Skip to yearly menu bar Skip to main content


Poster

A Kernel Test for Three-Variable Interactions

Dino Sejdinovic · Arthur Gretton · Wicher Bergsma

Harrah's Special Events Center, 2nd Floor

Abstract:

We introduce kernel nonparametric tests for Lancaster three-variable interaction and for total independence, using embeddings of signed measures into a reproducing kernel Hilbert space. The resulting test statistics are straightforward to compute, and are used in powerful three-variable interaction tests, which are consistent against all alternatives for a large family of reproducing kernels. We show the Lancaster test to be sensitive to cases where two independent causes individually have weak influence on a third dependent variable, but their combined effect has a strong influence. This makes the Lancaster test especially suited to finding structure in directed graphical models, where it outperforms competing nonparametric tests in detecting such V-structures.

Live content is unavailable. Log in and register to view live content