• Corpus ID: 210157239

Multiscale Fisher's Independence Test for Multivariate Dependence

@article{Gorsky2018MultiscaleFI,
  title={Multiscale Fisher's Independence Test for Multivariate Dependence},
  author={Shai Gorsky and Li Ma},
  journal={arXiv: Methodology},
  year={2018}
}
  • S. Gorsky, Li Ma
  • Published 18 June 2018
  • Computer Science, Mathematics
  • arXiv: Methodology
Identifying dependency in multivariate data is a common inference task that arises in numerous applications. However, existing nonparametric independence tests typically require computation that scales at least quadratically with the sample size, making it difficult to apply them to massive data. Moreover, resampling is usually necessary to evaluate the statistical significance of the resulting test statistics at finite sample sizes, further worsening the computational burden. We introduce a… 
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