Rubenstein, PK;
Chwialkowski, KP;
Gretton, A;
(2016)
A Kernel Test for Three-Variable Interactions with Random Processes.
In:
UAI ’16: Proceedings of the 32nd International Conference on Uncertainty in Artificial Intelligence.
(pp. pp. 637-646).
AUAI Press
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Abstract
We apply a wild bootstrap method to the Lancaster three-variable interaction measure in order to detect factorisation of the joint distribution on three variables forming a stationary random process, for which the existing permutation bootstrap method fails. As in the i.i.d. case, the Lancaster test is found to outperform existing tests in cases for which two independent variables individually have a weak influence on a third, but that when considered jointly the influence is strong. The main contributions of this paper are twofold: first, we prove that the Lancaster statistic satisfies the conditions required to estimate the quantiles of the null distribution using the wild bootstrap; second, the manner in which this is proved is novel, simpler than existing methods, and can further be applied to other statistics.
| Type: | Proceedings paper |
|---|---|
| Title: | A Kernel Test for Three-Variable Interactions with Random Processes |
| Event: | The Conference on Uncertainty in Artificial Intelligence (UAI) |
| Open access status: | An open access version is available from UCL Discovery |
| Language: | English |
| Additional information: | Copyright 2016 by the author(s) |
| Keywords: | stat.ML, stat.ML, 62G10 |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Life Sciences UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Life Sciences > Gatsby Computational Neurosci Unit |
| URI: | https://discovery-pp.ucl.ac.uk/id/eprint/1496380 |
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