Schrab, Antonin;
Jitkrittum, Wittawat;
Szabó, Zoltán;
Sejdinovic, Dino;
Gretton, Arthur;
(2022)
Discussion of `Multiscale Fisher's Independence Test for Multivariate Dependence'.
ArXiv: Ithaca, NY, USA.
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Abstract
We discuss how MultiFIT, the Multiscale Fisher's Independence Test for Multivariate Dependence proposed by Gorsky and Ma (2022), compares to existing linear-time kernel tests based on the Hilbert-Schmidt independence criterion (HSIC). We highlight the fact that the levels of the kernel tests at any finite sample size can be controlled exactly, as it is the case with the level of MultiFIT. In our experiments, we observe some of the performance limitations of MultiFIT in terms of test power.
| Type: | Working / discussion paper |
|---|---|
| Title: | Discussion of `Multiscale Fisher's Independence Test for Multivariate Dependence' |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.48550/arXiv.2206.11142 |
| Publisher version: | https://doi.org/10.48550/arXiv.2206.11142 |
| Language: | English |
| Additional information: | This is an Open Access paper published under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-DA 4.0) Licence (https://creativecommons.org/licenses/by-nc-sa/4.0/). |
| UCL classification: | UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science UCL > Provost and Vice Provost Offices > UCL BEAMS UCL |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10151077 |
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