论文标题
讨论``多尺度费舍尔对多元依赖的独立性测试''
Discussion of `Multiscale Fisher's Independence Test for Multivariate Dependence'
论文作者
论文摘要
我们讨论了Gorsky和MA（2022）提出的多变量依赖的多尺度Fisher的独立性测试，与基于Hilbert-Schmidt独立标准（HSIC）的现有线性时间内核测试相比。我们强调了这样一个事实，即在任何有限样本量的内核测试水平都可以得到准确控制，就像多率级别一样。在我们的实验中，我们在测试能力方面观察到了多率的某些性能限制。
We discuss how MultiFIT, the Multiscale Fisher's Independence Test for Multivariate Dependence proposed by Gorsky and Ma (2022), compares to existing linear-time kernel tests based on the Hilbert-Schmidt independence criterion (HSIC). We highlight the fact that the levels of the kernel tests at any finite sample size can be controlled exactly, as it is the case with the level of MultiFIT. In our experiments, we observe some of the performance limitations of MultiFIT in terms of test power.
