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Dec 31, 2021
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4 tweets
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3 min read
1/4
A new coefficient of correlation
#maths
#statistics
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math.papers.bar/paper/0871ee22ā¦
Introduces Chatterjee correlation coef which is 0 if the vars are independent and 1 if one is a measurable function of the other, and is computationally efficient to compute O(nlog n).
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2/4
Animation comparing it with linear correlation
https://twitter.com/adad8m/status/1474754752193830912