Chemistry
5 years ago

New method detects hidden relationships between processes, revolutionizing data analysis!

Probability and Mathematical Statistics
Distance covariance for stochastic processes
Muneya Matsui, Thomas Mikosch, Gennady Samorodnitsky

Paper Summary

The distance covariance of two random vectors measures how they are related. Researchers have developed a way to test if two processes are independent by using a similar concept for stochastic processes. This method can help determine if two processes are related or not.

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