A fast algorithm for computing distance correlation

DOI10.1016/J.CSDA.2019.01.016MaRDI QIDQ113800zbMATH OpenOpenAlexWikidataFDO

Authors 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

dependency measuredistance correlationfast algorithmmerge sort

Mathematics Subject Classification ID

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

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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

(19)

• dccpp
• fastWKendall: an efficient algorithm for weighted Kendall correlation
• Diverse data selection via combinatorial quasi-concavity of distance covariance: a polynomial time global minimax algorithm
• Sliced Independence Test
• Fast Computation of Latent Correlations
• The Chi-Square Test of Distance Correlation
• Recursive algorithm to directly obtain the sum of correlations in a CSS
• Explaining classifiers with measures of statistical association
• Early detection of ovarian cancer by wavelet analysis of protein mass spectra
• Estimation of the square of distance correlation coefficient
• U-Statistic Reduction: Higher-Order Accurate Risk Control and Statistical-Computational Trade-Off
• Distance Covariance, Independence, and Pairwise Differences
• A fast algorithm for computing martingale difference correlation
• Variable screening and spatial smoothing in Fréchet regression with application to diffusion tensor imaging
• TSLiNGAM: DirectLiNGAM Under Heavy Tails
• Differential distance correlation and its applications
• Fast and light-weight energy statistics using the R package estats
• A novel multiscale approach to independence testing
• Efficient computation of the Bergsma-Dassios sign covariance

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