Related papers: Adjust Pearson's $r$ to Measure Arbitrary Monotone…
We study the effect of assortative and disassortative mixing on the robustness of networks under random node failures. For ordinary (dyadic) networks, by using the generating function technique and stochastic simulations, we show that the…
A possible drawback of the ordinary correlation coefficient $\rho$ for two real random variables $X$ and $Y$ is that zero correlation does not imply independence. In this paper we introduce a new correlation coefficient $\rho^*$ which…
The proposal of Reshef et al. (2011) is an interesting new approach for discovering non-linear dependencies among pairs of measurements in exploratory data mining. However, it has a potentially serious drawback. The authors laud the fact…
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…
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…
Reduced Rank Regression (RRR) is a widely used method for multi-response regression. However, RRR assumes a linear relationship between features and responses. While linear models are useful and often provide a good approximation, many…
In this work, we investigate the convergence of numerical approximations to coercivity constants of variational problems. These constants are essential components of rigorous error bounds for reduced-order modeling; extension of these…
We compare measures of concordance that arise as Pearson's linear correlation coefficient between two random variables transformed so that they follow the so-called concordance-inducing distributions. The class of such transformed rank…
This paper introduces the correlation-of-divergency coefficient, c-delta, a custom statistical measure designed to quantify the similarity of internal divergence patterns between two groups of values. Unlike conventional correlation…
We introduce, and analyze, three measures for degree-degree dependencies, also called degree assortativity, in directed random graphs, based on Spearman's rho and Kendall's tau. We proof statistical consistency of these measures in general…
Extensions of linear models are very commonly used in the analysis of biological data. Whereas goodness of fit measures such as the coefficient of determination (R2) or the adjusted R2 are well established for linear models, it is not…
We consider finite Bernoulli convolutions with a parameter $1/2 < r < 1$ supported on a discrete point set, generically of size $2^N$. These sequences are uniformly distributed with respect to the infinite Bernoulli convolution measure…
Tsirelson's precession protocol is a nonclassicality witness that can be defined for both discrete and continuous variable systems. Its original version involves measuring a precessing observable, like the quadrature of a harmonic…
Nearest-neighbor methods have become popular in statistics and play a key role in statistical learning. Important decisions in nearest-neighbor methods concern the variables to use (when many potential candidates exist) and how to measure…
We derive a new upper bound for the correlations in a heterogeneous one-dimensional Ising model with free boundary conditions. The new upper bound quantifies the simultaneous decay of correlations due to weakness of nearest-neighbor…
When two variables are related by a known function, the coefficient of determination (denoted $R^2$) measures the proportion of the total variance in the observations that is explained by that function. This quantifies the strength of the…
Multivariate correlation analysis plays an important role in various fields such as statistics, economics, and big data analytics. In this paper, we propose a pair of measures, the unsigned correlation coefficient (UCC) and the unsigned…
Measures of rank correlation are commonly used in statistics to capture the degree of concordance between two orderings of the same set of items. Standard measures like Kendall's tau and Spearman's rho coefficient put equal emphasis on each…
In this paper, a class of statistics named ART (the alternant recursive topology statistics) is proposed to measure the properties of correlation between two variables. A wide range of bi-variable correlations both linear and nonlinear can…
The spectra of empirical correlation matrices, constructed from multivariate data, are widely used in many areas of sciences, engineering and social sciences as a tool to understand the information contained in typically large datasets. In…