Statistics Seminar

Kai ZhangUniversity of North Carolina at Chapel Hill
BET on independence

Wednesday, October 12, 2016 - 4:15pm
Biotech G01

We study the problem of model-free dependence detection. This problem can be difficult even when the marginal distributions are known. We explain this difficulty by showing the impossibility to uniformly consistently distinguish degeneracy from independence with one test. To make model-free dependence detection a tractable problem, we introduce the concept of binary expansion statistics (BEStat) and propose the binary expansion testing (BET) framework. Through simple mathematics, we convert the dependence detection problem to a multiple testing problem. Besides being model-free, BET also enjoys many other advantages which include (1) invariance to marginal monotone transformations, (2) clear interpretability of local relationships upon rejection, and (3) close connections to computing for efficient algorithms.