A0379
Title: A Regression Perspective on Generalized Distance Covariance and the Hilbert-Schmidt Independence Criterion
Authors: Dominic Edelmann - German Cancer Research Center, Heidelberg (Germany) [presenting]
Jelle Goeman - Leiden University Medical Center (Netherlands)
Abstract: A seminal paper shows the equivalence of the Hilbert-Schmidt independence criterion (HSIC) and a generalization of distance covariance. The two notions of dependence are unified, with a third prominent concept for independence testing and the introduction of the global test. The new viewpoint provides novel insights into all three test traditions, as well as a unified overall view of the way all three tests contrast with classical association tests. As the main result, a regression perspective on HSIC and generalized distance covariance is obtained, allowing such tests to be used with nuisance covariates or for survival data. Several more examples of cross-fertilization of the three traditions are provided, involving theoretical results and novel methodology.
