Title
A Kernel Test for Three-Variable Interactions.
Abstract
We introduce kernel nonparametric tests for Lancaster three-variable interaction and for total independence, using embeddings of signed measures into a reproducing kernel Hilbert space. The resulting test statistics are straightforward to compute, and are used in powerful interaction tests, which are consistent against all alternatives for a large family of reproducing kernels. We show the Lancaster test to be sensitive to cases where two independent causes individually have weak influence on a third dependent variable, but their combined effect has a strong influence. This makes the Lancaster test especially suited to finding structure in directed graphical models, where it outperforms competing nonparametric tests in detecting such V-structures.
Year
Venue
Field
2013
NIPS
Kernel (linear algebra),Computer science,Algorithm,Nonparametric statistics,Variables,Artificial intelligence,Graphical model,Statistics,Machine learning,Statistical hypothesis testing,Reproducing kernel Hilbert space
DocType
Citations 
PageRank 
Conference
5
0.46
References 
Authors
15
3
Name
Order
Citations
PageRank
Dino Sejdinovic144337.96
Arthur Gretton23638226.18
Bergsma, Wicher350.80