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Saturday, December 7 • 7:00pm - 11:59pm
The Randomized Dependence Coefficient

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We introduce the Randomized Dependence Coefficient (RDC), a measure of non-linear dependence between random variables of arbitrary dimension based on the Hirschfeld-Gebelein-Rényi Maximum Correlation Coefficient. RDC is defined in 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.
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Bernhard Schölkopf

Bernhard Scholkopf received degrees in mathematics (London) and physics (Tubingen), and a doctorate in computer science from the Technical University Berlin. He has researched at AT&T Bell Labs, at GMD FIRST, Berlin, at the Australian National University, Canberra, and at Microsoft... Read More →

Saturday December 7, 2013 7:00pm - 11:59pm PST
Harrah's Special Events Center, 2nd Floor
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