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

40/2019

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

Wednesday 16th October 2019

Lovato, I.; Pini, A.; Stamm, A.; Vantini, S.

In the framework of Object Oriented Data Analysis, a permutation approach to the two-sample testing problem for network-valued data is proposed. In details, 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 \texttt{nevada} (NEtwork-VAlued Data Analysis).