A fast algorithm for computing distance correlation

DOI10.1016/J.CSDA.2019.01.016MaRDI QIDQ113800OpenAlexWikidataFDO

Authors Arin Chaudhuri, Wenhao Hu, Arin Chaudhuri, Wenhao Hu

Publication date July 2019

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.11332

zbMATH Keywords

fast algorithmdistance correlationdependency measuremerge sort

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Measures of association (correlation, canonical correlation, etc.) (62H20)

Recommendations

• Measuring and testing dependence by correlation of distances
• Brownian distance covariance
• The distance correlation \(t\)-test of independence in high dimension
• A basic treatment of the distance covariance
• The affinely invariant distance correlation

Cites work

• Algorithmic Learning Theory
• Brownian distance covariance
• Equivalence of distance-based and RKHS-based statistics in hypothesis testing
• Feature screening via distance correlation learning
• Introduction to algorithms
• Kernel-based tests for joint independence
• Large-scale kernel methods for independence testing
• Measuring and testing dependence by correlation of distances
• Measuring nonlinear dependence in time-series, a distance correlation approach
• The Influence of Caches on the Performance of Sorting

Cited in

(10)

• Early detection of ovarian cancer by wavelet analysis of protein mass spectra
• Recursive algorithm to directly obtain the sum of correlations in a CSS
• Sliced Independence Test
• Fast Computation of Latent Correlations
• fastWKendall: an efficient algorithm for weighted Kendall correlation
• The Chi-Square Test of Distance Correlation
• Diverse data selection via combinatorial quasi-concavity of distance covariance: a polynomial time global minimax algorithm
• dccpp
• Explaining classifiers with measures of statistical association
• Efficient computation of the Bergsma-Dassios sign covariance

This page was built for publication: A fast algorithm for computing distance correlation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q113800)