Discussion of Multiscale Fisher's Independence Test for Multivariate Dependence

DOI10.1093/BIOMET/ASAC025MaRDI QIDQ6397510arXivFDO

Authors H. El-Zaatari, Michael R. Kosorok, Xinyi Li, Kai Zhang

Publication date 26 April 2022

Published in arXiv

Full work available at URL https://doi.org/10.1093/BIOMET/ASAC025

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) General biostatistics (92B15)

arXiv classification

math.ST stat.ME stat.ML stat.TH

Abstract: The multiscale Fisher's independence test (MULTIFIT hereafter) proposed by Gorsky & Ma (2022) is a novel method to test independence between two random vectors. By its design, this test is particularly useful in detecting local dependence. Moreover, by adopting a resampling-free approach, it can easily accommodate massive sample sizes. Another benefit of the proposed method is its ability to interpret the nature of dependency. We congratulate the authors, Shai Gorksy and Li Ma, for their very interesting and elegant work. In this comment, we would like to discuss a general framework unifying the MULTIFIT and other tests and compare it with the binary expansion randomized ensemble test (BERET hereafter) proposed by Lee et al. (In press). We also would like to contribute our thoughts on potential extensions of the method.

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