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A Global Homogeneity Test for High-Dimensional Linear Regression

2013/08/16 by Camille Charbonnier, Charbonnier, Camille, Nicolas Verzélen +3
Biochemistry, Genetics and Molecular Biology · #Applications (stat.AP) #Bioinformatics and Genomic Networks #FOS: Computer and information sciences #FOS: Mathematics #Gene Regulatory Network Analysis #Gene expression and cancer classification #Methodology (stat.ME) #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1308.3568

openalex publication_date 2013/08/16 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

This paper is motivated by the comparison of genetic networks based on microarray samples. The aim is to test whether the differences observed between two inferred Gaussian graphical models come from real differences or arise from estimation uncertainties. Adopting a neighborhood approach, we consider a two-sample linear regression model with random design and propose a procedure to test whether these two regressions are the same. Relying on multiple testing and variable selection strategies, we develop a testing procedure that applies to high-dimensional settings where the number of covariates p is larger than the number of observations n1 and n2 of the two samples. Both type I and type II errors are explicitely controlled from a non-asymptotic perspective and the test is proved to be minimax adaptive to the sparsity. The performances of the test are evaluated on simulated data. Moreover, we illustrate how this procedure can be used to compare genetic networks on Hess et al breast cancer microarray dataset.

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