Hilbert space embeddings of independence tests of several variables with radial basis functions
Classical Analysis and ODEs
2024-07-10 v1 Probability
Abstract
In this paper, we characterize several classes of continuous radial basis functions that can be employed to determine whether a interaction of a probability is zero or not. These functions encompass standard independence tests but also the Lancaster/Streitberg interactions, and are multivariate extensions of Bernstein functions. Addressing a gap in these two probability contexts of interactions, we introduce an indexed measure of independence that generalizes the Lancaster interaction. We present several examples of these functions derived from high-order completely monotone functions.
Keywords
Cite
@article{arxiv.2407.06854,
title = {Hilbert space embeddings of independence tests of several variables with radial basis functions},
author = {Jean Carlo Guella},
journal= {arXiv preprint arXiv:2407.06854},
year = {2024}
}