Kernel Pearson Correlation Coefficient Test for Identifying Independence of Two High-Dimensional Random Vectors
摘要
The authors propose a measure termed the kernel Pearson correlation coefficient, which can be conceptualized as a nonparametric extension of the traditional Pearson correlation coefficient within the framework of a reproducing kernel Hilbert space. This methodology offers several desirable benefits including eliminating the necessity for model assumptions, being well-suited for high-dimensional data, and being adaptable to diverse data structures with a suitable kernel. The authors validate its robust statistical properties through simulations and demonstrate its effectiveness through a practical application involving the host transcriptome and microbiome data.