Rank-Based Independence Testing in Near Linear Time
Speaker:Â Chaim Even-Zohar (Alan Turing Institute, London) Title:Â Rank-Based Independence Testing in Near Linear Time Abstract: In 1948 Hoeffding proposed a nonparametric test that detects dependence between two continuous random variables (X,Y), based on the ranking of n paired samples (Xi,Yi). The computation of this commonly-used test statistic requires O(n log n) time. Hoeffding's test is consistent […]