Large-Scale Kernel Methods for Independence Testing

1 code implementation • 25 Jun 2016 • Qinyi Zhang, Sarah Filippi, Arthur Gretton, Dino Sejdinovic

Representations of probability measures in reproducing kernel Hilbert spaces provide a flexible framework for fully nonparametric hypothesis tests of independence, which can capture any type of departure from independence, including nonlinear associations and multivariate interactions.

Computational Efficiency