Related papers: A measure of association between vectors based on …

Distance correlation is a novel class of multivariate dependence measure, taking positive values between 0 and 1, and applicable to random vectors of arbitrary dimensions, not necessarily equal. It offers several advantages over the…

Distance covariance and distance correlation are scalar coefficients that characterize independence of random vectors in arbitrary dimension. Properties, extensions, and applications of distance correlation have been discussed in the recent…

The distance covariance of Sz\'ekely, et al. [23] and Sz\'ekely and Rizzo [21], a powerful measure of dependence between sets of multivariate random variables, has the crucial feature that it equals zero if and only if the sets are mutually…

Building upon the Chatterjee correlation (2021: J. Am. Stat. Assoc. 116, p2009) for two real-valued variables, this study introduces a generalized measure of directed association between two vector variables, real or complex-valued, and of…

In this paper, we propose a novel Euclidean-distance-based coefficient, named differential distance correlation, to measure the strength of dependence between a random variable $ Y \in \mathbb{R} $ and a random vector $ \boldsymbol{X} \in…

Distance correlation is a new measure of dependence between random vectors. Distance covariance and distance correlation are analogous to product-moment covariance and correlation, but unlike the classical definition of correlation,…

Time series similarity measures are highly relevant in a wide range of emerging applications including training machine learning models, classification, and predictive modeling. Standard similarity measures for time series most often…

Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…

We study the problem of similarity detection by sequence alignment with gaps, using a recently established theoretical framework based on the morphology of alignment paths. Alignments of sequences without mutual correlations are found to…

Many statistical applications require the quantification of joint dependence among more than two random vectors. In this work, we generalize the notion of distance covariance to quantify joint dependence among d >= 2 random vectors. We…

(To appear in The American Statistician.) Distance covariance (Sz\'ekely, Rizzo, and Bakirov, 2007) is a fascinating recent notion, which is popular as a test for dependence of any type between random variables $X$ and $Y$. This approach…

Classical dependence measures such as Pearson correlation, Spearman's $\rho$, and Kendall's $\tau$ can detect only monotonic or linear dependence. To overcome these limitations, Szekely et al.(2007) proposed distance covariance as a…

The concept of distance covariance/correlation was introduced recently to characterize dependence among vectors of random variables. We review some statistical aspects of distance covariance/correlation function and we demonstrate its…

Similarity measures play a fundamental role in memory-based nearest neighbors approaches. They recommend items to a user based on the similarity of either items or users in a neighborhood. In this paper we argue that, although it keeps a…

Distance covariance is a popular dependence measure for two random vectors $X$ and $Y$ of possibly different dimensions and types. Recent years have witnessed concentrated efforts in the literature to understand the distributional…

In this paper, we study distance covariance, Hilbert-Schmidt covariance (aka Hilbert-Schmidt independence criterion [Gretton et al. (2008)]) and related independence tests under the high dimensional scenario. We show that the sample…

Distance covariance is a measure of dependence between two random variables that take values in two, in general different, metric spaces, see Sz\'ekely, Rizzo and Bakirov (2007) and Lyons (2013). It is known that the distance covariance,…

Data cohesion, a recently introduced measure inspired by social interactions, uses distance comparisons to assess relative proximity. In this work, we provide a collection of results which can guide the development of cohesion-based methods…

Measuring the correlation (association) between two random variables is one of the important goals in statistical applications. In the literature, the covariance between two random variables is a widely used criterion in measuring the…

Sequence classification algorithms, such as SVM, require a definition of distance (similarity) measure between two sequences. A commonly used notion of similarity is the number of matches between $k$-mers ($k$-length subsequences) in the…