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We provide a unified framework for independence and mean independence tests based on the Hilbert-Schmidt independence criterion, extending some previous results in the literature to hold in general topological spaces. We also present a…

Methodology · Statistics 2026-05-01 Daniel Diz-Castro , Manuel Febrero-Bande , Wenceslao González-Manteiga

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…

Computation · Statistics 2018-06-11 Qinyi Zhang , Sarah Filippi , Arthur Gretton , Dino Sejdinovic

We introduce kernel integrated $R^2$, a new measure of statistical dependence that combines the local normalization principle of the recently introduced integrated $R^2$ with the flexibility of reproducing kernel Hilbert spaces (RKHSs). The…

Machine Learning · Statistics 2026-02-27 Pouya Roudaki , Shakeel Gavioli-Akilagun , Florian Kalinke , Mona Azadkia , Zoltán Szabó

Measuring and testing dependence between complex objects is of great importance in modern statistics. Most existing work relied on the distance between random variables, which inevitably required the moment conditions to guarantee the…

Methodology · Statistics 2023-04-19 Yilin Zhang , Songshan Yang

Multivariate time series data that capture the temporal evolution of interconnected systems are ubiquitous in diverse areas. Understanding the complex relationships and potential dependencies among co-observed variables is crucial for the…

Methodology · Statistics 2023-11-03 Zhaolu Liu , Robert L. Peach , Felix Laumann , Sara Vallejo Mengod , Mauricio Barahona

Measuring conditional independence is one of the important tasks in statistical inference and is fundamental in causal discovery, feature selection, dimensionality reduction, Bayesian network learning, and others. In this work, we explore…

Statistics Theory · Mathematics 2020-08-18 Tianhong Sheng , Bharath K. Sriperumbudur

Over the last couple of decades, several copula based methods have been proposed in the literature to test for the independence among several random variables. But these existing tests are not invariant under monotone transformations of the…

Statistics Theory · Mathematics 2019-11-15 Angshuman Roy , Anil Ghosh , Alok Goswami , C. A. Murthy

We introduce a general non-parametric independence test between right-censored survival times and covariates, which may be multivariate. Our test statistic has a dual interpretation, first in terms of the supremum of a potentially infinite…

Methodology · Statistics 2021-11-23 Tamara Fernandez , Arthur Gretton , David Rindt , Dino Sejdinovic

We consider the problem of conditional independence (CI) testing and adopt a kernel-based approach. Kernel-based CI tests embed variables in reproducing kernel Hilbert spaces, regress their embeddings on the conditioning variables, and test…

Machine Learning · Statistics 2026-04-07 Luca Bergen , Dino Sejdinovic , Vanessa Didelez

Kernel-based tests provide a simple yet effective framework that use the theory of reproducing kernel Hilbert spaces to design non-parametric testing procedures. In this paper we propose new theoretical tools that can be used to study the…

Statistics Theory · Mathematics 2022-09-02 Tamara Fernández , Nicolás Rivera

We propose to investigate test statistics for testing homogeneity in reproducing kernel Hilbert spaces. Asymptotic null distributions under null hypothesis are derived, and consistency against fixed and local alternatives is assessed.…

Machine Learning · Statistics 2008-12-18 Zaid Harchaoui , Francis Bach , Eric Moulines

We present a new computational technique to detect and analyze statistically significant geographic variation in language. Our meta-analysis approach captures statistical properties of word usage across geographical regions and uses…

Computation and Language · Computer Science 2016-03-08 Vivek Kulkarni , Bryan Perozzi , Steven Skiena

We propose a new conditional dependence measure and a statistical test for conditional independence. The measure is based on the difference between analytic kernel embeddings of two well-suited distributions evaluated at a finite set of…

Machine Learning · Statistics 2022-06-17 Meyer Scetbon , Laurent Meunier , Yaniv Romano

In this article, we study nonparametric inference problems in the context of multivariate or functional time series, including testing for goodness-of-fit, the presence of a change point in the marginal distribution, and the independence of…

Methodology · Statistics 2026-01-22 Deep Ghoshal , Xiaofeng Shao

Measurements of systems taken along a continuous functional dimension, such as time or space, are ubiquitous in many fields, from the physical and biological sciences to economics and engineering.Such measurements can be viewed as…

Spherical and hyperspherical data are commonly encountered in diverse applied research domains, underscoring the vital task of assessing independence within such data structures. In this context, we investigate the properties of test…

Methodology · Statistics 2024-01-23 Marija Cuparić , Bruno Ebner , Bojana Milošević

Testing two potentially multivariate variables for statistical dependence on the basis finite samples is a fundamental statistical challenge. Here we explore a family of tests that adapt to the complexity of the relationship between the…

Machine Learning · Statistics 2020-10-23 Baihan Lin , Nikolaus Kriegeskorte

We describe a novel non-parametric statistical hypothesis test of relative dependence between a source variable and two candidate target variables. Such a test enables us to determine whether one source variable is significantly more…

Machine Learning · Statistics 2015-05-28 Wacha Bounliphone , Arthur Gretton , Arthur Tenenhaus , Matthew Blaschko

Reliable measurement of dependence between variables is essential in many applications of statistics and machine learning. Current approaches for dependence estimation, especially density-based approaches, lack in precision, robustness…

Signal Processing · Electrical Eng. & Systems 2022-11-04 Rishabh Singh , Jose C. Principe

Many tools exist to detect dependence between random variables, a core question across a wide range of machine learning, statistical, and scientific endeavors. Although several statistical tests guarantee eventual detection of any…

Machine Learning · Statistics 2026-03-23 Nathaniel Xu , Feng Liu , Danica J. Sutherland
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