Theoretical Foundations of Equitability and the Maximal Information Coefficient

@article{Reshef2014TheoreticalFO,
  title={Theoretical Foundations of Equitability and the Maximal Information Coefficient},
  author={Yakir A Reshef and David N. Reshef and Pardis C Sabeti and Michael Mitzenmacher},
  journal={CoRR},
  year={2014},
  volume={abs/1408.4908}
}
The maximal information coefficient (MIC) is a tool for finding the strongest pairwise relationships in a data set with many variables [1]. MIC is useful because it gives similar scores to equally noisy relationships of different types. This property, called equitability, is important for analyzing high-dimensional data sets. Here we formalize the theory behind both equitability and MIC in the language of estimation theory. This formalization has a number of advantages. First, it allows us to… CONTINUE READING

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