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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…

统计方法学 · 统计学 2026-04-27 Bogdan Ćmiel , Teresa Ledwina

Recognizing, quantifying and visualizing associations between two variables is increasingly important. This paper investigates how a new function-valued measure of dependence, the quantile dependence function, can be used to construct tests…

统计方法学 · 统计学 2019-04-16 Ćmiel Bogdan , Ledwina Teresa

Variable selection is of increasing importance to address the difficulties of high dimensionality in many scientific areas. In this paper, we demonstrate a property for distance covariance, which is incorporated in a novel feature screening…

统计方法学 · 统计学 2014-09-03 Jing Kong , Sijian Wang , Grace Wahba

Distance covariance is a quantity to measure the dependence of two random vectors. We show that the original concept introduced and developed by Sz\'{e}kely, Rizzo and Bakirov can be embedded into a more general framework based on symmetric…

概率论 · 数学 2018-10-24 Björn Böttcher , Martin Keller-Ressel , René L. Schilling

Distance correlation is a measure of dependence between two paired random vectors or matrices of arbitrary, not necessarily equal, dimensions. Unlike Pearson correlation, the population distance correlation coefficient is zero if and only…

统计方法学 · 统计学 2025-06-19 Kontemeniotis Nikolaos , Vargiakakis Rafail , Tsagris Michail

Cooperative localization is a promising solution to improve the accuracy and overcome the shortcomings of GNSS. Cooperation is often achieved by measuring the distance between users. To optimally integrate a distance measurement between two…

信号处理 · 电气工程与系统科学 2023-06-12 Colin Cros , Pierre-Olivier Amblard , Christophe Prieur , Jean-François da Rocha

The distance standard deviation, which arises in distance correlation analysis of multivariate data, is studied as a measure of spread. The asymptotic distribution of the empirical distance standard deviation is derived under the assumption…

统计理论 · 数学 2019-12-12 Dominic Edelmann , Donald Richards , Daniel Vogel

Simple correlation coefficients between two variables have been generalized to measure association between two matrices in many ways. Coefficients such as the RV coefficient, the distance covariance (dCov) coefficient and kernel based…

统计方法学 · 统计学 2014-08-19 Julie Josse , Susan Holmes

A classical statistical inequality is used to show that the distance covariance of two bounded random vectors is bounded from above by a simple function of the dimensionality and the bounds of the random vectors. Two special cases that…

概率论 · 数学 2023-06-30 John Çamkıran

For many optimization problems it is possible to define a distance metric between problem variables that correlates with the likelihood and strength of interactions between the variables. For example, one may define a metric so that the…

神经与进化计算 · 计算机科学 2012-01-12 Martin Pelikan , Mark W. Hauschild

In order to be useful, visualizations need to be interpretable. This paper uses a user-based approach to combine and assess quality measures in order to better model user preferences. Results show that cluster separability measures are…

机器学习 · 统计学 2016-11-21 Adrien Bibal , Benoit Frénay

Measuring a strength of dependence of random variables is an important problem in statistical practice. In this paper, we propose a new function valued measure of dependence of two random variables. It allows one to study and visualize…

统计方法学 · 统计学 2014-05-12 Teresa Ledwina

We propose a methodology to explore and measure the pairwise correlations that exist between variables in a dataset. The methodology leverages copulas for encoding dependence between two variables, state-of-the-art optimal transport for…

机器学习 · 统计学 2016-11-01 Gautier Marti , Sebastien Andler , Frank Nielsen , Philippe Donnat

In a multiple linear regression model, the algebraic formula of the decomposition theorem explains the relationship between the univariate regression coefficient and partial regression coefficient using geometry. It was found that…

统计方法学 · 统计学 2021-05-04 Xingguo Wu

The difficulties of detecting association, measuring correlation, and establishing cause and effect have fascinated mankind since time immemorial. Democritus, the Greek philosopher, underscored well the importance and the difficulty of…

其他统计学 · 统计学 2017-09-20 Donald St. P. Richards

Understanding the interplay between high-dimensional data from different views is essential in biomedical research, particularly in fields such as genomics, neuroimaging and biobank-scale studies involving high-dimensional features.…

统计方法学 · 统计学 2026-03-31 Ruyi Pan , Yinqiu He , Jun Young Park

Covariance localization is a critical component of ensemble-based data assimilation (DA) and many current localization schemes simply dampen correlations as a function of distance. Increases in computational resources, broadening scope of…

数据分析、统计与概率 · 物理学 2025-08-27 Shay Gilpin , Matthias Morzfeld , Kevin K. Lin

Providing effective guidance for users has long been an important and challenging task for efficient exploratory visual analytics, especially when selecting variables for visualization in high-dimensional datasets. Correlation is the most…

人机交互 · 计算机科学 2024-10-18 Arran Zeyu Wang , David Borland , David Gotz

Most Machine Learning (ML) methods, from clustering to classification, rely on a distance function to describe relationships between datapoints. For complex datasets it is hard to avoid making some arbitrary choices when defining a distance…

机器学习 · 统计学 2016-07-04 Gina Gruenhage , Manfred Opper , Simon Barthelme

Covariance is used as an inner product on a formal vector space built on n random variables to define measures of correlation Md across a set of vectors in a d-dimensional space. For d = 1, one has the diameter; for d = 2, one has an area.…

应用统计 · 统计学 2011-08-29 David H. Douglass , Jonathan Pakianathan , Adam Towsley