Kernel Mean Embedding Based Hypothesis Tests for Comparing Spatial Point Patterns
This paper introduces an approach for detecting differences in the first-order structures of spatial point patterns. The proposed approach leverages the kernel mean embedding in a novel way by introducing its approximate version tailored to spatial point processes. While the original embedding is infinite-dimensional and implicit, our approximate embedding is finite-dimensional and comes with explicit closed-form formulas. With its help we reduce the pattern comparison problem to the comparison of means in the Euclidean space. Hypothesis testing is based on conducting t-tests on each dimension of the embedding and combining the resulting p-values using one of the recently introduced p-value combination techniques. If desired, corresponding Bayes factors can be computed and averaged over all tests to quantify the evidence against the null. The main advantages of the proposed approach are that it can be applied to both single and replicated pattern comparisons and that neither bootstrap nor permutation procedures are needed to obtain or calibrate the p-values. Our experiments show that the resulting tests are powerful and the p-values are well-calibrated; two applications to real world data are presented.
Code (0)
등록된 구현이 없습니다.
Tasks
Point ProcessesTwo-sample testingSimilar Papers 제목 키워드 기반
Exact Distribution-Free Hypothesis Tests for the Regression Function of Binary Classification via Conditional Kernel Mean Embeddings
In this paper we suggest two statistical hypothesis tests for the regression function of binary classification based on conditional kernel mean embeddings. The regression function is a fundamental object in classificatio…
Binary ClassificationClassificationGeneral ClassificationregressionThe Exact Equivalence of Distance and Kernel Methods for Hypothesis Testing
Distance-based tests, also called "energy statistics", are leading methods for two-sample and independence tests from the statistics community. Kernel-based tests, developed from "kernel mean embeddings", are leading met…
Two-sample testingTesting Hypotheses by Regularized Maximum Mean Discrepancy
Do two data samples come from different distributions? Recent studies of this fundamental problem focused on embedding probability distributions into sufficiently rich characteristic Reproducing Kernel Hilbert Spaces (RK…
EEGElectroencephalogram (EEG)Two-sample testingA Wild Bootstrap for Degenerate Kernel Tests
A wild bootstrap method for nonparametric hypothesis tests based on kernel distribution embeddings is proposed. This bootstrap method is used to construct provably consistent tests that apply to random processes, for whi…
BenchmarkingTime SeriesTime Series AnalysisB-tests: Low Variance Kernel Two-Sample Tests
A family of maximum mean discrepancy (MMD) kernel two-sample tests is introduced. Members of the test family are called Block-tests or B-tests, since the test statistic is an average over MMDs computed on subsets of the …
Two-sample testingVocal Bursts Valence Prediction