A fast algorithm for computing distance correlation

DOI10.1016/j.csda.2019.01.016OpenAlexW2898126478WikidataQ128424855 ScholiaQ128424855MaRDI QIDQ113800

Arin Chaudhuri, Wenhao Hu, Arin Chaudhuri, Wenhao Hu

Publication date: July 2019

Published in: Computational Statistics & Data Analysis, 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 correlationmerge sortdependency measure

Mathematics Subject Classification ID

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

Related Items (5)

The Chi-Square Test of Distance Correlation ⋮ Explaining classifiers with measures of statistical association ⋮ Sliced Independence Test ⋮ dccpp ⋮ Diverse data selection via combinatorial quasi-concavity of distance covariance: a polynomial time global minimax algorithm

Cites Work

• Unnamed Item
• Measuring and testing dependence by correlation of distances
• Equivalence of distance-based and RKHS-based statistics in hypothesis testing
• Brownian distance covariance
• Large-scale kernel methods for independence testing
• Measuring nonlinear dependence in time-series, a distance correlation approach
• The Influence of Caches on the Performance of Sorting
• Kernel-Based Tests for Joint Independence
• Feature Screening via Distance Correlation Learning
• Algorithmic Learning Theory

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