Discussion of ‘Multi-scale Fisher’s independence test for multivariate dependence’
关于“多元依赖的多尺度 Fisher 独立性检验”的讨论:二进制展开视角
The multi-scale Fisher’s independence test, MultiFIT, proposed by Gorsky & Ma (2022) is a novel method to test independence between two random vectors. By its design, this test is particularly useful in detecting local dependence. Moreover, by adopting a resampling-free approach, it can easily accommodate massive sample sizes. Another benefit of the proposed method is its ability to interpret the nature of dependency. We congratulate the authors for their very interesting…