Continuous testing for Poisson process intensities: a new perspective on scanning statistics

DOI10.1093/BIOMET/ASY044MaRDI QIDQ4562740zbMATH OpenOpenAlexWikidataFDO

Authors Franck Picard, P. Reynaud-Bouret, Étienne Roquain

Publication date 18 December 2018

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1705.08800

zbMATH Keywords

false discovery ratefamilywise error ratemultiple testingPoisson process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Paired and multiple comparisons; multiple testing (62J15) Markov processes: hypothesis testing (62M02) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Abstract: We propose a novel continuous testing framework to test the intensities of Poisson Processes. This framework allows a rigorous definition of the complete testing procedure, from an infinite number of hypothesis to joint error rates. Our work extends traditional procedures based on scanning windows, by controlling the family-wise error rate and the false discovery rate in a non-asymptotic manner and in a continuous way. The decision rule is based on a pvalue process that can be estimated by a Monte-Carlo procedure. We also propose new test statistics based on kernels. Our method is applied in Neurosciences and Genomics through the standard test of homogeneity, and the two-sample test.

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Cited in

(3)

• A scan procedure for multiple testing: beyond threshold-type procedures
• A model of Poissonian interactions and detection of dependence
• Multiscale tests for point processes and longitudinal networks

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