On Stein's test of uniformity on the hypersphere

TL;DR

This paper introduces a new Stein-based uniformity test on the hypersphere utilizing harmonic decomposition and Sobolev tests, with closed-form null distribution and strategies for tuning parameters to improve power.

Contribution

It develops a novel Stein characterization for hypersphere uniformity, deriving explicit distributions and tuning methods, and compares its performance with existing Sobolev tests.

Findings

Closed-form null distribution of the test statistic.

Tuning parameter enhances test power against alternatives.

Outperforms related Sobolev tests in specific scenarios.

Abstract

We propose a new test of uniformity on the hypersphere based on a Stein characterization associated with the Laplace--Beltrami operator. We identify a sufficient class of test functions for this characterization, linked to the moment generating function. Exploiting the operator's eigenfunctions to obtain a harmonic decomposition in terms of Gegenbauer polynomials, we show that the proposed procedure belongs to the class of Sobolev tests. We derive closed-form expressions for the distribution of the test statistic under the null hypothesis and under fixed alternatives. To enhance power against a range of alternatives, we introduce a tuning parameter into the characterization and study its impact on rejection probabilities. We discuss data-driven strategies for selecting this parameter to maximize rejection rates for a given alternative and compare the resulting performance with that of related parametric tests. Additional numerical experiments compare the proposed test with competing Sobolev-class procedures, highlighting settings in which it offers clear advantages.