Title: Joint high order conditional distance covariance with conditional mutual independence

Speaker:  Prof. Pengfei Liu ( Jiangsu Normal University )

Time: Thur, Dec.10 2020, AM: 10:00-11:00

Location:  4318, Building No.4, Wushan Campus

Inviter: Dr. Shaochen Wang

Abstract:

      We construct a high-order conditional distance covariance, which generalizes the notation of conditional distance covariance. The joint conditional distance covariance is defined as a linear combination of conditional distance covariances, which can capture the joint relation of many random vectors given one vector. Furthermore, we develop a new method of conditional independence test based on the joint conditional distance covariance. Simulation results indicate that the proposed method is very effective. We also discuss some approach of our method.