Nonparametric Independence Testing for Small Sample Sizes

  title={Nonparametric Independence Testing for Small Sample Sizes},
  author={Aaditya Ramdas and Leila Wehbe},
This paper deals with the problem of nonparametric independence testing, a fundamental decisiontheoretic problem that asks if two arbitrary (possibly multivariate) random variables X,Y are independent or not, a question that comes up in many fields like causality and neuroscience. While quantities like correlation of X,Y only test for (univariate) linear independence, natural alternatives like mutual information of X,Y are hard to estimate due to a serious curse of dimensionality. A recent… CONTINUE READING

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