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Testing the independence between two random variables $x$ and $y$ is an important problem in statistics and machine learning, where the kernel-based tests of independence is focused to address the study of dependence recently. The advantage…

Methodology · Statistics 2015-04-14 Wen-Yu Hua , Philip Reiss , Debashis Ghosh

A simple and intuitive method for feature selection consists of choosing the feature subset that maximizes a nonparametric measure of dependence between the response and the features. A popular proposal from the literature uses the…

Machine Learning · Statistics 2024-06-12 Keli Liu , Feng Ruan

Kernel techniques are among the most popular and powerful approaches of data science. Among the key features that make kernels ubiquitous are (i) the number of domains they have been designed for, (ii) the Hilbert structure of the function…

Machine Learning · Statistics 2025-03-18 Florian Kalinke , Zoltán Szabó

Dependence measures based on reproducing kernel Hilbert spaces, also known as Hilbert-Schmidt Independence Criterion and denoted HSIC, are widely used to statistically decide whether or not two random vectors are dependent. Recently,…

Statistics Theory · Mathematics 2021-01-13 Mélisande Albert , Béatrice Laurent , Amandine Marrel , Anouar Meynaoui

Kernel dependence measures yield accurate estimates of nonlinear relations between random variables, and they are also endorsed with solid theoretical properties and convergence rates. Besides, the empirical estimates are easy to compute in…

Machine Learning · Statistics 2016-11-03 Adrián Pérez-Suay , Gustau Camps-Valls

Hilbert-Schmidt Independence Criterion (HSIC) has recently been used in the field of single-index models to estimate the directions. Compared with some other well-established methods, it requires relatively weaker conditions. However, its…

Methodology · Statistics 2021-05-19 Runxiong Wu , Chang Deng , Xin Chen

Kernel techniques are among the most influential approaches in data science and statistics. Under mild conditions, the reproducing kernel Hilbert space associated to a kernel is capable of encoding the independence of $M\ge 2$ random…

Statistics Theory · Mathematics 2024-10-15 Florian Kalinke , Zoltan Szabo

Tackling new machine learning problems with neural networks always means optimizing numerous hyperparameters that define their structure and strongly impact their performances. In this work, we study the use of goal-oriented sensitivity…

Machine Learning · Statistics 2022-07-14 Paul Novello , Gaël Poëtte , David Lugato , Pietro Marco Congedo

We introduce a framework for filtering features that employs the Hilbert-Schmidt Independence Criterion (HSIC) as a measure of dependence between the features and the labels. The key idea is that good features should maximise such…

Machine Learning · Computer Science 2007-05-23 Le Song , Alex Smola , Arthur Gretton , Karsten Borgwardt , Justin Bedo

A new non parametric approach to the problem of testing the independence of two random process is developed. The test statistic is the Hilbert Schmidt Independence Criterion (HSIC), which was used previously in testing independence for…

Machine Learning · Statistics 2014-06-18 Kacper Chwialkowski , Arthur Gretton

How to select the active variables which have significant impact on the event of interest is a very important and meaningful problem in the statistical analysis of ultrahigh-dimensional data. Sure independent screening procedure has been…

Methodology · Statistics 2023-03-28 Xuerui Li , Yanyan Liu , Yankai Peng , Jing Zhang

A statistical test of independence may be constructed using the Hilbert-Schmidt Independence Criterion (HSIC) as a test statistic. The HSIC is defined as the distance between the embedding of the joint distribution, and the embedding of the…

Machine Learning · Statistics 2015-01-27 Arthur Gretton

This paper presents a new efficient black-box attribution method based on Hilbert-Schmidt Independence Criterion (HSIC), a dependence measure based on Reproducing Kernel Hilbert Spaces (RKHS). HSIC measures the dependence between regions of…

Computer Vision and Pattern Recognition · Computer Science 2022-09-28 Paul Novello , Thomas Fel , David Vigouroux

Testing the dependency between two random variables is an important inference problem in statistics since many statistical procedures rely on the assumption that the two samples are independent. To test whether two samples are independent,…

Methodology · Statistics 2023-01-04 Jin-Ting Zhang , Tianming Zhu

We propose a novel kernel based post selection inference (PSI) algorithm, which can not only handle non-linearity in data but also structured output such as multi-dimensional and multi-label outputs. Specifically, we develop a PSI algorithm…

Machine Learning · Statistics 2016-10-17 Makoto Yamada , Yuta Umezu , Kenji Fukumizu , Ichiro Takeuchi

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…

Statistics Theory · Mathematics 2016-11-07 Niklas Pfister , Peter Bühlmann , Bernhard Schölkopf , Jonas Peters

We apply a global sensitivity method, the Hilbert-Schmidt independence criterion (HSIC), to the reparameterization of a Zn/S/H ReaxFF force field to identify the most appropriate parameters for reparameterization. Parameter selection…

Chemical Physics · Physics 2023-04-12 Michael Freitas Gustavo , Matti Hellström , Toon Verstraelen

Machine learning methods are used to discover complex nonlinear relationships in biological and medical data. However, sophisticated learning models are computationally unfeasible for data with millions of features. Here we introduce the…

The Hilbert-Schmidt Independence Criterion (HSIC) and its joint-independence extension $d\mathrm{HSIC}$ are degenerate $V$-statistics whose data-dependent weighted-$\chi^2$ null limits force a permutation calibration that multiplies the…

Machine Learning · Statistics 2026-05-22 Felix Laumann , Zhaolu Liu , Mauricio Barahona

This work investigates the problem of testing whether $d$ functional random variables are jointly independent using a modified estimator of the $d$-variable Hilbert Schmidt Indepedence Criterion ($d$HSIC) which generalizes HSIC for the case…

Statistics Theory · Mathematics 2022-08-16 Terence Kevin Manfoumbi Djonguet , Guy Martial Nkiet
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