Ontology highlight
ABSTRACT:
SUBMITTER: Leek JT
PROVIDER: S-EPMC2586646 | biostudies-literature | 2008 Dec
REPOSITORIES: biostudies-literature
Leek Jeffrey T JT Storey John D JD
Proceedings of the National Academy of Sciences of the United States of America 20081124 48
We develop a general framework for performing large-scale significance testing in the presence of arbitrarily strong dependence. We derive a low-dimensional set of random vectors, called a dependence kernel, that fully captures the dependence structure in an observed high-dimensional dataset. This result shows a surprising reversal of the "curse of dimensionality" in the high-dimensional hypothesis testing setting. We show theoretically that conditioning on a dependence kernel is sufficient to r ...[more]