Fast computing for distance covariance
X Huo, GJ Székely - Technometrics, 2016 - Taylor & Francis
… faster methods. In this article we show that the computation of distance covariance and
distance … The new formula we derive for an unbiased estimator for squared distance covariance …
distance … The new formula we derive for an unbiased estimator for squared distance covariance …
[PDF][PDF] Fast Computing for Distance Covariance
GJ Szekely - 2014 - Citeseer
… faster methods. In this paper we show that the computation of distance covariance and
distance … The new formula we derive for an unbiased estimator for squared distance covariance …
distance … The new formula we derive for an unbiased estimator for squared distance covariance …
A fast algorithm for the minimum covariance determinant estimator
PJ Rousseeuw, KV Driessen - Technometrics, 1999 - Taylor & Francis
… the FAST-MCD algorithm because it is both robust and fast, … the FAST-MCD results with the
classical mean and covariance … time we will illustrate a new tool, the distance-distance plot. …
classical mean and covariance … time we will illustrate a new tool, the distance-distance plot. …
Faster algorithms for high-dimensional robust covariance estimation
… run into the difficulty that the covariance of such vectors would correspond to … faster algorithms.
More precisely, given an upper bound Σt on the true covariance matrix Σ, we can compute …
More precisely, given an upper bound Σt on the true covariance matrix Σ, we can compute …
Region covariance: A fast descriptor for detection and classification
… We provide a fast way of calculating covariances using the … search algorithm using a
distance metric defined on the … describe the covariance features and explain the fast computa…
distance metric defined on the … describe the covariance features and explain the fast computa…
Distance covariance analysis
We propose a dimensionality reduction method to identify linear projections that capture
interactions between two or more sets of variables. The method, distance covariance analysis (…
interactions between two or more sets of variables. The method, distance covariance analysis (…
[HTML][HTML] A statistically and numerically efficient independence test based on random projections and distance covariance
… distance covariance, its fast … distance covariance of random vectors and corresponding
independence tests. In Section 4, we present some theoretical properties on distance covariance …
independence tests. In Section 4, we present some theoretical properties on distance covariance …
Distance covariance, independence, and pairwise differences
J Raymaekers, PJ Rousseeuw - The American Statistician, 2024 - Taylor & Francis
… provide a useful background when the notion of distance covariance is taught. Also, parts (a)
… faster if we use an equispaced set X = seq(from=-1,to = 1,by = 2/(n-1)), so the computation …
… faster if we use an equispaced set X = seq(from=-1,to = 1,by = 2/(n-1)), so the computation …
Fast construction of covariance matrices for arbitrary size image windows
… In the next sections, we introduce the region covariance and discuss the integral image
based covariance matrix extraction formulation in detail. Then, we give a computational …
based covariance matrix extraction formulation in detail. Then, we give a computational …
Clarifications for “Fast Computing for Distance Covariance” by Xiaoming Huo and Gábor J. Székely
X Huo, GJ Székely - Technometrics, 2017 - Taylor & Francis
… in the definition of the squared sample distance covariance, which is given in the expression
… , we do not use the aforementioned sample distance covariance, instead, we adopted an …
… , we do not use the aforementioned sample distance covariance, instead, we adopted an …
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