DEEPEAST technique to enhance power in two-sample tests via the same-attraction function

TL;DR

This paper introduces DEEPEAST, a new depth-based technique with sum and product statistics to improve power in two-sample tests, validated through simulations and spectral data analysis.

Contribution

The paper proposes the DEEPEAST method with novel test statistics that enhance power in two-sample tests, applicable across various depth functions and validated with real data.

Findings

Superior power performance of the new statistics in simulations

Effective discrimination between healthy and cancerous samples

Validated asymptotic distributions for various depth functions

Abstract

Data depth has emerged as an invaluable nonparametric measure for the ranking of multivariate samples. The main contribution of depth-based two-sample comparisons is the introduction of the Q statistic (Liu and Singh, 1993), a quality index. Unlike traditional methods, data depth does not require the assumption of normal distributions and adheres to four fundamental properties. Many existing two-sample homogeneity tests, which assess mean and/or scale changes in distributions often suffer from low statistical power or indeterminate asymptotic distributions. To overcome these challenges, we introduced a DEEPEAST (depth-explored same-attraction sample-to-sample central-outward ranking) technique for improving statistical power in two-sample tests via the same-attraction function. We proposed two novel and powerful depth-based test statistics: the sum test statistic and the product test statistic, which are rooted in Q statistics, share a "common attractor" and are applicable across all depth functions. We further proved the asymptotic distribution of these statistics for various depth functions. To assess the performance of power gain, we apply three depth functions: Mahalanobis depth (Liu and Singh, 1993), Spatial depth (Brown, 1958; Gower, 1974), and Projection depth (Liu, 1992). Through two-sample simulations, we have demonstrated that our sum and product statistics exhibit superior power performance, utilizing a strategic block permutation algorithm and compare favourably with popular methods in literature. Our tests are further validated through analysis on Raman spectral data, acquired from cellular and tissue samples, highlighting the effectiveness of the proposed tests highlighting the effective discrimination between health and cancerous samples.