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RECOVERING SPARSE DIFFERENCES BETWEEN TWO HIGH-DIMENSIONAL COVARIANCE MATRICES

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2017, MS, Kent State University, College of Arts and Sciences / Department of Mathematical Sciences.
Recovering sparse differences between two high-dimensional covariance matrices has been an important research topic. This topic has the workable application of comparing the dependence among the measurements of the genes subject to different treatments. This thesis proposes a new approach for recovering the sparse differences between two high-dimensional covariance matrices. The proposed method can control the false discovery rate (FDR) at any pre-selected significance level. At the same time, it can reduce the false non-discovery rate (FNR) by utilizing data dependence. An algorithm for implementing the approach is also provided. Simulation studies are conducted to demonstrate the numerical performance of the method.
Jun Li, Prof. (Advisor)
Omar De la Cruz, Prof. (Committee Member)
Xiaoyu Zheng, Prof. (Committee Member)
22 p.

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Citations

  • ALHARBI, Y. S. (2017). RECOVERING SPARSE DIFFERENCES BETWEEN TWO HIGH-DIMENSIONAL COVARIANCE MATRICES [Master's thesis, Kent State University]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=kent1500392318023941

    APA Style (7th edition)

  • ALHARBI, YOUSEF. RECOVERING SPARSE DIFFERENCES BETWEEN TWO HIGH-DIMENSIONAL COVARIANCE MATRICES. 2017. Kent State University, Master's thesis. OhioLINK Electronic Theses and Dissertations Center, http://rave.ohiolink.edu/etdc/view?acc_num=kent1500392318023941.

    MLA Style (8th edition)

  • ALHARBI, YOUSEF. "RECOVERING SPARSE DIFFERENCES BETWEEN TWO HIGH-DIMENSIONAL COVARIANCE MATRICES." Master's thesis, Kent State University, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=kent1500392318023941

    Chicago Manual of Style (17th edition)