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The Pearson correlation coefficient is commonly used for quantifying the global level of degree-degree association in complex networks. Here, we use a probabilistic representation of the underlying network structure for assessing the…

Physics and Society · Physics 2013-05-29 Mathias Raschke , Markus Schläpfer , Roberto Nibali

Recently, the first author proposed a measure to calculate Pearson correlations for node values expressed in a network, by taking into account distances or metrics defined on the network. In this technical note, we show that using an…

Social and Information Networks · Computer Science 2024-02-16 Michele Coscia , Karel Devriendt

Pearson's correlation is an important summary measure of the amount of dependence between two variables. It is natural to want to generalise the concept of correlation as a single number that measures the inter-relatedness of three or more…

Methodology · Statistics 2020-03-06 Benjamin M. Taylor

In the present paper, we discuss the Pearson, Spearman, Kendall correlation coefficients and their statistical analogues. We propose a new correlation coefficient r and its statistical analogue. The coefficient r is based on Kendal's and…

Statistics Theory · Mathematics 2024-05-28 Alexei Stepanov

In network theory, Pearson's correlation coefficients are most commonly used to measure the degree assortativity of a network. We investigate the behavior of these coefficients in the setting of directed networks with heavy-tailed degree…

Probability · Mathematics 2014-07-01 Pim van der Hoorn , Nelly Litvak

We obtained Pearson's coefficient of strongly correlated recursive networks growing by preferential attachment of every new vertex by $m$ edges. We found that the Pearson coefficient is exactly zero in the infinite network limit for the…

Statistical Mechanics · Physics 2015-05-14 S. N. Dorogovtsev , A. L. Ferreira , A. V. Goltsev , J. F. F. Mendes

Mixing patterns in large self-organizing networks, such as the Internet, the World Wide Web, social and biological networks are often characterized by degree-degree {dependencies} between neighbouring nodes. One of the problems with the…

Probability · Mathematics 2014-02-03 Nelly Litvak , Remco van der Hofstad

Pearson's r, the most widely-used correlation coefficient, is traditionally regarded as exclusively capturing linear dependence, leading to its discouragement in contexts involving nonlinear relationships. However, recent research…

Other Statistics · Statistics 2024-10-15 Xinbo Ai

Pearson's correlation coefficient is a popular statistical measure to summarize the strength of association between two continuous variables. It is usually interpreted via its square as percentage of variance of one variable predicted by…

Methodology · Statistics 2024-05-09 Romain Piaget-Rossel , Valentin Rousson

Not a matter of serious contention, Pearson's correlation coefficient is still the most important statistical association measure. Restricted to just two variables, this measure sometimes doesn't live up to users' needs and expectations.…

Mathematical Finance · Quantitative Finance 2024-02-02 Reza Salimi , Kamran Pakizeh

George R. Terrell (1983, {Ann. Probab., vol. 11(3), pp. 823--826) showed that the Pearson coefficient of correlation of an ordered pair from a random sample of size two is at most one-half, and the equality is attained only for rectangular…

Probability · Mathematics 2022-05-31 Nickos Papadatos

The relation between Pearson's correlation coefficient and Salton's cosine measure is revealed based on the different possible values of the division of the L1-norm and the L2-norm of a vector. These different values yield a sheaf of…

Information Retrieval · Computer Science 2012-07-25 Leo Egghe , Loet Leydesdorff

This paper introduces a causation coefficient which is defined in terms of probabilistic causal models. This coefficient is suggested as the natural causal analogue of the Pearson correlation coefficient and permits comparing causation and…

Methodology · Statistics 2017-08-18 Joshua Brulé

The use of degree-degree correlations to model realistic networks which are characterized by their Pearson's coefficient, has become widespread. However the effect on how different correlation algorithms produce different results on…

Physics and Society · Physics 2011-12-30 L. D. Valdez , C. Buono , L. A. Braunstein , P. A. Macri

We present exact analysis of the physical properties of bimodal networks specified by the two peak degree distribution fully incorporating the degree-degree correlation between node connection. The structure of the correlated bimodal…

Physics and Society · Physics 2016-08-24 Shogo Mizutaka , Toshihiro Tanizawa

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…

Methodology · Statistics 2018-10-30 Majid Asadi , Somayeh Zarezadeh

We provide arguments for the property of the degree-degree correlations of giant components formed by the percolation process on uncorrelated random networks. Using the generating functions, we derive a general expression for the…

Physics and Society · Physics 2018-12-26 Shogo Mizutaka , Takehisa Hasegawa

The degree-degree correlation is important in understanding the structural organization of a network and the dynamics upon a network. Such correlation is usually measured by the assortativity coefficient $r$, with natural bounds $r \in…

Physics and Society · Physics 2017-04-26 Dan Yang , Liming Pan , Tao Zhou

This paper presents an approach to the modeling of degree-degree correlation in complex networks. Thus, a simple function, \Delta(k', k), describing specific degree-to- degree correlations is considered. The function is well suited to…

Physics and Society · Physics 2015-06-17 Alfonso Niño , Camelia Muñoz-Caro

While the linear Pearson correlation coefficient represents a well-established normalized measure to quantify the interrelation of two stochastic variables $X$ and $Y$, it fails for multidimensional variables such as Cartesian coordinates.…

Data Analysis, Statistics and Probability · Physics 2024-09-19 Daniel Nagel , Georg Diez , Gerhard Stock
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