Testing high-dimensional multinomials with applications to text analysis
针对高维多项分布组的检验问题,提出一个渐近标准正态的检验统计量,无需参数假设,达到最优检测边界,并通过模拟和亚马逊评论、统计论文摘要两个真实数据集验证了方法有效性。
groups of high-dimensional multinomial distributions. Special cases of this problem include global testing for topic models, two-sample testing in authorship attribution, and closeness testing for discrete distributions. A test statistic, which is shown to have an asymptotic standard normal distribution under the null hypothesis, is proposed. This parameter-free limiting null distribution holds true without requiring identical multinomial parameters within each group or equal group sizes. The optimal detection boundary for this testing problem is established, and the proposed test is shown to achieve this optimal detection boundary across the entire parameter space of interest. The proposed method is demonstrated in simulation studies and applied to analyse two real-world datasets to examine, respectively, variation among customer reviews of Amazon movies and the diversity of statistical paper abstracts.