数学与统计学院"21世纪学术前沿"乐动平台

Title: Statistical Dependency and Fast Computing
地点：良乡1-108室
时间：6月24日上午9点50分-10点50分
报告人：Xiaoming Huo, 霍晓明   Georgia Institute of Technology and National Science Foundation

      We consider computation of statistical dependence measures that are based on pairwise distances. Distance correlation had been introduced as a better alternative to the celebrated Pearson’s correlation. The existing algorithm for the distance correlation seemingly requires an O(n^2) algorithm, and I will show how it can be done in O(n log n). Moreover, many other statistical dependency related quantities can be computed efficiently. I will give some other examples. This talk is based on a joint work with Dr. Gabor Szekely.