Sejdinovic, Dino, Gretton, Arthur and Bergsma, Wicher 
ORCID: 0000-0002-2422-2359
(2013)
A kernel test for three-variable interactions.
In: NIPS 2013, 2013-12-05 - 2013-12-08, Lake Tahoe, United States, USA.
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 |
| Divisions: | Statistics |
| Subjects: | Q Science > QA Mathematics |
| Date Deposited: | 20 Nov 2013 13:41 |
| Last Modified: | 12 Dec 2024 04:53 |
| URI: | http://eprints.lse.ac.uk/id/eprint/54478 |
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