Synthetic Data Generation and Nonparametric Techniques for Assessing Multivariate Similarity to Address Small-Sample Size Challenges

Data modeling in biomedical research often operates in the small-sample regime, where the number of observations is small relative to the data dimensionality; the detrimental effects of limited sample sizes are well documented in cancer studies. Synthetic data offers a potential solution to data shortfalls provided that the data generated is an adequate facsimile of the underlying distribution; the adequacy of such synthetic data remains an open-ended problem. In this work, we evaluate a synthetic generator proposed previously. The generator applies a series of transformations to the observed data to accommodate the small-sample size resulting in an uncoupled representation, where uncorrelated marginal distributions are modeled with optimized univariate kernel density estimation.

In this report, (1) we develop a nonparametric method for assessing multivariate similarity based on the Cramér-Wold theorem and random projection testing, (2) investigate when the absence of bivariate correlation approximates independence in a non-normal setting, and (3) evaluate artifacts induced by data compression. The presentation is primarily methodological; low-dimensional data were used so each stage of the generation process could be analyzed explicitly.

A formal testing framework was developed by comparing random projection level outcomes with a two-sample test, modeling these outcomes as Bernoulli trials, aggregating replicate outcomes within each projection direction, and pooling outcomes across many directions, yielding a scalable standardized normal test-statistic. The key innovation was decoupling the two-sample test significance level from that governing finalized normal inference. We showed the same projection framework also evaluates the full multivariate covariance structure. The generator produced high-fidelity multivariate synthetic data when the bivariate correlation approximates independence in the non-normal setting; in highly compressed data, residual modes were best modeled as normally distributed regardless of their intrinsic distributional form. Ongoing work includes applying these methods to higher-dimensional, diverse data.