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stat.ME2025
Deep learning based doubly robust test for Granger causality
Yongchang Hui, Chijin Liu, Xiaojun Song
Granger causality is popular for analyzing time series data in many applications from natural science to social science including genomics, neuroscience, economics, and finance. Co…
stat.ME2025
Kernel Two-Sample Testing via Directional Components Analysis
Rui Cui, Yuhao Li, Xiaojun Song
Standard kernel two-sample tests, such as those based on the Maximum Mean Discrepancy (MMD), aggregate squared differences across all directions in a Reproducing Kernel Hilbert Spa…