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Tests for separability in nonparametric covariance operators of random surfaces

Presented by: 
Shahin Tavakoli University of Warwick
Date: 
Tuesday 12th June 2018 - 11:00 to 12:00
Venue: 
INI Seminar Room 2
Abstract: 
The assumption of separability of the covariance operator for a random image or hypersurface can be of substantial use in applications, especially in situations where the accurate estimation of the full covariance structure is unfeasible, either for computational reasons or due to a small sample size. However, inferential tools to verify this assumption are somewhat lacking in high-dimensional or functional settings where this assumption is most relevant. We propose here to test separability by focusing on K-dimensional projections of the difference between the covariance operator and its nonparametric separable approximation. The subspace we project onto is one generated by the eigenfunctions estimated under the separability hypothesis, negating the need to ever estimate the full non-separable covariance. We show that the rescaled difference of the sample covariance operator with its separable approximation is asymptotically Gaussian. As a by-product of this result, we derive asymptotically pivotal tests under Gaussian assumptions, and propose bootstrap methods for approximating the distribution of the test statistics when multiple eigendirections are taken into account. We probe the finite sample performance through simulations studies, and present an application to log-spectrogram images from a phonetic linguistics dataset. This is joint work with Davide Pigoli (KCL) and John Aston (Cambridge)
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University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons