5 ms·
I haven't yet read this in detail, but it seemed to (reasonably) miss Chatterjee correlation, which is also fun.
by nmca 3y ago
I haven't yet read this in detail, but it seemed to (reasonably) miss Chatterjee correlation, which is also fun.
- eigenvalue 3y agoFunny you should mention that, since I recently responded to a tweet about Chatterjee correlation to mention Hoeffding’s D, and that’s what got me thinking about it again over the past couple days and wanting to build up more intuition for how and why it works: https://x.com/doodlestein/status/1759328443466920444?s=46 https://x.com/doodlestein/status/1759328443466920444?s=46
- hackerlight 3y agoCopula correlation, wavelet cross-correlation and dynamic conditional correlation are some others.
- dr_dshiv 3y agoSuper. Any recommended resources?
- hackerlight 3y agoNot in particular, but wavelet cross-correlation is the most interesting if you wanted to choose one to look at.