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The maximal information coefficient (MIC), which measures the amount of dependence between two variables, is able to detect both linear and non-linear associations. However, computational cost grows rapidly as a function of the dataset…

Information Theory · Computer Science 2015-08-18 Ali Mousavi , Richard G. Baraniuk

In this paper, we focus on the problem of statistical dependence estimation using characteristic functions. We propose a statistical dependence measure, based on the maximum-norm of the difference between joint and product-marginal…

Machine Learning · Computer Science 2022-08-18 Povilas Daniušis , Shubham Juneja , Lukas Kuzma , Virginijus Marcinkevičius

Identifying dependency in multivariate data is a common inference task that arises in numerous applications. However, existing nonparametric independence tests typically require computation that scales at least quadratically with the sample…

Methodology · Statistics 2021-07-08 Shai Gorsky , Li Ma

A fundamental task in statistical learning is quantifying the joint dependence or association between two continuous random variables. We introduce a novel, fully non-parametric measure that assesses the degree of association between…

Estimating the dependences between random variables, and ranking them accordingly, is a prevalent problem in machine learning. Pursuing frequentist and information-theoretic approaches, we first show that the p-value and the mutual…

Machine Learning · Computer Science 2012-07-02 Harald Steck

Measuring conditional dependencies among the variables of a network is of great interest to many disciplines. This paper studies some shortcomings of the existing dependency measures in detecting direct causal influences or their lack of…

Machine Learning · Statistics 2017-06-05 Jalal Etesami , Kun Zhang , Negar Kiyavash

Identifying dependency between two random variables is a fundamental problem. The clear interpretability and ability of a procedure to provide information on the form of possible dependence is particularly important when exploring…

Methodology · Statistics 2026-04-27 Bogdan Ćmiel , Teresa Ledwina

We present a framework for selecting and developing measures of dependence when the goal is the quantification of a relationship between two variables, not simply the establishment of its existence. Much of the literature on dependence…

Methodology · Statistics 2013-02-22 Matthew Reimherr , Dan L. Nicolae

In this paper, a robust non-parametric measure of statistical dependence, or correlation, between two random variables is presented. The proposed coefficient is a permutation-like statistic that quantifies how much the observed sample S_n :…

Methodology · Statistics 2020-07-27 Rami Mahdi

When observations are organized into groups where commonalties exist amongst them, the dependent random measures can be an ideal choice for modeling. One of the propositions of the dependent random measures is that the atoms of the…

Machine Learning · Statistics 2016-06-28 Cheng Luo , Richard Yi Da Xu , Yang Xiang

Since its inception, the neural estimation of mutual information (MI) has demonstrated the empirical success of modeling expected dependency between high-dimensional random variables. However, MI is an aggregate statistic and cannot be used…

Machine Learning · Computer Science 2020-10-16 Yao-Hung Hubert Tsai , Han Zhao , Makoto Yamada , Louis-Philippe Morency , Ruslan Salakhutdinov

Conditional Mutual Information (CMI) is a measure of conditional dependence between random variables X and Y, given another random variable Z. It can be used to quantify conditional dependence among variables in many data-driven inference…

Machine Learning · Computer Science 2019-06-10 Sudipto Mukherjee , Himanshu Asnani , Sreeram Kannan

Independence testing is a fundamental problem in statistical inference: given samples from a joint distribution $p$ over multiple random variables, the goal is to determine whether $p$ is a product distribution or is $\epsilon$-far from all…

Machine Learning · Statistics 2026-03-06 Maryam Aliakbarpour , Alireza Azizi , Ria Stevens

In environmental sciences, it is often of interest to assess whether the dependence between extreme measurements has changed during the observation period. The aim of this work is to propose a statistical test that is particularly sensitive…

Methodology · Statistics 2015-05-06 Axel Bücher , Paul Kinsvater , Ivan Kojadinovic

We present a novel method for quantifying dependencies in multivariate datasets, based on estimating the R\'{e}nyi entropy by minimum spanning trees (MSTs). The length of the MSTs can be used to order pairs of variables from strongly to…

Statistics Theory · Mathematics 2019-04-16 A. W. Eggels , D. T. Crommelin

Given a database and a target attribute of interest, how can we tell whether there exists a functional, or approximately functional dependence of the target on any set of other attributes in the data? How can we reliably, without bias to…

Databases · Computer Science 2017-06-20 Panagiotis Mandros , Mario Boley , Jilles Vreeken

Dependency parsing research, which has made significant gains in recent years, typically focuses on improving the accuracy of single-tree predictions. However, ambiguity is inherent to natural language syntax, and communicating such…

Computation and Language · Computer Science 2018-04-18 Katherine A. Keith , Su Lin Blodgett , Brendan O'Connor

In many cases, feature selection is often more complicated than identifying a single subset of input variables that would together explain the output. There may be interactions that depend on contextual information, i.e., variables that…

Machine Learning · Statistics 2016-05-13 Antonio Sutera , Gilles Louppe , Vân Anh Huynh-Thu , Louis Wehenkel , Pierre Geurts

Estimating the dependency of variables is a fundamental task in data analysis. Identifying the relevant attributes in databases leads to better data understanding and also improves the performance of learning algorithms, both in terms of…

Machine Learning · Computer Science 2018-10-05 Edouard Fouché , Klemens Böhm

Various text analysis techniques exist, which attempt to uncover unstructured information from text. In this work, we explore using statistical dependence measures for textual classification, representing text as word vectors. Student…

Computation and Language · Computer Science 2018-08-01 Samuel Cunningham-Nelson , Mahsa Baktashmotlagh , Wageeh Boles
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