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neurodata / hyppo

Python package for multivariate hypothesis testing
https://hyppo.neurodata.io/
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k-sample HSIC #229

Closed rflperry closed 2 years ago

rflperry commented 2 years ago

Don't know if it is already included here but dHISC (e.g. k-sample HSIC) test for joint independence of many distributions and is a critical method in causal discovery algorithms. See the paper here: https://rss.onlinelibrary.wiley.com/doi/full/10.1111/rssb.12235

sampan501 commented 2 years ago

yep we have someone working on this: https://github.com/neurodata/hyppo/issues/104