A Wavelet-Based Independence Test for Functional Data With an Application to MEG Functional Connectivity
نویسندگان
چکیده
Measuring and testing the dependency between multiple random functions is often an important task in functional data analysis. In literature, a model-based method relies on model which subject to risk of misspecification, while model-free only provides correlation measure inadequate test independence. this paper, we adopt Hilbert–Schmidt Independence Criterion (HSIC) two functions. We develop two-step procedure by first pre-smoothing each function based its discrete noisy measurements then applying HSIC recovered To ensure compatibility steps such that effect error subsequent asymptotically negligible when are densely measured, propose new wavelet thresholding for use Besov-norm-induced kernels HSIC. also provide corresponding asymptotic The superior numerical performance proposed over existing ones demonstrated simulation study. Moreover, magnetoencephalography (MEG) application, connectivity patterns identified more anatomically interpretable than those methods.
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2022
ISSN: ['0162-1459', '1537-274X', '2326-6228', '1522-5445']
DOI: https://doi.org/10.1080/01621459.2021.2020126