论文标题

准独立的内核测试

A kernel test for quasi-independence

论文作者

Fernández, Tamara, Xu, Wenkai, Ditzhaus, Marc, Gretton, Arthur

论文摘要

我们考虑感兴趣的数据对应于有序时间的设置,例如,第一和第二个孩子的出生时间,新用户创建帐户并在网站上首次购买的时间以及在临床试验中患者的入境和生存时间。在这些设置中,这两次不是独立的(第二次发生在第一个之后),但是确定是否存在很大的依赖性{\ em Beyond forder}它们的订购仍然是令人不安的。我们将此概念称为“准(in)依赖性”。例如,在一项临床试验中,为了避免选择有偏见,我们可能希望验证招聘时间是绝对依赖生存时间的,由于季节性影响可能会导致依赖性。在本文中,我们提出了准独立的非参数统计检验。我们的测试考虑了替代方案的潜在无限空间,使其适用于可能的准依赖性性质的复杂数据。标准参数方法被恢复为特殊情况,例如经典的条件肯德尔(Kendall)的tau和对数秩检验。这些测试适用于右审查的设置:临床试验中的一个重要特征,患者可以从研究中退出。我们提供了对测试统计的渐近分析,并在实验中证明,我们的测试获得了比现有方法更好的功率,同时在计算上更有效。

We consider settings in which the data of interest correspond to pairs of ordered times, e.g, the birth times of the first and second child, the times at which a new user creates an account and makes the first purchase on a website, and the entry and survival times of patients in a clinical trial. In these settings, the two times are not independent (the second occurs after the first), yet it is still of interest to determine whether there exists significant dependence {\em beyond} their ordering in time. We refer to this notion as "quasi-(in)dependence". For instance, in a clinical trial, to avoid biased selection, we might wish to verify that recruitment times are quasi-independent of survival times, where dependencies might arise due to seasonal effects. In this paper, we propose a nonparametric statistical test of quasi-independence. Our test considers a potentially infinite space of alternatives, making it suitable for complex data where the nature of the possible quasi-dependence is not known in advance. Standard parametric approaches are recovered as special cases, such as the classical conditional Kendall's tau, and log-rank tests. The tests apply in the right-censored setting: an essential feature in clinical trials, where patients can withdraw from the study. We provide an asymptotic analysis of our test-statistic, and demonstrate in experiments that our test obtains better power than existing approaches, while being more computationally efficient.

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