Statistics Seminar: STA 290
Monday January 14th, 2013 at 10:30am, MSB 1147 (Colloquium Room)
Speaker: Noah Simon, Stanford University
Title: "A new approach to high dimensional interaction testing"
Abstract: There has been rising interest in looking for interactions (or marginal interactions) between features in high dimensional regression models. Standard practice for testing marginal interactions has been to fit all bivariate models and use a post-hoc procedure on the nominal p-values of the interactions to control the false discovery rate. This approach is simple and often useful, but has potential pitfalls --- it is strongly parametric and does not lend itself to a permutation based test.
In our work, we consider the more specific case of continuous covariates with a binary response. We propose an alternative permutation based method. Our method is motivated by posing the problem in a discriminant analysis framework and considering the "equivalent" regression based model. At the end of the day, this gives us a simple, robust method for testing marginal interactions using marginal correlations.
This is joint work with my advisor Rob Tibshirani.