Adaptive Geo-Topological Independence Criterion

Baihan Lin; Nikolaus Kriegeskorte

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arXiv · 1810.02923

Adaptive Geo-Topological Independence Criterion

Baihan Lin·Nikolaus Kriegeskorte

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Abstract

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 variables, promising robust power across scenarios. Building on the distance correlation, we introduce a family of adaptive independence criteria based on nonlinear monotonic transformations of distances. We show that these criteria, like the distance correlation and RKHS-based criteria, provide dependence indicators. We propose a class of adaptive (multi-threshold) test statistics, which form the basis for permutation tests. These tests empirically outperform some of the established tests in average and worst-case statistical sensitivity across a range of univariate and multivariate relationships, offer useful insights to the data and may deserve further exploration.

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BibTeX RIS

Baihan Lin, Nikolaus Kriegeskorte. 2020-10-22. Adaptive Geo-Topological Independence Criterion. https://arxiv.org/abs/1810.02923

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