Energy distance
ML Rizzo, GJ Székely - wiley interdisciplinary reviews …, 2016 - Wiley Online Library
Energy distance is a metric that measures the distance between the distributions of random
vectors. Energy distance is zero if and only if the distributions are identical, thus it …
vectors. Energy distance is zero if and only if the distributions are identical, thus it …
The energy of data
GJ Székely, ML Rizzo - Annual Review of Statistics and Its …, 2017 - annualreviews.org
The energy of data is the value of a real function of distances between data in metric spaces.
The name energy derives from Newton's gravitational potential energy, which is also a …
The name energy derives from Newton's gravitational potential energy, which is also a …
[HTML][HTML] A modified CRITIC method to estimate the objective weights of decision criteria
In this study, we developed a modified version of the CRiteria Importance Through Inter-
criteria Correlation (CRITIC) method, namely the Distance Correlation-based CRITIC (D …
criteria Correlation (CRITIC) method, namely the Distance Correlation-based CRITIC (D …
Multivariate rank-based distribution-free nonparametric testing using measure transportation
In this article, we propose a general framework for distribution-free nonparametric testing in
multi-dimensions, based on a notion of multivariate ranks defined using the theory of …
multi-dimensions, based on a notion of multivariate ranks defined using the theory of …
NoPeek: Information leakage reduction to share activations in distributed deep learning
For distributed machine learning with sensitive data, we demonstrate how minimizing
distance correlation between raw data and intermediary representations reduces leakage of …
distance correlation between raw data and intermediary representations reduces leakage of …
Distribution-free consistent independence tests via center-outward ranks and signs
This article investigates the problem of testing independence of two random vectors of
general dimensions. For this, we give for the first time a distribution-free consistent test. Our …
general dimensions. For this, we give for the first time a distribution-free consistent test. Our …
The chi-square test of distance correlation
Distance correlation has gained much recent attention in the data science community: the
sample statistic is straightforward to compute and asymptotically equals zero if and only if …
sample statistic is straightforward to compute and asymptotically equals zero if and only if …
A fast algorithm for computing distance correlation
A Chaudhuri, W Hu - Computational statistics & data analysis, 2019 - Elsevier
Classical dependence measures such as Pearson correlation, Spearman's ρ, and Kendall's
τ can detect only monotonic or linear dependence. To overcome these limitations, Székely et …
τ can detect only monotonic or linear dependence. To overcome these limitations, Székely et …
[HTML][HTML] dcor: distance correlation and energy statistics in Python
C Ramos-Carreño, JL Torrecilla - SoftwareX, 2023 - Elsevier
This article presents dcor, an open-source Python package dedicated to distance correlation
and other statistics related to energy distance. These energy statistics include distances …
and other statistics related to energy distance. These energy statistics include distances …
Interaction pursuit in high-dimensional multi-response regression via distance correlation
Supplementary material to “Interaction pursuit in high-dimensional multi-response
regression via distance correlation”. Due to space constraints, the details about the post …
regression via distance correlation”. Due to space constraints, the details about the post …