Learning Representations for Independence Testing

ArXi:2409.06890v3 Announce Type: replace-cross Many tools exist to detect dependence between random variables, a core question across a wide range of machine learning, statistical, and scientific endeavors. Although several statistical tests guarantee eventual detection of any dependence with enough samples, standard tests may require an exorbitant amount of samples for detecting subtle dependencies between high-dimensional random variables with complex distributions. In this work, we study two related ways to learn powerful independence tests.