Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A Tracy-Widom Empirical Estimator For Valid P-values With
  High-Dimensional Datasets   Recent technological advances in many domains including both genomics and
brain imaging have led to an abundance of high-dimensional and correlated data
being routinely collected. Classical multivariate approaches like Multivariate
Analysis of Variance (MANOVA) and Canonical Correlation Analysis (CCA) can be
used to study relationships between such multivariate datasets. Yet, special
care is required with high-dimensional data, as the test statistics may be
ill-defined and classical inference procedures break down.
  In this work, we explain how valid p-values can be derived for these
multivariate methods even in high dimensional datasets. Our main contribution
is an empirical estimator for the largest root distribution of a singular
double Wishart problem; this general framework underlies many common
multivariate analysis approaches. From a small number of permutations of the
data, we estimate the location and scale parameters of a parametric Tracy-Widom
family that provides a good approximation of this distribution. Through
simulations, we show that this estimated distribution also leads to valid
p-values that can be used for high-dimensional inference. We then apply our
approach to a pathway-based analysis of the association between DNA methylation
and disease type in patients with systemic auto-immune rheumatic diseases.

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The categories of this paper are: bayes-an
8
The categories of this paper are: hep-ex
18
The categories of this paper are: econ
15
The categories of this paper are: nucl-ex
4
The categories of this paper are: cond-mat
33
The categories of this paper are: plasm-ph
3
The categories of this paper are: physics
25
The categories of this paper are: patt-sol
31
The categories of this paper are: ao-sci
37
The categories of this paper are: supr-con
2
The categories of this paper are: math
21
The categories of this paper are: adap-org
14
The categories of this paper are: math-ph
17
The categories of this paper are: q-fin
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The categories of this paper are: dg-ga
6
The categories of this paper are: astro-ph