Bootstrap and permutation tests of independence for point processes

DOI10.1214/15-AOS1351MaRDI QIDQ892249zbMATH OpenOpenAlexFDO

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

Publication date 18 November 2015

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

Full work available at URL https://arxiv.org/abs/1406.1643, https://projecteuclid.org/euclid.aos/1444222084

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)

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.

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Cited in

(13)

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Uses Software

• bootstrap

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