Asymptotic analysis of high-dimensional uniformity tests under heavy-tailed alternatives

Abstract

We study the high-dimensional uniformity testing problem, which involves testing whether the underlying distribution is the uniform distribution, given $n$ data points on the $p$-dimensional unit hypersphere. While this problem has been extensively studied in scenarios with fixed $p$, only three testing procedures are known in high-dimensional settings: the Rayleigh test \cite{Cutting-P-V}, the Bingham test \cite{Cutting-P-V2}, and the packing test \cite{Jiang13}. Most existing research focuses on the former two tests, and the consistency of the packing test remains open. We show that under certain classes of alternatives involving projections of heavy-tailed distributions, the Rayleigh test is asymptotically blind, and the Bingham test has asymptotic power equivalent to random guessing. In contrast, we show theoretically that the packing test is powerful against such alternatives, and empirically that its size suffers from severe distortion due to the slow convergence nature of extreme-value statistics. By exploiting the asymptotic independence of these three tests, we then propose a new test based on Fisher's combination technique that combines their strengths. The new test is shown to enjoy all the optimality properties of each individual test, and unlike the packing test, it maintains excellent type-I error control.