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Title: Homogeneity Tests of Covariance for High-Dimensional Functional Data with Applications to Event Segmentation
Abstract We consider inference problems for high-dimensional (HD) functional data with a dense number of T repeated measurements taken for a large number of p variables from a small number of n experimental units. The spatial and temporal dependence, high dimensionality, and dense number of repeated measurements pose theoretical and computational challenges. This paper has two aims; our first aim is to solve the theoretical and computational challenges in testing equivalence among covariance matrices from HD functional data. The second aim is to provide computationally efficient and tuning-free tools with guaranteed stochastic error control. The weak convergence of the stochastic process formed by the test statistics is established under the “large p, large T, and small n” setting. If the null is rejected, we further show that the locations of the change points can be estimated consistently. The estimator's rate of convergence is shown to depend on the data dimension, sample size, number of repeated measurements, and signal-to-noise ratio. We also show that our proposed computation algorithms can significantly reduce the computation time and are applicable to real-world data with a large number of HD-repeated measurements (e.g., functional magnetic resonance imaging (fMRI) data). Simulation results demonstrate both the finite sample performance and computational effectiveness of our proposed procedures. We observe that the empirical size of the test is well controlled at the nominal level, and the locations of multiple change points can be accurately identified. An application to fMRI data demonstrates that our proposed methods can identify event boundaries in the preface of the television series Sherlock. Code to implement the procedures is available in an R package named TechPhD.  more » « less
Award ID(s):
2152070
PAR ID:
10419797
Author(s) / Creator(s):
Publisher / Repository:
Oxford University Press
Date Published:
Journal Name:
Biometrics
Volume:
79
Issue:
4
ISSN:
0006-341X
Format(s):
Medium: X Size: p. 3332-3344
Size(s):
p. 3332-3344
Sponsoring Org:
National Science Foundation
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