Bootstrap and permutation tests of independence for point processes

DOI10.1214/15-AOS1351zbMATH Open1327.62454arXiv1406.1643OpenAlexW1821443939MaRDI QIDQ892249FDOQ892249

Mélisande Albert, P. Reynaud-Bouret, Magalie Fromont, Yann Bouret

Publication date: 18 November 2015

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: 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.

Full work available at URL: https://arxiv.org/abs/1406.1643

zbMATH Keywords

bootstrappermutationrandomization\(U\)-statisticsindependence testpoint processesspike train analysisneuroscience

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Non-Markovian processes: hypothesis testing (62M07)

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Cited In (12)

• Surrogate Data Methods Based on a Shuffling of the Trials for Synchrony Detection: The Centering Issue
• Bootstrap- and permutation-based inference for the Mann-Whitney effect for right-censored and tied data
• Some correlation tests for vectors of large dimension
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Uses Software

• bootstrap

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