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Model-free two-sample test for network-valued data

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  • Lovato, Ilenia
  • Pini, Alessia
  • Stamm, Aymeric
  • Vantini, Simone

Abstract

In the framework of Object Oriented Data Analysis, a permutation approach to the two-sample testing problem for network-valued data is proposed. In detail, the present framework proceeds in four steps: (i) matrix representation of the networks, (ii) computation of the matrix of pairwise (inter-point) distances, (iii) computation of test statistics based on inter-point distances and (iv) embedding of the test statistics within a permutation test. The proposed testing procedures are proven to be exact for every finite sample size and consistent. Two new test statistics based on inter-point distances (i.e., IP-Student and IP-Fisher) are defined and a method to combine them to get a further inferential tool (i.e., IP-StudentFisher) is introduced. Simulated data shows that tests with our statistic exhibit a statistical power that is either the best or second-best but very close to the best on a variety of possible alternatives hypotheses and other statistics. A second simulation study that aims at better understanding which features are captured by specific combinations of matrix representations and distances is presented. Finally, a case study on mobility networks in the city of Milan is carried out. The proposed framework is fully implemented in the R package nevada (NEtwork-VAlued Data Analysis).

Suggested Citation

  • Lovato, Ilenia & Pini, Alessia & Stamm, Aymeric & Vantini, Simone, 2020. "Model-free two-sample test for network-valued data," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    • Handle: RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302518
    DOI: 10.1016/j.csda.2019.106896
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