Analytic Permutation Testing for Functional Data ANOVA

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Abstract
Analysis of variance is a cornerstone of statistical hypothesis testing. When data lies beyond the assumption of univariate normality, nonparametric methods including rank based statistics and permutation tests are enlisted. The permutation test is a versatile exact nonparametric significance test that requires drastically fewer assumptions than similar parametric tests. The main downfall of the permutation test is high computational cost making this approach laborious for comparing multiple samples of complex data types and completely infeasible in any application requiring speedy results such as high throughput streaming data. We rectify this problem through application of concentration inequalities and thus propose a computation free permutation test—that is, a permutation-less permutation test. This general framework is applied to multivariate and matrix-valued, but with a special emphasis on functional data. We improve these concentration bounds via a novel incomplete beta transform. Our theory is extended from two-sample to k-sample testing through the use of weakly dependent Rademacher chaoses and modified decoupling inequalities. Our methodology is tested on classic functional datasets including the Berkeley growth curves and the phoneme dataset. We further analyze a novel dataset of 12 spoken vowel sounds that was collected to illustrate to power of the analytic permutation test. Supplementary materials for this article are available online.
Funding Information
  • Natural Sciences and Engineering Research Council of Canada
  • Pacific Institute for the Mathematical Sciences

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