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A kernel test for three-variable interactions

Sejdinovic, Dino, Gretton, Arthur and Bergsma, Wicher (2013) A kernel test for three-variable interactions. In: NIPS 2013, 05-08 Dec 2013, Lake Tahoe, USA. (Submitted)

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Abstract

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.

Item Type: Conference or Workshop Item (Paper)
Official URL: http://nips.cc/
Additional Information: © 2013 The Authors
Library of Congress subject classification: Q Science > QA Mathematics
Sets: Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 20 Nov 2013 13:41
URL: http://eprints.lse.ac.uk/54478/

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