Joint Independence Testing for Latent Position Random Graphs

Xiaoyi Wen, Zoltan Szabo

Kernel techniques are among the most powerful methods in data science and statistics. One of the key properties of kernels contributing to their numerous successful applications is that the associated reproducing kernel Hilbert space is expressive enough to encode probability distributions without loss of information or to capture the joint independence of $M\ge 2$ random variables, under mild conditions. Computationally, these measures (i) rely on the so-called Gram matrix which contains the pairwise similarity of sample points, and (ii) converge at a rate $O \left(n^{-\frac{1}{2}}\right)$, where $n$ denotes the sample size. We focus on measuring the independence of latent position random graphs (LPRGs), a model widely-applied for instance in neuroscience, sociology, and epidemiology. In LPRGs a latent representation is associated to each node. The similarity of these representations (meant via a kernel) determines whether two nodes are connected, making the Gram matrices only implicitly observable and the estimation challenging. Despite the fundamental importance of quantifying the independence of $M$ LPRGs, very little is known about the solution of this problem; existing…