报告题目:Joint high order conditional distance covariance with conditional mutual independence
报 告 人:刘鹏飞 副教授(江苏师范大学)
报告时间:2020年12月10日(星期四)上午10:00-11:00
报告地点:4号楼318室
邀 请 人:王绍臣 博士
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数学学院
2020年12月8日
报告摘要:
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.