nips nips2013 nips2013-327 nips2013-327-reference knowledge-graph by maker-knowledge-mining
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Author: David Lopez-Paz, Philipp Hennig, Bernhard Schölkopf
Abstract: We introduce the Randomized Dependence Coefficient (RDC), a measure of nonlinear dependence between random variables of arbitrary dimension based on the Hirschfeld-Gebelein-R´ nyi Maximum Correlation Coefficient. RDC is defined in e terms of correlation of random non-linear copula projections; it is invariant with respect to marginal distribution transformations, has low computational cost and is easy to implement: just five lines of R code, included at the end of the paper. 1
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