Discussion of 'Multi-scale Fisher's independence test for multivariate dependence'

TB Berrett - Biometrika, 2022 - academic.oup.com
… importance of independence testing, these two … discussion we describe how the new work
fits in with this literature and outline criteria to consider when choosing an independence test

Multi-scale Fisher's independence test for multivariate dependence

S Gorsky, L Ma - Biometrika, 2022 - academic.oup.com
… We close this section by discussing some practical aspects in applying the MultiFIT
procedure. We set the default value for the |$p$|-value threshold |$p^*$| in our software for …

Discussion of 'Multi-scale Fisher's independence test for multivariate dependence'

A Schrab, W Jitkrittum, Z Szabó, D Sejdinovic… - …, 2022 - academic.oup.com
test threshold is exact at any sample size, not an asymptotic limit. The problem of computationally
efficient, linear-time dependence testing is … In the present discussion, we will provide …

Multiscale Fisher's Independence Test for Multivariate Dependence

S Gorsky, L Ma - arXiv preprint arXiv:1806.06777, 2018 - arxiv.org
… procedure MultiFIT, which stands for Multi-scale Fishers Independence Test. … We close
this section by discussing some practical aspects in applying the MultiFIT procedure. We set the …

Rejoinder:'Multi-scale Fisher's independence test for multivariate dependence'

S Gorsky, L Ma - Biometrika, 2022 - academic.oup.com
… The discussions also complement our paper with additional numerical experiments that
shed light on the statistical and computational strengths and weaknesses of the various …

Discussion of 'Multi-scale Fisher's independence test for multivariate dependence'

D Lee, H El-Zaatari, MR Kosorok, X Li, K Zhang - Biometrika, 2022 - academic.oup.com
… would like to discuss a general framework unifying the MultiFIT and other tests and compare
it … through the approach of multiple testing. The main difference between the two methods …

Reducing multivariate independence testing to two bivariate means comparisons

K Xu, Y Zhou, L Zhu, R Li - arXiv preprint arXiv:2402.16053, 2024 - arxiv.org
… we novelly transform the multivariate independence testing problem equivalently into … we
propose consistent dependence metrics by solving a two-sample test problem. In … 8 Discussion

[PDF][PDF] Nonparametric Methods for Analysis and Modeling of Complex Multivariate Distributions

S Gorsky - Statistical Science) Li Ma, Adviser, 2020 - dukespace.lib.duke.edu
… , which stands for Multi-scale Fishers Independence Test. … We close this section by discussing
some practical aspects in … the underlying dependency, and so we ran the test exhaustively …

USP: an independence test that improves on Pearson's chi-squared and the G-test

TB Berrett, RJ Samworth - Proceedings of the Royal …, 2021 - royalsocietypublishing.org
… measure of dependence, and we prove that this is the … test to justify its use in practice, as
we discuss in §2, yet the seminal monograph on statistical tests of Lehmann & Romano [3] is

Rank-based indices for testing independence between two high-dimensional vectors

Y Zhou, K Xu, L Zhu, R Li - The Annals of Statistics, 2024 - projecteuclid.org
… cases, both the dependence between variables and the high … the proposed test statistics
depends on unknown dependence … We discuss some extensions in Section 5. All proofs and …