Discussion on 'Two-Stage Procedures for High-Dimensional Data' by Makoto Aoshima and Kazuyoshi Yata

摘要

We provide some comments and empirical results on Aoshima and Yata's comprehensive methodology paper on high-dimensional data. Our discussion focuses on the practicality of selecting the required sample size in the context of a binary classification problem. We applied their method to two microarray data sets and compared the performance with the mean difference method.