全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...

Kernel-Based Partial Conditional Mean Dependence

DOI: 10.4236/ojs.2025.153015, PP. 294-311

Keywords: Partial Conditional Mean Dependence, Hilbert Space, High Dimension, Test of Independence

Full-Text   Cite this paper   Add to My Lib

Abstract:

We introduce the Kernel-based Partial Conditional Mean Dependence, a scalar-valued measure of conditional mean dependence of Y given X , while adjusting for the nonlinear dependence on Z . Here X , Y and Z are random elements from arbitrary separable Hilbert spaces. This measure extends the Kernel-based Conditional Mean Dependence. As the estimator of the measure is developed, the concentration property of the estimator is proved. Numerical results demonstrate the effectiveness of the new dependence measure in the context of dependence testing, highlighting their advantages in capturing nonlinear partial conditional mean dependencies.

References

[1]  Cook, R.D. and Li, B. (2002) Dimension Reduction for Conditional Mean in Regression. The Annals of Statistics, 30, 455-474.
https://doi.org/10.1214/aos/1021379861
[2]  Williamson, B.D., Gilbert, P.B., Carone, M. and Simon, N. (2020) Nonparametric Variable Importance Assessment Using Machine Learning Techniques. Biometrics, 77, 9-22.
https://doi.org/10.1111/biom.13392
[3]  Dai, B., Shen, X. and Pan, W. (2024) Significance Tests of Feature Relevance for a Black-Box Learner. IEEE Transactions on Neural Networks and Learning Systems, 35, 1898-1911.
https://doi.org/10.1109/tnnls.2022.3185742
[4]  Williamson, B.D., Gilbert, P.B., Simon, N.R. and Carone, M. (2022) A General Framework for Inference on Algorithm-Agnostic Variable Importance. Journal of the American Statistical Association, 118, 1645-1658.
https://doi.org/10.1080/01621459.2021.2003200
[5]  Cai, L., Guo, X. and Zhong, W. (2024) Test and Measure for Partial Mean Dependence Based on Machine Learning Methods. Journal of the American Statistical Association, 120, 833-845.
https://doi.org/10.1080/01621459.2024.2366030
[6]  Welsh, A.H. and Yee, T.W. (2006) Local Regression for Vector Responses. Journal of Statistical Planning and Inference, 136, 3007-3031.
https://doi.org/10.1016/j.jspi.2004.01.024
[7]  Scheipl, F., Staicu, A. and Greven, S. (2015) Functional Additive Mixed Models. Journal of Computational and Graphical Statistics, 24, 477-501.
https://doi.org/10.1080/10618600.2014.901914
[8]  Sun, X., Du, P., Wang, X. and Ma, P. (2018) Optimal Penalized Function-on-Function Regression under a Reproducing Kernel Hilbert Space Framework. Journal of the American Statistical Association, 113, 1601-1611.
https://doi.org/10.1080/01621459.2017.1356320
[9]  Sun, Y. and Wang, Q. (2020) Function-on-Function Quadratic Regression Models. Computational Statistics & Data Analysis, 142, Article ID: 106814.
https://doi.org/10.1016/j.csda.2019.106814
[10]  Park, T., Shao, X. and Yao, S. (2015) Partial Martingale Difference Correlation. Electronic Journal of Statistics, 9, 1492-1517.
https://doi.org/10.1214/15-ejs1047
[11]  Shao, X. and Zhang, J. (2014) Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening. Journal of the American Statistical Association, 109, 1302-1318.
https://doi.org/10.1080/01621459.2014.887012
[12]  Zhang, X., Yao, S. and Shao, X. (2018) Conditional Mean and Quantile Dependence Testing in High Dimension. The Annals of Statistics, 46, 219-246.
https://doi.org/10.1214/17-aos1548
[13]  Lai, T., Zhang, Z. and Wang, Y. (2021) A Kernel-Based Measure for Conditional Mean Dependence. Computational Statistics & Data Analysis, 160, Article ID: 107246.
https://doi.org/10.1016/j.csda.2021.107246
[14]  Fukumizu, K., Gretton, A., Schölkopf, B. and Sriperumbudur, B.K. (2009) Characteristic Kernels on Groups and Semigroups. In: Advances in Neural Information Processing Systems, Vol. 21, Curran Associates, 473-480.
[15]  Gretton, A., Bousquet, O., Smola, A. and Schölkopf, B. (2005) Measuring Statistical Dependence with Hilbert-Schmidt Norms. In: Jain, S., Simon, H.U. and Tomita, E., Eds., Lecture Notes in Computer Science, Springer, 63-77.
https://doi.org/10.1007/11564089_7
[16]  Székely, G.J. and Rizzo, M.L. (2014) Partial Distance Correlation with Methods for Dissimilarities. The Annals of Statistics, 42, 2382-2412.
https://doi.org/10.1214/14-aos1255
[17]  Albert, M., Laurent, B., Marrel, A. and Meynaoui, A. (2022) Adaptive Test of Independence Based on HSIC Measures. The Annals of Statistics, 50, 858-879.
https://doi.org/10.1214/21-aos2129
[18]  Balasubramanian, K., Sriperumbudur, B. and Lebanon, G. (2013) Ultrahigh Dimensional Feature Screening via RKHS Embeddings. Proceedings of the 16th International Conference on Artificial Intelligence and Statistics, Vol. 31, 126-134.
[19]  Manfoumbi Djonguet, T.K., Mbina Mbina, A. and Nkiet, G.M. (2024) Testing Independence of Functional Variables by an Hilbert-Schmidt Independence Criterion Estimator. Statistics & Probability Letters, 207, Article ID: 110016.
https://doi.org/10.1016/j.spl.2023.110016
[20]  Li, R., Zhong, W. and Zhu, L. (2012) Feature Screening via Distance Correlation Learning. Journal of the American Statistical Association, 107, 1129-1139.
https://doi.org/10.1080/01621459.2012.695654
[21]  Wu, Y. and Yin, G. (2015) Conditional Quantile Screening in Ultrahigh-Dimensional Heterogeneous Data. Biometrika, 102, 65-76.
https://doi.org/10.1093/biomet/asu068
[22]  Aneiros-Pérez, G. and Vieu, P. (2006) Semi-Functional Partial Linear Regression. Statistics & Probability Letters, 76, 1102-1110.
https://doi.org/10.1016/j.spl.2005.12.007
[23]  Serfling, R.J. (1980) Approximation Theorems of Mathematical Statistics. Wiley.
https://doi.org/10.1002/9780470316481
[24]  Song, L., Smola, A., Gretton, A., Borgwardt, K. and Bedo, J. (2012) Feature Selection via Dependence Maximization. Journal of Machine Learning Research, 13, 1393-1434.

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133