Please Note: This seminar will be given online.
Statistics & Biostatistics seminar series
University of Illinois Chicago (UIC)
Link to join seminar: Hosted on Zoom
Unified Tests for Nonparametric Functions in RKHS with Kernel Selection and Regularization
This paper develops a unified test procedure for nonparametric functions in a reproducing kernel Hilbert space (RKHS) of high-dimensional or functional covariates. The test procedure is simple, computationally efficient and practical because we do not need to distinguish high-dimensional or functional covariates. We derive the asymptotic distributions of the proposed test statistic under the null and a series of local alternative hypotheses. The asymptotic distributions depend on the decay rate of eigenvalues of the kernel function, which is determined by the kernel function and types of covariates. We also develop a novel kernel selection procedure to maximize the power of the proposed test via maximizing the signal-to-noise ratio. The proposed kernel selection procedure is shown to be consistent in selecting the kernels that maximizing the power function. Moreover, a test with a regularized kernel is constructed to further improve the power. It is shown that the proposed test could nearly achieve the power of an oracle test if the regularization parameter is properly chosen. Extensive simulation studies were conducted to evaluate the finite sample performance of the proposed method. We applied the proposed method to a Yorkshire gilt data set to identify pathways that are associated with the triiodothyronine level. The proposed methods are included in an R package "KerUTest".