|
Activity Number:
|
258
- On Recent Progress in Measuring Dependence and Conditional Dependence
|
|
Type:
|
Invited
|
|
Date/Time:
|
Tuesday, August 9, 2022 : 10:30 AM to 12:20 PM
|
|
Sponsor:
|
IMS
|
|
Abstract #320586
|
|
|
Title:
|
On Chatterjee's Rank Correlation
|
|
Author(s):
|
Fang Han* and Zhexiao Lin
|
|
Companies:
|
University of Washington and University of Washington
|
|
Keywords:
|
dependence measure;
independence test;
rank correlation;
nearest neighbor;
power analysis
|
|
Abstract:
|
Chatterjee's innovative approach to estimating a measure of dependence first proposed by Dette et al. (2013) based on simple rank statistics has quickly caught attention. This measure of dependence has the unusual property of being between 0 and 1, and being 0 or 1 if and only if the corresponding pair of random variables is independent or one is a measurable function of the other almost surely. In this talk, I will review some recent progress in studying and generalizing Chatterjee's idea to more complicated settings.
|
Authors who are presenting talks have a * after their name.
