Multi-Level Wavelet Mapping Correlation for Statistical Dependence Measurement: Methodology and Performance

نویسندگان

چکیده

We propose a new criterion for measuring dependence between two real variables, namely, Multi-level Wavelet Mapping Correlation (MWMC). MWMC can capture the nonlinear dependencies variables by their correlation under different levels of wavelet mappings. show that empirical estimate converges exponentially to its population quantity. To support independence test better with MWMC, we further design permutation based on and prove our not only control type I error rate (the false positives) well but also ensure II negatives) is upper bounded O(1/n) (n sample size) finite permutations. By extensive experiments (conditional) tests causal discovery, method outperforms existing methods.

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ژورنال

عنوان ژورنال: Proceedings of the ... AAAI Conference on Artificial Intelligence

سال: 2023

ISSN: ['2159-5399', '2374-3468']

DOI: https://doi.org/10.1609/aaai.v37i5.25799