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Tomáš Mrkvička

Publications and source records attributed to Tomáš Mrkvička.

16 recordsLinked to original sources

A Formal Graphical Inference Framework for Combining Effect Size with Statistical Significance: Application to Multivariate and Functional Linear Models

To address the critical need for statistical methods that evaluate practical magnitude alongside statistical significance, we introduce a formal graphical inference framework that intrinsically combines effect size with uncertainty. Built upon resampling and global envelopes, this approach provides universality and direct visual interpretability. While existing envelope tests provide only weak family-wise error rate (FWER) or false discovery rate control, we advance the methodology by introducing novel step-down global envelopes. We theoretically prove that several of these envelopes achieve exact strong FWER control under exchangeability, guaranteeing rigorous inference for each individual local hypothesis. Beyond yielding adjusted $p$-values, the framework provides adjusted subset $p$-values for blocks of hypotheses, such as the functional effect of a covariate within a specific category. By explicitly visualizing the size and direction of the effect relative to its variability under the null hypothesis, our approach overcomes the dichotomous nature of traditional testing and provides profound informational value. The proposed framework is applied to multivariate and functional linear models.

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Exact Comparison of Explanatory Strength of Two Dependent Predictors

Comparing the relative explanatory power of two dependent predictors regarding a common target variable is a fundamental challenge across scientific disciplines. Classical asymptotic procedures, such as Vuong's closeness test or the Hotelling-Williams test, frequently collapse under pathological data conditions, including heavy-tailed distributions and extreme categorical sparsity. To bypass these limitations, practitioners often turn to non-parametric resampling. However, naive permutation tests destroy the natural covariance structure of dependent predictors, while the paired bootstrap evaluating variance around the alternative hypothesis and introducing artificial ties suffers from metric space compression and categorical omission, rendering it highly unreliable in finite samples. In this paper, we introduce the Paired Swap Permutation Test, a novel and exact non-parametric methodology. Grounded in the principle of functional exchangeability under the null hypothesis, our algorithm utilizes a symmetric within-subject swapping mechanism for categorical data, and introduces an Empirical Cumulative Distribution Function (ECDF) mapping step for continuous domains. This copula-based transposition perfectly preserves marginal densities and the empirical support without introducing resampling ties. Through extensive Monte Carlo simulations, we demonstrate that the proposed test strictly maintains the nominal significance level and maximizes statistical power under conditions where standard methods become catastrophically liberal or pathologically conservative. Finally, we apply the framework to a high-dimensional linguistic dataset of Italian noun-noun compounds, proving its capacity to deliver robust, exact inference in environments where conventional analytical methods inherently fail.

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Robust Nonparametric Testing Approaches for Spatial Regression

Reliable inference for spatial regression remains challenging because it requires the correct specification of the spatial dependence structure, the mean trend, and the error distribution. Existing parametric testing methods rely on restrictive assumptions that are difficult to verify in practice and can lead to inaccurate conclusions under misspecification. To address this, we develop a robust nonparametric Monte Carlo testing framework for spatial regression based on random shifts. We construct test statistics that measure the dependence between residuals, obtained after removing the effects of nuisance covariates, and the covariate of interest. This allows us to assess the significance of the covariate in the sense of partial correlation. The proposed framework enables robust inference across various models without requiring parametric assumptions or even a closed-form distribution of the test statistics. Furthermore, we establish the asymptotic exactness of the random shift test in the increasing-domain setting when the sample covariance is used as the test statistic. Through extensive numerical experiments, we demonstrate that our method maintains the nominal significance level while achieving competitive power, whereas parametric methods can exhibit inflated type I error rates, even when they are correctly specified.

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Bayesian inference for Neyman-Scott point processes with anisotropic clusters

There are few inference methods available to accommodate covariate-dependent anisotropy in point process models. To address this, we propose an extended Bayesian MCMC approach for Neyman-Scott cluster processes. We focus on anisotropy and inhomogeneity in the offspring distribution. Our approach provides parameter estimates as well as significance tests for the covariates and anisotropy through credible intervals, which are determined by the posterior distributions. Additionally, it is possible to test the hypothesis of constant orientation of clusters or constant elongation of clusters. We demonstrate the applicability of this approach through a simulation study for a Thomas-type cluster process.

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Which depth to use to construct functional boxplots?

This paper answers the question of which functional depth to use to construct a boxplot for functional data. It shows that integrated depths, e.g., the popular modified band depth, do not result in well-defined boxplots. Instead, we argue that infimal depths are the only functional depths that provide a valid construction of a functional boxplot. We also show that the properties of the boxplot are completely determined by properties of the one-dimensional depth function used in defining the infimal depth for functional data. Our claims are supported by (i) a motivating example, (ii) theoretical results concerning the properties of the boxplot, and (iii) a simulation study.

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The power of visualizing distributional differences: Formal graphical $n$-sample tests

Classical tests are available for the two-sample test of correspondence of distribution functions. From these, the Kolmogorov-Smirnov test provides also the graphical interpretation of the test results, in different forms. Here, we propose modifications of the Kolmogorov-Smirnov test with higher power. The proposed tests are based on the so-called global envelope test which allows for graphical interpretation, similarly as the Kolmogorov-Smirnov test. The tests are based on rank statistics and are suitable also for the comparison of $n$ samples, with $n \geq 2$. We compare the alternatives for the two-sample case through an extensive simulation study and discuss their interpretation. Finally, we apply the tests to real data. Specifically, we compare the height distributions between boys and girls at different ages, the sepal length distributions of different flower species, and distributions of standardized residuals from a time series model for different exchange courses using the proposed methodologies.

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GET: Global envelopes in R

This work describes the R package GET that implements global envelopes for a general set of $d$-dimensional vectors $T$ in various applications. A $100(1-α)$% global envelope is a band bounded by two vectors such that the probability that $T$ falls outside this envelope in any of the $d$ points is equal to $α$. The term 'global' means that this probability is controlled simultaneously for all the $d$ elements of the vectors. The global envelopes can be employed for central regions of functional or multivariate data, for graphical Monte Carlo and permutation tests where the test statistic is multivariate or functional, and for global confidence and prediction bands. Intrinsic graphical interpretation property is introduced for global envelopes. The global envelopes included in the GET package have this property, which particularly helps to interpret test results, by providing a graphical interpretation that shows the reasons of rejection of the tested hypothesis. Examples of different uses of global envelopes and their implementation in the GET package are presented, including global envelopes for single and several one- or two-dimensional functions, Monte Carlo goodness-of-fit tests for simple and composite hypotheses, comparison of distributions, functional analysis of variance, functional linear model, and confidence bands in polynomial regression.

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Global quantile regression

Quantile regression is used to study effects of covariates on a particular quantile of the data distribution. Here we are interested in the question whether a covariate has any effect on the entire data distribution, i.e., on any of the quantiles. To this end, we treat all the quantiles simultaneously and consider global tests for the existence of the covariate effect in the presence of nuisance covariates. This global quantile regression can be used as the extension of linear regression or as the extension of distribution comparison in the sense of Kolmogorov-Smirnov test. The proposed method is based on pointwise coefficients, permutations and global envelope tests. The global envelope test serves as the multiple test adjustment procedure under the control of the family-wise error rate and provides the graphical interpretation which automatically shows the quantiles or the levels of categorical covariate responsible for the rejection. The Freedman-Lane permutation strategy showed liberality of the test for extreme quantiles, therefore we propose four alternatives that work well even for extreme quantiles and are suitable in different conditions. We present a simulation study to inspect the performance of these strategies, and we apply the chosen strategies to two data examples.

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Nonparametric testing of the covariate significance for spatial point patterns under the presence of nuisance covariates

Determining the relevant spatial covariates is one of the most important problems in the analysis of point patterns. Parametric methods may lead to incorrect conclusions, especially when the model of interactions between points is wrong. Therefore, we propose a fully nonparametric approach to testing significance of a covariate, taking into account the possible effects of nuisance covariates. Our tests match the nominal significance level, and their powers are comparable with the powers of parametric tests in cases where both the model for intensity function and the model for interactions are correct. When the parametric model for the intensity function is wrong, our tests achieve higher powers. The proposed methods rely on Monte Carlo testing and take advantage of the newly introduced covariate-weighted residual measure. We also define a correlation coefficient between a point process and a covariate and a partial correlation coefficient quantifying the dependence between a point process and a covariate of interest while removing the influence of nuisance covariates.

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False discovery rate envelopes

False discovery rate (FDR) is a common way to control the number of false discoveries in multiple testing. There are a number of approaches available for controlling FDR. However, for functional test statistics, which are discretized into $m$ highly correlated hypotheses, the methods must account for changes in distribution across the functional domain and correlation structure. Further, it is of great practical importance to visualize the test statistic together with its rejection or acceptance region. Therefore, the aim of this paper is to find, based on resampling principles, a graphical envelope that controls FDR and detects the outcomes of all individual hypotheses by a simple rule: the hypothesis is rejected if and only if the empirical test statistic is outside of the envelope. Such an envelope offers a straightforward interpretation of the test results, similarly as the recently developed global envelope testing which controls the family-wise error rate. Two different adaptive single threshold procedures are developed to fulfill this aim. Their performance is studied in an extensive simulation study. The new methods are illustrated by three real data examples.

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binspp: An R Package for Bayesian Inference for Neyman-Scott Point Processes with Complex Inhomogeneity Structure

The Neyman-Scott point process is a widely used point process model which is easily interpretable and easily extendable to include various types of inhomogeneity. The inference for such complex models is then complicated and fast methods, such as minimum contrast method or composite likelihood approach do not provide accurate estimates or fail completely. Therefore, we introduce Bayesian MCMC approach for the inference of Neymann-Scott point process models with inhomogeneity in any or all of the following model components: process of cluster centers, mean number of points in a cluster, spread of the clusters. We also extend the Neyman-Scott point process to the case of overdispersed or underdispersed cluster sizes and provide a Bayesian MCMC algorithm for its inference. The R package binspp provides these estimation methods in an easy to handle implementation, with detailed graphical output including traceplots for all model parameters and further diagnostic plots. All inhomogeneities are modelled by spatial covariates and the Bayesian inference for the corresponding regression parameters is provided.

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Nonparametric testing of the dependence structure among points-marks-covariates in spatial point patterns

We investigate testing of the hypothesis of independence between a covariate and the marks in a marked point process. It would be rather straightforward if the (unmarked) point process were independent of the covariate and the marks. In practice, however, such an assumption is questionable and possible dependence between the point process and the covariate or the marks may lead to incorrect conclusions. Therefore, we propose to investigate the complete dependence structure in the triangle points--marks--covariates together. We take advantage of the recent development of the nonparametric random shift methods, namely the new variance correction approach, and propose tests of the null hypothesis of independence between the marks and the covariate and between the points and the covariate. We present a detailed simulation study showing the performance of the methods and provide two theorems establishing the appropriate form of the correction factors for the variance correction. Finally, we illustrate the use of the proposed methods in two real applications.

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Comparison of non-parametric global envelopes

This study presents a simulation study to compare different non-parametric global envelopes that are refinements of the rank envelope proposed by Myllymäki et al. (2017, Global envelope tests for spatial processes, J. R. Statist. Soc. B 79, 381-404, doi: 10.1111/rssb.12172). The global envelopes are constructed for a set of functions or vectors. For a large number of vectors, all the refinements lead to the same outcome as the global rank envelope. For smaller numbers of vectors the refinement playes a role, where different refinements are sensitive to different types of extremeness of a vector among the set of vectors. The performance of the different alternatives are compared in a simulation study with respect to the numbers of available vectors, the dimensionality of the vectors, the amount of dependence between the vector elements and the expected type of extremeness.

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Graphical tests of independence for general distributions

We propose two model-free, permutation-based tests of independence between a pair of random variables. The tests can be applied to samples from any bivariate distribution: continuous, discrete or mixture of those, with light tails or heavy tails, \ldots The tests take advantage of the recent development of the global envelope tests in the context of spatial statistics. Apart from the broad applicability of the tests, their main benefit lies in the graphical interpretation of the test outcome: in case of rejection of the null hypothesis of independence, the combinations of quantiles in the two marginals are indicated for which the deviation from independence is significant. This information can be used to gain more insight into the properties of the observed data and as a guidance for proposing more complicated models and hypotheses. We assess the performance of the proposed tests in a simulation study and compare them to several well-established tests of independence. Furthermore, we illustrate the use of the tests and the interpretation of the test outcome in two real datasets consisting of meteorological reports (daily mean temperature and total daily precipitation, having an atomic component at 0 millimeters) and road accidents reports (type of road and the weather conditions, both variables having categorical distribution).

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Quick inference for log Gaussian Cox processes with non-stationary underlying random fields

For point patterns observed in natura, spatial heterogeneity is more the rule than the exception. In numerous applications, this can be mathematically handled by the flexible class of log Gaussian Cox processes (LGCPs); in brief, a LGCP is a Cox process driven by an underlying log Gaussian random field (log GRF). This allows the representation of point aggregation, point vacuum and intermediate situations, with more or less rapid transitions between these different states depending on the properties of GRF. Very often, the covariance function of the GRF is assumed to be stationary. In this article, we give two examples where the sizes (that is, the number of points) and the spatial extents of point clusters are allowed to vary in space. To tackle such features, we propose parametric and semiparametric models of non-stationary LGCPs where the non-stationarity is included in both the mean function and the covariance function of the GRF. Thus, in contrast to most other work on inhomogeneous LGCPs, second-order intensity-reweighted stationarity is not satisfied and the usual two step procedure for parameter estimation based on e.g. composite likelihood does not easily apply. Instead we propose a fast three step procedure based on composite likelihood. We apply our modelling and estimation framework to analyse datasets dealing with fish aggregation in a reservoir and with dispersal of biological particles.

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Multiple Monte Carlo Testing with Applications in Spatial Point Processes

The rank envelope test (Myllymäki et al., Global envelope tests for spatial processes, arXiv:1307.0239 [stat.ME]) is proposed as a solution to multiple testing problem for Monte Carlo tests. Three different situations are recognized: 1) a few univariate Monte Carlo tests, 2) a Monte Carlo test with a function as the test statistic, 3) several Monte Carlo tests with functions as test statistics. The rank test has correct (global) type I error in each case and it is accompanied with a $p$-value and with a graphical interpretation which shows which subtest or which distances of the used test function(s) lead to the rejection at the prescribed significance level of the test. Examples of null hypothesis from point process and random set statistics are used to demonstrate the strength of the rank envelope test. The examples include goodness-of-fit test with several test functions, goodness-of-fit test for one group of point patterns, comparison of several groups of point patterns, test of dependence of components in a multi-type point pattern, and test of Boolean assumption for random closed sets.

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