ROBUST DEPENDENCE MEASURE FOR DETECTING ASSOCIATIONS IN LARGE DATA SET
文献类型:期刊论文
作者 | Jiang, Hangjin1,2; Wu, Qiongli2 |
刊名 | ACTA MATHEMATICA SCIENTIA
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出版日期 | 2018 |
卷号 | 38期号:1页码:57-72 |
关键词 | Cdc Dependence Measure Edc Association Large Dataset Robust |
ISSN号 | 0252-9602 |
文献子类 | Article |
英文摘要 | In this paper, we proposed a new statistical dependency measure for two random vectors based on copula, called copula dependency coefficient (CDC). The CDC is proved to be robust to outliers and easy to be implemented. Especially, it is powerful and applicable to high-dimensional problems. All these properties make CDC practically important in related applications. Both experimental and application results show that CDC is a good robust dependence measure for association detecting. |
WOS关键词 | CORRELATION-COEFFICIENT ; MAXIMUM CORRELATION |
WOS研究方向 | Mathematics |
语种 | 英语 |
WOS记录号 | WOS:000425076300003 |
出版者 | ELSEVIER SCIENCE INC |
资助机构 | National Natural Science Foundation of China(31600290) ; National Natural Science Foundation of China(31600290) ; National Natural Science Foundation of China(31600290) ; National Natural Science Foundation of China(31600290) ; National Natural Science Foundation of China(31600290) ; National Natural Science Foundation of China(31600290) ; National Natural Science Foundation of China(31600290) ; National Natural Science Foundation of China(31600290) |
源URL | [http://ir.wipm.ac.cn/handle/112942/12856] ![]() |
专题 | 中国科学院武汉物理与数学研究所 |
通讯作者 | Wu, Qiongli |
作者单位 | 1.Univ Chinese Acad Sci, Beijing 100049, Peoples R China 2.Chinese Acad Sci, Wuhan Inst Phys & Math, Key Lab Magnet Resonance Biol Syst, Wuhan 430071, Hubei, Peoples R China |
推荐引用方式 GB/T 7714 | Jiang, Hangjin,Wu, Qiongli. ROBUST DEPENDENCE MEASURE FOR DETECTING ASSOCIATIONS IN LARGE DATA SET[J]. ACTA MATHEMATICA SCIENTIA,2018,38(1):57-72. |
APA | Jiang, Hangjin,&Wu, Qiongli.(2018).ROBUST DEPENDENCE MEASURE FOR DETECTING ASSOCIATIONS IN LARGE DATA SET.ACTA MATHEMATICA SCIENTIA,38(1),57-72. |
MLA | Jiang, Hangjin,et al."ROBUST DEPENDENCE MEASURE FOR DETECTING ASSOCIATIONS IN LARGE DATA SET".ACTA MATHEMATICA SCIENTIA 38.1(2018):57-72. |
入库方式: OAI收割
来源:武汉物理与数学研究所
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