Tests for separability in nonparametric covariance operators of random surfaces

By John A. D. Aston, Davide Pigoli, Shahin Tavakoli. 2015

69 citations recorded by the source corpus.

The assumption of separability of the covariance operator for a random image or hypersurface can be of substantial use in applications, especially in situations where the accurate estimation of the full covariance structure is unfeasible, either for computational reasons, or due to a small sample size. However, inferential tools to verify this assumption are somewhat lacking in high-dimensional or functional {data analysis} settings, where this assumption is most relevant. We propose here to test separability by focusing on $K$-dimensional projections of the difference between the covariance operator and a nonparametric separable approximation. The subspace we project onto is one generated by the eigenfunctions of the covariance operator estimated under the separability hypothesis, negating the need to ever estimate the full non-separable covariance. We show that the rescaled difference of the sample covariance operator with its separable approximation is asymptotically Gaussian. As a by-product of this result, we derive asymptotically pivotal tests under Gaussian assumptions, and propose bootstrap methods for approximating the distribution of the test statistics. We probe the finite sample performance through simulations studies, and present an application to log-spectrogram images from a phonetic linguistics dataset.

Subfields: Artificial Intelligence, Environmental Engineering, Geometry and Topology

View Paper: https://www.semanticscholar.org/paper/5041e48a118860aeba85f9f8ca0009589537623a

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Citations in the corpus

Modelling function‐valued stochastic processes, with applications to fertility dynamics (2017, background): “In related settings, marginal covariance functions very recently have also been utilized by other researchers (Park and Staicu, 2015; Aston et al., 2015).”
Partial Separability and Functional Graphical Models for Multivariate Gaussian Processes (2019, methodology): “Motivated by recent work on dimension reduction and separability for so-called two-way functional data [1, 17, 4], we investigate similar separability notions for multivariate functional data.”