5 papers · 1 filter
Block-Independent Likelihood Ratio Testing for High-Dimensional Mean Vectors with Applications to Matrix-Variate Data
Minsub Shin, Kwangok Seo, Sang Han Lee +1
Testing the equality of two high-dimensional mean vectors is a fundamental problem in multivariate analysis. While the classical Hotelling's test is optimal in low-dimensiona…
Uncertainty-Aware Ideal Point Estimation via Variational EM
Kwangok Seo, Youngjo Lee, Jong Hee Park +2
Roll-call data analysis aims to estimate legislators' ideal points and quantify the associated uncertainty. Existing approaches either rely on Bayesian methods implemented via Mark…
Multiple Testing of One-Sided Hypotheses with Conservative -values
Kwangok Seo, Johan Lim, Hyungwon Choi +1
We study a large-scale one-sided multiple testing problem in which test statistics follow normal distributions with unit variance, and the goal is to identify signals with positive…
Two-Stage Multiple Test Procedures Controlling False Discovery Rate with auxiliary variable and their Application to Set4Delta Mutant Data
Seohwa Hwang, Mark Louie Ramos, DoHwan Park +3
In this paper, we present novel methodologies that incorporate auxiliary variables for multiple hypotheses testing related to the main point of interest while effectively controlli…
Empirical Bayes Method for Large Scale Multiple Testing with Heteroscedastic Errors
Kwangok Seo, Johan Lim, Kaiwen Wang +3
In this paper, we address the normal mean inference problem, which involves testing multiple means of normal random variables with heteroscedastic variances. Most existing empirica…