Power computation for hypothesis testing with high-dimensional covariance matrices.
Ruitao LinZhongying LiuShurong ZhengGuosheng YinPublished in: Comput. Stat. Data Anal. (2016)
Keyphrases
- hypothesis testing
- covariance matrices
- high dimensional
- covariance matrix
- likelihood ratio test
- maximum likelihood
- vector space
- statistical tests
- gaussian distribution
- gaussian mixture model
- distance measure
- linear classifiers
- low dimensional
- similarity search
- dimensionality reduction
- gaussian mixture
- feature vectors
- hypothesis tests
- high dimensional data
- confidence intervals
- feature space
- closed form
- parameter space
- data points
- active learning