[Statlist] Seminar ueber Statistik

[Christina Kuenzli]

                       ETH and University of Zurich 
                                 Proff. 
A.D. Barbour - P. Buehlmann - F. Hampel - H.R. Kuensch - S. van de Geer

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           We are pleased to announce the following talks
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Friday, November 18, 2005, 15.15, LEO C15

       Testing against a high-dimensional alternative, with
       applications to microarray data

       Jelle Goeman, Medical Statistics, University of Leiden

As the dimensionality of the alternative increases, the
power of classical tests tends to diminish quite rapidly. This is
especially true for high-dimensional data in which there are more
parameters than observations. In this paper we discuss a score test
on a hyperparameter in an empirical Bayesian model as an alternative
to classical tests. It gives a general test statistic which can be
used to test a point null hypothesis against a high-dimensional
alternative, even when the number of parameters exceeds the number
of samples. This test will be shown to have optimal power on average
in a neighbourhood of the null, which makes it a proper
generalization of the locally most powerful test to multiple
dimensions.

To illustrate this new locally most powerful test we
investigate the case of testing the global null hypothesis in a
linear regression model in more detail. The score test is shown to
have significantly more power than the F-test whenever under the
alternative the large-variance principal components of the design
matrix explain substantially more of the variance of the outcome
than the low-variance principal components. We also present an
application in microarray data, where the high-dimensional score test
is used in a Cox model to test for association between genetic
pathways and survival of patients.
Joint work with Sara van de Geer & Hans van Houwelingen
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Friday, November 24, 2005, 15.15, LEO C15

       Model Selection Challenge

       Isabelle Guyon, ClopiNet, Berkeley, CA

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________________________________________________________
Christina Kuenzli            <kuenzli using stat.math.ethz.ch>
Seminar fuer Statistik      
Leonhardstr. 27,  LEO D11      phone: +41 (0)44 632 3438         
ETH-Zentrum,                   fax  : +41 (0)44 632 1228 
CH-8092 Zurich, Switzerland        http://stat.ethz.ch/~