Fast high-dimensional mean testing via logistic regression
利用逻辑回归实现快速高维均值检验
We propose computationally efficient tests for equality of mean vectors of two or more high-dimensional populations. Central to our approach is an equivalence between equality of means and a zero population logistic regression parameter. We establish this equivalence for independently distributed observations without imposing common distributional assumptions across populations. Our procedure uses logistic Lasso to screen informative variables and an unpenalized logistic…