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Physical Sciences and Mathematics Commons

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University of Arkansas, Fayetteville

2020

Distance Correlation

Applied Statistics

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Full-Text Articles in Physical Sciences and Mathematics

Learning Networks With Categorical Data Using Distance Correlation, And A Novel Graph-Based Multivariate Test, Jian Tinker Jul 2020

Learning Networks With Categorical Data Using Distance Correlation, And A Novel Graph-Based Multivariate Test, Jian Tinker

Graduate Theses and Dissertations

We study the use of distance correlation for statistical inference on categorical data, especially the induction of probability networks. Szekely et al. first defined distance correlation for continuous variables in [42], and Zhang translated the concept into the categorical setting in [57] by defining dCor(X,Y) for categorical variables X = (x1,...,xI) and Y = (y1,...,yJ) where P(X=xi)=[pi]i and P(Y=yi)=[pi]j with the formula [Please open the document]

Part I of the dissertation covers the background we need to understand this formula, and prepares us to analyze the properties and performance of its applications.

Part II then presents the main results of …