Hilbert-Schmidt independence criterion (HSIC)

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Hilbert-Schmidt independence criterion (HSIC)

Martin T
Hi,

I started porting some code on the Hilbert-Schmidt independence criterion (HSIC).
It currently only provides the Gamma Approximation but if I have time I will extend it by more recent versions.

See: https://github.com/trappmartin/HSIC.jl

best,
Martin

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