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Dec 31, 2021 • 4 tweets • 3 min read
1/4 A new coefficient of correlation #maths #statistics

šŸ“Ž math.papers.bar/paper/0871ee22…

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).

šŸ§µšŸ‘‡ Image 2/4 Animation comparing it with linear correlation