View Submission - CMStatistics

B1061
**Title: **Measuring association on topological spaces using kernels and geometric graphs
**Authors: **Bodhisattva Sen - Columbia University (United States) **[presenting]**

**Abstract: **The aim is to propose and study a class of simple, nonparametric, yet interpretable measures of association between two random variables $X$ and $Y$ taking values in general topological spaces. These nonparametric measures -- defined using the theory of reproducing kernel Hilbert spaces -- capture the strength of dependence between $X$ and $Y$ and have the property that they are 0 if and only if the variables are independent and 1 if and only if one variable is a measurable function of the other. Further, these population measures can be consistently estimated using the general framework of graph functionals which include k-nearest neighbour graphs and minimum spanning trees. Moreover, a sub-class of these estimators are also shown to adapt to the intrinsic dimensionality of the underlying distribution. Some of these empirical measures can also be computed in near-linear time. Under the hypothesis of independence between $X$ and $Y$, these empirical measures (properly normalized) have a standard normal limiting distribution. Thus, these measures can also be readily used to test the hypothesis of mutual independence between $X$ and $Y$. In fact, as far as we are aware, these are the only procedures that possess all the above mentioned desirable properties.