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Understanding the relationships between different properties of data, such as whether a connectome or genome has information about disease status, is becoming increasingly important in modern biological datasets. While existing approaches…

Machine Learning · Statistics 2024-06-27 Joshua T. Vogelstein , Eric Bridgeford , Qing Wang , Carey E. Priebe , Mauro Maggioni , Cencheng Shen

Similarity distance measure between two trajectories is an essential tool to understand patterns in motion, for example, in Human-Robot Interaction or Imitation Learning. The problem has been faced in many fields, from Signal Processing,…

Human-Computer Interaction · Computer Science 2019-07-08 Julen Urain , Jan Peters

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…

Methodology · Statistics 2024-08-22 Yuwei Ke , Hok Kan Ling , Yanglei Song

Distance multivariance is a multivariate dependence measure, which can detect dependencies between an arbitrary number of random vectors each of which can have a distinct dimension. Here we discuss several new aspects, present a concise…

Statistics Theory · Mathematics 2020-04-17 Björn Böttcher

This paper introduces a simple measure of a concordance pattern among observed outcomes along a network, i.e., the pattern in which adjacent outcomes tend to be more strongly correlated than non-adjacent outcomes. The graph concordance…

Methodology · Statistics 2017-09-04 Kyungchul Song

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,…

Statistics Theory · Mathematics 2008-12-18 Gábor J. Székely , Maria L. Rizzo , Nail K. Bakirov

Reshef & Reshef recently published a paper in which they present a method called the Maximal Information Coefficient (MIC) that can detect all forms of statistical dependence between pairs of variables as sample size goes to infinity. While…

Machine Learning · Statistics 2013-08-28 Alexander Luedtke , Linh Tran

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…

Computation · Statistics 2024-05-06 Blanca E. Monroy-Castillo , M. A , Jácome , Ricardo Cao

We take a different look at the problem of testing the independence of two metric-space-valued random variables using the distance correlation. Instead of testing if the distance correlation vanishes exactly, we are interested in the…

Statistics Theory · Mathematics 2025-11-19 Holger Dette , Marius Kroll

Long-range dependencies are critical for effective graph representation learning, yet most existing datasets focus on small graphs tailored to inductive tasks, offering limited insight into long-range interactions. Current evaluations…

Graphs are used in almost every scientific discipline to express relations among a set of objects. Algorithms that compare graphs, and output a closeness score, or a correspondence among their nodes, are thus extremely important. Despite…

Discrete Mathematics · Computer Science 2020-11-17 Sam Safavi , José Bento

Bayesian optimization is a powerful tool to optimize a black-box function, the evaluation of which is time-consuming or costly. In this paper, we propose a new approach to Bayesian optimization called GP-MGC, which maximizes multiscale…

Machine Learning · Computer Science 2021-03-18 Takuya Kanazawa

In this article, we consider the problem of testing the independence between two random variables. Our primary objective is to develop tests that are highly effective at detecting associations arising from explicit or implicit functional…

Methodology · Statistics 2025-02-21 Seetharaman P , Sagnik Das , Angshuman Roy

Distance correlation coefficient (DCC) can be used to identify new associations and correlations between multiple variables. The distance correlation coefficient applies to variables of any dimension, can be used to determine smaller sets…

Statistical Finance · Quantitative Finance 2023-01-13 J. E. Salgado-Hernández , Manan Vyas

The intraclass correlation coefficient (ICC) is a classical index of measurement reliability. With the advent of new and complex types of data for which the ICC is not defined, there is a need for new ways to assess reliability. To meet…

Methodology · Statistics 2020-04-29 Meng Xu , Philip T. Reiss , Ivor Cribben

We introduce Network Maximal Correlation (NMC) as a multivariate measure of nonlinear association among random variables. NMC is defined via an optimization that infers transformations of variables by maximizing aggregate inner products…

Machine Learning · Statistics 2017-02-13 Soheil Feizi , Ali Makhdoumi , Ken Duffy , Muriel Medard , Manolis Kellis

Clustered and longitudinal data are pervasive in scientific studies, from prenatal health programs to clinical trials and public health surveillance. Such data often involve non-Gaussian responses--including binary, categorical, and count…

Methodology · Statistics 2025-09-19 Yibo Wang , Chenlei Leng , Cheng Yong Tang

Group testing, a problem with diverse applications across multiple disciplines, traditionally assumes independence across nodes' states. Recent research, however, focuses on real-world scenarios that often involve correlations among nodes,…

Information Theory · Computer Science 2025-04-02 Hesam Nikpey , Saswati Sarkar , Shirin Saeedi Bidokhti

Categorical Gini Correlation (CGC), introduced by Dang et al. (2020), is a novel dependence measure designed to quantify the association between a numerical variable and a categorical variable. It has appealing properties compared to…

Methodology · Statistics 2026-05-12 Sameera Hewage

Distance correlation is a recent extension of Pearson's correlation, that characterises general statistical independence between Euclidean-space-valued random variables, not only linear relations. This review delves into how and when…

Statistics Theory · Mathematics 2020-09-30 Fernando Castro-Prado , Wenceslao González-Manteiga
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