Kernel-based Tests for Joint Independence

1 Mar 2016Niklas PfisterPeter BühlmannBernhard SchölkopfJonas Peters

We investigate the problem of testing whether $d$ random variables, which may or may not be continuous, are jointly (or mutually) independent. Our method builds on ideas of the two variable Hilbert-Schmidt independence criterion (HSIC) but allows for an arbitrary number of variables... (read more)

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