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Gaussian Processes for Independence Tests with Non-iid Data..:

Flaxman, Seth R. ; Neill, Daniel B. ; Smola, Alexander J.
ACM Transactions on Intelligent Systems and Technology (TIST).  7 (2015)  2 - p. 1-23 , 2015
Link: https://dl.acm.org/doi/10.1145/2806892