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 …

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 …

[HTML][HTML] A modified CRITIC method to estimate the objective weights of decision criteria

AR Krishnan, MM Kasim, R Hamid, MF Ghazali - Symmetry, 2021 - mdpi.com
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 …

Multivariate rank-based distribution-free nonparametric testing using measure transportation

N Deb, B Sen - Journal of the American Statistical Association, 2023 - Taylor & Francis
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 …

NoPeek: Information leakage reduction to share activations in distributed deep learning

P Vepakomma, A Singh, O Gupta… - … Conference on Data …, 2020 - ieeexplore.ieee.org
For distributed machine learning with sensitive data, we demonstrate how minimizing
distance correlation between raw data and intermediary representations reduces leakage of …

Distribution-free consistent independence tests via center-outward ranks and signs

H Shi, M Drton, F Han - Journal of the American Statistical …, 2022 - Taylor & Francis
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 …

The chi-square test of distance correlation

C Shen, S Panda, JT Vogelstein - Journal of Computational and …, 2022 - Taylor & Francis
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 …

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 …

[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 …

Interaction pursuit in high-dimensional multi-response regression via distance correlation

Y Kong, D Li, Y Fan, J Lv - 2017 - projecteuclid.org
Supplementary material to “Interaction pursuit in high-dimensional multi-response
regression via distance correlation”. Due to space constraints, the details about the post …