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

[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

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. …

Faster algorithms for high-dimensional robust covariance estimation

Y Cheng, I Diakonikolas, R Ge… - … on Learning Theory, 2019 - proceedings.mlr.press
… 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

Region covariance: A fast descriptor for detection and classification

O Tuzel, F Porikli, P Meer - … 2006: 9th European Conference on Computer …, 2006 - Springer
… 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 covariance analysis

B Cowley, J Semedo, A Zandvakili… - Artificial Intelligence …, 2017 - proceedings.mlr.press
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 (…

[HTML][HTML] A statistically and numerically efficient independence test based on random projections and distance covariance

C Huang, X Huo - Frontiers in Applied Mathematics and Statistics, 2022 - frontiersin.org
distance covariance, its fastdistance covariance of random vectors and corresponding
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

Fast construction of covariance matrices for arbitrary size image windows

F Porikli, O Tuzel - 2006 International Conference on Image …, 2006 - ieeexplore.ieee.org
… 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

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 …