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用于样本量不平衡多元两样本检验的集成子抽样AI 解读

Some existing nonparametric two-sample tests for equality of multivariate distributions perform unsatisfactorily when the two sample sizes are unbalanced. In particular, the power of these tests tends to diminish with increasingly unbalanced sample sizes. In this article, we propose a new testing procedure to solve this problem. The proposed test, based on the nearest neighbor method by Schilling, employs a novel ensemble subsampling scheme to remedy this issue. More…

同时降维与变量选择的稀疏降秩回归AI 解读

The reduced-rank regression is an effective method in predicting multiple response variables from the same set of predictor variables. It reduces the number of model parameters and takes advantage of interrelations between the response variables and hence improves predictive accuracy. We propose to select relevant variables for reduced-rank regression by using a sparsity-inducing penalty. We apply a group-lasso type penalty that treats each row of the matrix of the…