Kernel-Based Tests for Joint Independence
From MaRDI portal
Publication:4603812
DOI10.1111/rssb.12235zbMath1381.62105arXiv1603.00285OpenAlexW2963535485WikidataQ57340845 ScholiaQ57340845MaRDI QIDQ4603812
Bernhard Schölkopf, Niklas Pfister, Jonas Peters, Peter Bühlmann
Publication date: 19 February 2018
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.00285
Related Items
Toward Causal Inference for Spatio-Temporal Data: Conflict and Forest Loss in Colombia, Adaptive test of independence based on HSIC measures, Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing, Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours, Grouped feature importance and combined features effect plot, Comparing two populations using Bayesian Fourier series density estimation, WIKS: a general Bayesian nonparametric index for quantifying differences between two populations, Unnamed Item, Generalization of the HSIC and distance covariance using PDI kernels, A distribution-free test of independence based on a modified mean variance index, The Binary Expansion Randomized Ensemble Test, Some correlation tests for vectors of large dimension, Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data, Copula versions of distance multivariance and dHSIC via the distributional transform – a general approach to construct invariant dependence measures, Distributed testing on mutual independence of massive multivariate data, Test of conditional independence in factor models via Hilbert-Schmidt independence criterion, From statistical to causal learning, Multivariate tests of independence based on a new class of measures of independence in reproducing kernel Hilbert space, The Hellinger Correlation, On some consistent tests of mutual independence among several random vectors of arbitrary dimensions, An Updated Literature Review of Distance Correlation and Its Applications to Time Series, Testing independence of functional variables by angle covariance, Independence test for large sparse contingency tables based on distance correlation, A kernel-based measure for conditional mean dependence, High-dimensional consistent independence testing with maxima of rank correlations, Characteristic and Universal Tensor Product Kernels, Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors, A fast algorithm for computing distance correlation, A new coefficient of correlation, Optimal rates for independence testing via $U$-statistic permutation tests, BET on Independence, Distance Metrics for Measuring Joint Dependence with Application to Causal Inference, Composite Coefficient of Determination and Its Application in Ultrahigh Dimensional Variable Screening, Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence, Tests of zero correlation using modified RV coefficient for high-dimensional vectors, Statistical dependence: beyond Pearson's \(\rho\), Invariant Causal Prediction for Sequential Data, Distance multivariance: new dependence measures for random vectors, Some new copula based distribution-free tests of independence among several random variables, A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion, Unnamed Item, On the asymptotic null distribution of the symmetrized Chatterjee's correlation coefficient
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Partial distance correlation with methods for dissimilarities
- Large-Sample Theory for the Bergsma-Dassios Sign Covariance
- Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas
- CAM: causal additive models, high-dimensional order search and penalized regression
- A multivariate version of Hoeffding's phi-square
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models
- Brownian distance covariance
- Stochastic estimation and testing
- Bootstrap and randomization tests of some nonparametric hypotheses
- High-dimensional semiparametric Gaussian copula graphical models
- Efficient independent component analysis
- A consistent test of independence based on a sign covariance related to Kendall's tau
- A multivariate nonparametric test of independence
- Approximation Theorems of Mathematical Statistics
- An Introduction to Sparse Stochastic Processes
- A Hilbert Space Embedding for Distributions
- A Bootstrap Revival of Some Nonparametric Distance Tests
- A Consistent Test for Bivariate Dependence
- Structural Intervention Distance for Evaluating Causal Graphs