HMC: High-Dimensional Mean Comparison with Projection and Cross-Fitting (original) (raw)

Provides interpretable high-dimensional mean comparison methods (HMC). For example, users can apply these methods to assess the difference in gene expression between two treatment groups. It is not a gene-by-gene comparison. Instead, the methods focus on the interplay between features and identify those that are predictive of the group label. The tests are valid frequentist procedures and yield sparse estimates indicating which features contribute to the group differences.

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