Alteration detection of tensor dependence structure via sparsity-exploited reranking algorithm

Li Ma, Shenghao Qin and Yin Xia

Journal of Multivariate Analysis, 2025, vol. 206, issue C

Abstract: Tensor-valued data arise frequently from a wide variety of scientific applications, and many among them can be translated into an alteration detection problem of tensor dependence structures. In this article, we formulate the problem under the popularly adopted tensor-normal distributions and aim at two-sample correlation/partial correlation comparisons of tensor-valued observations. Through decorrelation and centralization, a separable covariance structure is employed to pool sample information from different tensor modes to enhance the power of the test. Additionally, we propose a novel Sparsity-Exploited Reranking Algorithm (SERA) to further improve the multiple testing efficiency. Such efficiency gain is achieved by incorporating a carefully constructed auxiliary tensor sequence to rerank the p-values. Besides the tensor framework, SERA is also generally applicable to a wide range of two-sample large-scale inference problems with sparsity structures, and is of independent interest. The asymptotic properties of the proposed test are derived and the algorithm is shown to control the false discovery at the pre-specified level. We demonstrate the efficacy of the proposed method through intensive simulations and two scientific applications.

Keywords: False discovery rate; Multiple testing; Separable covariance; Tensor normal; Weighted p-values (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.jmva.2024.105395

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