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About this paper

Pouya Roudaki, Shakeel Gavioli-Akilagun, Florian Kalinke, Mona Azadkia, Zoltán Szabó

The authors introduce a kernel-based dependence measure for structured outcomes and propose graph and RKHS estimators. The measure uses locally normalized response variation and is directional, with values of zero at independence and one when the response is almost surely a measurable function of covariates. In tested simulations, both estimators have higher independence-test power than competitors, limited to those settings.

Summary by alphaXiv.

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