🤖 AI Summary
This study addresses the limited power of existing two-sample tests for functional data in finite-sample settings by proposing a hybrid Gaussian random projection method that integrates Haar and Fourier Gaussian components to simultaneously capture local discontinuities and global oscillatory differences. The approach innovatively incorporates a label-invariant, data-adaptive covariance operator, enhancing detection sensitivity while preserving the validity of permutation-based inference. Theoretical analysis establishes the consistency of the proposed test, and empirical evaluations demonstrate its strong specificity and robustness in simulations. When applied to the ECG5000 dataset, the method effectively identifies class distinctions primarily driven by local features and significantly outperforms competing approaches, particularly in scenarios involving changes in covariance structure.
📝 Abstract
Random-projection tests for functional data depend on the probability law used to generate projection directions. A measure has to be selected to generate the random directions in which the data is projected. In $L^2$, probability measures defined by their moments can be discriminated using Gaussian measures. The covariance operator of the Gaussian projection law determines which regions and structures of the functional space receive appreciable probability, and consequently affects finite-sample power. We show that mixtures of non-degenerate Gaussian measures preserve the almost-sure separation property and induce a metric between functional probability laws. A concentration argument further makes explicit that the power of projection tests is governed by the integrated projected distance associated with the chosen law. As a concrete construction, we combine Haar and Fourier Gaussian components, which emphasize localized and oscillatory departures, respectively. The resulting permutation test retains consistency, while component labels and upper-tail separation scores provide a descriptive indication of the geometry of the detected discrepancy. Simulations illustrate the specialization of the two components and the robustness of their mixture, and an ECG5000 application identifies a predominantly localized difference between two classes. We also compare with a pooled functional principal component analysis covariance operator. This finite-rank, data-adaptive projection geometry preserves permutation validity through its label-invariant construction and improves power in several simulated settings, particularly under a change in covariance structure.