Fréchet analysis of variance for random objects

DOI10.1093/BIOMET/ASZ052zbMATH Open1435.62383arXiv1710.02761OpenAlexW2982359386MaRDI QIDQ5212907FDOQ5212907

Paromita Dubey, Hans-Georg Müller

Publication date: 30 January 2020

Published in: Biometrika (Search for Journal in Brave)

Abstract: Fr'echet mean and variance provide a way of obtaining mean and variance for general metric space valued random variables and can be used for statistical analysis of data objects that lie in abstract spaces devoid of algebraic structure and operations. Examples of such spaces include covariance matrices, graph Laplacians of networks and univariate probability distribution functions. We derive a central limit theorem for Fr'echet variance under mild regularity conditions, utilizing empirical process theory, and also provide a consistent estimator of the asymptotic variance. These results lead to a test to compare k populations based on Fr'echet variance for general metric space valued data objects, with emphasis on comparing means and variances. We examine the finite sample performance of this inference procedure through simulation studies for several special cases that include probability distributions and graph Laplacians, which leads to tests to compare populations of networks. The proposed methodology has good finite sample performance in simulations for different kinds of random objects. We illustrate the proposed methods with data on mortality profiles of various countries and resting state Functional Magnetic Resonance Imaging data.

Full work available at URL: https://arxiv.org/abs/1710.02761

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zbMATH Keywords

central limit theoremWasserstein metrictwo-sample testfunctional magnetic resonance imaginggraph LaplacianFréchet meanFréchet variancemetric space-valued random variablessample of networkssample of probability distributions

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Central limit and other weak theorems (60F05) Image analysis in multivariate analysis (62H35) Statistics on metric spaces (62R20)

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