{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/a-kernel-independence-test-for-random","title":"A Kernel Independence Test for Random Processes","arxiv_id":"1402.4501","date":"2014-02-18","proceeding":null,"authors":["Kacper Chwialkowski","Arthur Gretton"],"abstract":"A new non parametric approach to the problem of testing the independence of\ntwo random process is developed. The test statistic is the Hilbert Schmidt\nIndependence Criterion (HSIC), which was used previously in testing\nindependence for i.i.d pairs of variables. The asymptotic behaviour of HSIC is\nestablished when computed from samples drawn from random processes. It is shown\nthat earlier bootstrap procedures which worked in the i.i.d. case will fail for\nrandom processes, and an alternative consistent estimate of the p-values is\nproposed. Tests on artificial data and real-world Forex data indicate that the\nnew test procedure discovers dependence which is missed by linear approaches,\nwhile the earlier bootstrap procedure returns an elevated number of false\npositives. The code is available online:\nhttps://github.com/kacperChwialkowski/HSIC .","url_abs":"http://arxiv.org/abs/1402.4501v3","url_pdf":"http://arxiv.org/pdf/1402.4501v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"a-kernel-independence-test-for-random","repo_url":"https://github.com/kacperChwialkowski/HSIC","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=1402.4501","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}