no code implementations • 9 Jan 2015 • Hangjin Jiang, Kan Liu, Yiming Ding
Measuring dependence between two random variables is very important, and critical in many applied areas such as variable selection, brain network analysis.
no code implementations • 6 Oct 2013 • Hangjin Jiang, Yiming Ding
We proposed a new statistical dependency measure called Copula Dependency Coefficient(CDC) for two sets of variables based on copula.