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  A Kernel Statistical Test of Independence

Gretton, A., Fukumizu, K., Teo, C., Song, L., Schölkopf, B., & Smola, A. (2008). A Kernel Statistical Test of Independence. In J. Platt, D. Koller, Y. Singer, & S. Roweis (Eds.), Advances in Neural Information Processing Systems 20: 21st Annual Conference on Neural Information Processing Systems 2007 (pp. 585-592). Red Hook, NY, USA: Curran.

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Item Permalink: http://hdl.handle.net/11858/00-001M-0000-0013-C725-8 Version Permalink: http://hdl.handle.net/21.11116/0000-0003-37FC-4
Genre: Conference Paper

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 Creators:
Gretton, A1, 2, Author              
Fukumizu, K, Author              
Teo, CH, Author
Song , L, Author
Schölkopf, B1, 2, Author              
Smola, AJ, Author              
Affiliations:
1Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497795              
2Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497794              

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 Abstract: Whereas kernel measures of independence have been widely applied in machine learning (notably in kernel ICA), there is as yet no method to determine whether they have detected statistically significant dependence. We provide a novel test of the independence hypothesis for one particular kernel independence measure, the Hilbert-Schmidt independence criterion (HSIC). The resulting test costs O(m^2), where m is the sample size. We demonstrate that this test outperforms established contingency table-based tests. Finally, we show the HSIC test also applies to text (and to structured data more generally), for which no other independence test presently exists.

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Language(s):
 Dates: 2008-09
 Publication Status: Published in print
 Pages: -
 Publishing info: -
 Table of Contents: -
 Rev. Type: -
 Identifiers: BibTex Citekey: 4928
 Degree: -

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Title: Twenty-First Annual Conference on Neural Information Processing Systems (NIPS 2007)
Place of Event: Vancouver, BC, Canada
Start-/End Date: 2007-12-03 - 2007-12-06

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Title: Advances in Neural Information Processing Systems 20: 21st Annual Conference on Neural Information Processing Systems 2007
Source Genre: Proceedings
 Creator(s):
Platt, JC, Editor
Koller, D, Editor
Singer, Y, Editor
Roweis, ST, Editor
Affiliations:
-
Publ. Info: Red Hook, NY, USA : Curran
Pages: - Volume / Issue: - Sequence Number: - Start / End Page: 585 - 592 Identifier: ISBN: 978-1-605-60352-0