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
We read with interest the work of Gorsky & Ma (2022) on statistical dependence testing using a multi-scale Fisher’s independence test, MultiFIT. The procedure consists of first transforming the data to map to the unit ball, then performing univariate Fisher’s exact tests of independence on a collection of |$2 \times 2$| contingency tables, and finally correcting for the use of multiple testing. The collection is obtained using a divide-and-conquer approach with a…