Data-Driven Representations for Testing Independence: Modeling, Analysis and Connection With Mutual Information Estimation
Data-Driven Representations for Testing Independence: Modeling, Analysis and Connection With Mutual Information Estimation
This work addresses testing the independence of two continuous and finite-dimensional random variables from the design of a data-driven partition. The empirical log-likelihood statistic is adopted to approximate the sufficient statistics of an oracle test against independence (that knows the two hypotheses). It is shown that approximating the sufficient statistics …