Interaction Measures, Partition Lattices and Kernel Tests for High-Order Interactions

Zhaolu Liu · Robert Peach · Pedro A.M Mediano · Mauricio Barahona

Great Hall & Hall B1+B2 (level 1) #917
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Tue 12 Dec 8:45 a.m. PST — 10:45 a.m. PST

Abstract: Models that rely solely on pairwise relationships often fail to capture the complete statistical structure of the complex multivariate data found in diverse domains, such as socio-economic, ecological, or biomedical systems. Non-trivial dependencies between groups of more than two variables can play a significant role in the analysis and modelling of such systems, yet extracting such high-order interactions from data remains challenging. Here, we introduce a hierarchy of $d$-order ($d \geq 2$) interaction measures, increasingly inclusive of possible factorisations of the joint probability distribution, and define non-parametric, kernel-based tests to establish systematically the statistical significance of $d$-order interactions. We also establish mathematical links with lattice theory, which elucidate the derivation of the interaction measures and their composite permutation tests; clarify the connection of simplicial complexes with kernel matrix centring; and provide a means to enhance computational efficiency. We illustrate our results numerically with validations on synthetic data, and through an application to neuroimaging data.

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