Consistency of the Maximal Information Coefficient Estimator
Methodology
2021-07-09 v1 Information Theory
Machine Learning
math.IT
Machine Learning
Abstract
The Maximal Information Coefficient (MIC) of Reshef et al. (Science, 2011) is a statistic for measuring dependence between variable pairs in large datasets. In this note, we prove that MIC is a consistent estimator of the corresponding population statistic MIC. This corrects an error in an argument of Reshef et al. (JMLR, 2016), which we describe.
Keywords
Cite
@article{arxiv.2107.03836,
title = {Consistency of the Maximal Information Coefficient Estimator},
author = {John Lazarsfeld and Aaron Johnson},
journal= {arXiv preprint arXiv:2107.03836},
year = {2021}
}