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math.ST2020★ 2 cited
Consistency of permutation tests for HSIC and dHSIC
David Rindt, Dino Sejdinovic, David Steinsaltz
The Hilbert--Schmidt Independence Criterion (HSIC) is a popular measure of the dependency between two random variables. The statistic dHSIC is an extension of HSIC that can be used…
math.ST2019
A kernel- and optimal transport- based test of independence between covariates and right-censored lifetimes
David Rindt, Dino Sejdinovic, David Steinsaltz
We propose a nonparametric test of independence, termed optHSIC, between a covariate and a right-censored lifetime. Because the presence of censoring creates a challenge in applyin…