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Everything about Distance correlation
Statistical measure
In statistics and in probability theory, distance correlation is a measure of dependence between two paired random vectors of arbitrary, not necessarily equal, dimension. The population distance correlation coefficient is zero if and only if the random vectors are independent. Thus, distance correlation measures both linear and nonlinear association between two random variables or random vectors. This is in contrast to Pearson's correlation, which can only detect linear association between two random variables. Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: Distance correlationA 5-minute orientation
- Skim a recent paper: Distance correlation application to gene co-expression network analysisInfluential work since 2022
- Pick up a classic book: Wahrheit und MethodeThe most-reprinted book on the subject
- Read the landmark paper: Feature Screening via Distance Correlation LearningCited 654 times
- Go sideways: Multivariate random variableA closely related topic
- Go sideways: Energy distanceA closely related topic
📖 Definitions
No dictionary entry for this exact phrase.
🏆 Landmark papers (most cited)
Feature Screening via Distance Correlation Learning
Partial distance correlation with methods for dissimilarities
Conditional Distance Correlation
The Chi-Square Test of Distance Correlation
Robust Jet Classifiers through Distance Correlation
Applications of distance correlation to time series
A fast algorithm for computing distance correlation
From Distance Correlation to Multiscale Graph Correlation
🆕 Influential since 2022
Distance correlation application to gene co-expression network analysis
Distance Correlation-Based Feature Selection in Random Forest
dcor: Distance correlation and energy statistics in Python
Learning Fair Representations via Distance Correlation Minimization
Signed Distance Correlation (SiDCo): an online implementation of distance correlation and partial distance correlation for data-driven network analysis
📚 Books worth reading
Wahrheit und MethodeHans-Georg Gadamer · 1960
PsychologyRobert A. Baron · 1977
Communications, Signal Processing, and SystemsQilian Liang · 2012
Problems of life and mindGeorge Henry Lewes · 1874
Statistical Atlases and Computational Models of the Heart. Imaging and Modelling ChallengesOscar Camara · 2012
Campbell biologyLisa A. Urry, Michael L. Cain · 2015- 📕Energy of Data and Distance CorrelationGabor J. Szekely, Maria L. Rizzo · 2023
Culture and personalityVictor Barnouw · 1963
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
🔗 Related topics
- Multivariate random variable In probability and statistics, a multivariate random variable or random vector is a list or vector of mathematical variables each of whose value is unknown…
- Energy distance Energy distance is a statistical distance between probability distributions. If X and Y are independent random vectors in Rd with cumulative distribution…
- Covariance In probability theory and statistics, covariance is a measure of the joint variability of two random variables. The sign of the covariance shows the tendency…
- Pearson correlation coefficient In statistics, the Pearson correlation coefficient (PCC), also known as Pearson's r, the Pearson product-moment correlation coefficient (PPMCC), or simply…
- Covariance matrix In probability theory and statistics, a covariance matrix (also known as auto-covariance matrix, dispersion matrix, variance matrix, or variance–covariance…
- Correlation In statistics, correlation is a type of statistical relationship between two random variables or bivariate data. It usually refers to the extent to which…
- Variance In probability theory and statistics, variance is a measure of dispersion, meaning it is a measure of how far a set of numbers are spread out from their…
- Partial correlation In probability theory and statistics, partial correlation measures the degree of association between two random variables, with the effect of a set of…