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Kernel-based independence tests for causal structure learning on functional data

用于函数型数据因果结构学习的核独立性检验

Measurements of systems taken along a continuous functional dimension, such as time or space, are ubiquitous in many fields, from the physical and biological sciences to economics and engineering.Such measurements can be viewed as realisations of an underlying smooth process sampled over the continuum. However, traditional methods for independence testing and causal learning are not directly applicable to such data, as they do not take into account the dependence along the…

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Kernel-based Joint Independence Tests for Multivariate Stationary and Non-stationary Time Series

多变量平稳与非平稳时间序列的核联合独立性检验

Multivariate time series data that capture the temporal evolution of interconnected systems are ubiquitous in diverse areas. Understanding the complex relationships and potential dependencies among co-observed variables is crucial for the accurate statistical modelling and analysis of such systems. Here, we introduce kernel-based statistical tests of joint independence in multivariate time series by extending the $d$-variable Hilbert-Schmidt independence criterion (dHSIC) to…

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