Bootstrap and permutation tests of independence for point processes
- Others:
- Laboratoire Jean Alexandre Dieudonné (JAD) ; Université Nice Sophia Antipolis (1965 - 2019) (UNS) ; COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-Centre National de la Recherche Scientifique (CNRS)-Université Côte d'Azur (UCA)
- Laboratoire Jean Alexandre Dieudonné (JAD) ; Université Nice Sophia Antipolis (1965 - 2019) (UNS) ; COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-Centre National de la Recherche Scientifique (CNRS)
- Institut de Recherche Mathématique de Rennes (IRMAR) ; Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes) ; Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-INSTITUT AGRO Agrocampus Ouest ; Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)
- PEPS BMI 2012-2013
- ANR-11-BS01-0010,Calibration,Calibration statistique(2011)
Description
Motivated by a neuroscience question about synchrony detection in spike train analysis, we deal with the independence testing problem for point processes. We introduce non-parametric test statistics, which are rescaled general $U$-statistics, whose corresponding critical values are constructed from bootstrap and randomization/permutation approaches, making as few assumptions as possible on the underlying distribution of the point processes. We derive general consistency results for the bootstrap and for the permutation w.r.t. to Wasserstein's metric, which induce weak convergence as well as convergence of second order moments. The obtained bootstrap or permutation independence tests are thus proved to be asymptotically of the prescribed size, and to be consistent against any reasonable alternative. A simulation study is performed to illustrate the derived theoretical results, and to compare the performance of our new tests with existing ones in the neuroscientific literature.
Abstract
International audience
Additional details
- URL
- https://hal.science/hal-01001984
- URN
- urn:oai:HAL:hal-01001984v4
- Origin repository
- UNICA