A Kernel Independence Test for Random Processes

Authors: Kacper Chwialkowski, Arthur Gretton

ICML 2014 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental Tests on artificial data and real-world forex data indicate that the new test procedure discovers dependence which is missed by linear approaches, while the earlier bootstrap procedure returns an elevated number of false positives.
Researcher Affiliation Academia Kacper Chwialkowski KACPER.CHWIALKOWSKI@GMAIL.COM University College London, Computer Science Department Arthur Gretton ARTHUR.GRETTON@GMAIL.COM University College London, Gatsby Computational Neuroscience Unit
Pseudocode Yes Algorithm 1 Generate innovations
Open Source Code No The paper does not provide any statements or links indicating that source code for the methodology is openly available.
Open Datasets No The paper mentions 'artificial data' and 'real-world forex data' but does not provide specific links, DOIs, repository names, or formal citations for publicly available datasets.
Dataset Splits No The paper mentions 'sample size 1200' and '720 samples' but does not specify any training, validation, or test dataset splits.
Hardware Specification No The paper does not provide any specific details about the hardware used for running the experiments.
Software Dependencies No The paper does not provide specific software names with version numbers.
Experiment Setup Yes Processes used in this experiment had an autoregressive component of 0.2, and the radius of the innovation process was 1. We set an extinction rate to 50%. The AR component a in the model (6) controls the memory of a processes the larger this component, the longer the memory. We set an extinction rate to 50%.