Conference >>


For Participants >>



Dr. Adam Ding
Northeastern University, USA
Equitability and Dependence Measures
Reshef et al. (Science, 2011) proposed the concept of equitability that measures of dependence should satisfy: treating all types of functional relationships, linear and nonlinear, equally. To this end, they proposed a novel measure, the maximal information coefficient (MIC). Recently, Kinney and Atwal (2014) showed that MIC is in fact not equitable under a strict mathematical definition, while recommending the self-equitable mutual information (MI). We propose a new equitability definition to select among self-equitable measures. The copula correlation (Ccor), based on the $L_1$-distance of copula density, is shown to be equitable under all equitability definitions. We also prove theoretically that Ccor is much easier to estimate than MI. Simulations and real data analyses are used to illustrate application of the equitable measures.
Aidong Adam Ding is an associate professor in Mathematics at Northeastern University (Boston, USA). He received his Ph.D. in Statistics from Cornell University, and previously hold visiting faculty positions in Harvard University and University of Rochester. He has conducted research on statistical methodology and applications in biostatistics, engineering and finance. He has published in journals such as Journal of American Statistical Association, Journal of the Royal Statistical Society Series B, Biostatistics, Biometrics, Biometrika. His current research focus includes nonlinear dependence measures, cybersecurity, survival analysis.
Home | About Engii | Contact Us
Copyright © 2007 - 2015 Engineering Information Institute. All rights reserved.