that the proposed method is both accurate and powerful,and a real-data example is used for illustrative purpose.展开更多
The paper considers a high-dimensional likelihood ratio(LR)test on the intraclass correlation structure of the multivariate normal population.When the dimension p and sample size N satisfy N−1>p→∞,it is proved th...The paper considers a high-dimensional likelihood ratio(LR)test on the intraclass correlation structure of the multivariate normal population.When the dimension p and sample size N satisfy N−1>p→∞,it is proved that the logarithmic LR statistic asymptotically obeys Gaussian distribution,and the explicit expressions of the mean and the variance are also obtained.The simulations demonstrate that our high-dimensional LR test method outperforms the traditional Chi-square approximation method or F-approximation method,and performs as efficient as the accurate high-dimensional Edgeworth expansion method and the more accurate high-dimensional Edgeworth expansion method in analyzing the intraclass covariance structure of highdimensional data.展开更多
基金supported by the National Natural Science Foundation of China under Grant Nos.11771332,11771220,11671178,11925106,11971247the National Science Foundation of Tianjin under Grant Nos.18JCJQJC46000,18ZXZNGX00140+1 种基金the 111Project B20016Mushtaq was also supported by the Fundamental Research Funds for the Central Universities。
文摘In the era of big data,high-dimensional data always arrive in streams,making timely and accurate decision necessary.It has become particularly important to rapidly and sequentially identify individuals whose behavior deviates from the norm.Aiming at identifying as many irregular behavioral patterns as possible,the authors develop a large-scale dynamic testing system in the framework of false discovery rate(FDR)control.By fully exploiting the sequential feature of datastreams,the authors propose a screening-assisted procedure that filters streams and then only tests streams that pass the filter at each time point.A data-driven optimal screening threshold is derived,giving the new method an edge over existing methods.Under some mild conditions on the dependence structure of datastreams,the FDR is shown to be strongly controlled and the suggested approach for determining screening thresholds is asymptotically optimal.Simulation studies show that the proposed method is both accurate and powerful,and a real-data example is used for illustrative purpose.
基金Supported by National Natural Science Foundation of China(Grant No.11401169)Natural Science Foundation of Henan Province of China(Grant No.202300410089).
文摘The paper considers a high-dimensional likelihood ratio(LR)test on the intraclass correlation structure of the multivariate normal population.When the dimension p and sample size N satisfy N−1>p→∞,it is proved that the logarithmic LR statistic asymptotically obeys Gaussian distribution,and the explicit expressions of the mean and the variance are also obtained.The simulations demonstrate that our high-dimensional LR test method outperforms the traditional Chi-square approximation method or F-approximation method,and performs as efficient as the accurate high-dimensional Edgeworth expansion method and the more accurate high-dimensional Edgeworth expansion method in analyzing the intraclass covariance structure of highdimensional data.
