2011
DOI: 10.1016/j.sigpro.2010.06.002
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A test of independence based on a generalized correlation function

Abstract: In this paper, we propose a novel test of independence based on the concept of correntropy. We explore correntropy from a statistical perspective and discuss its properties in the context of testing independence.We introduce the novel concept of parametric correntropy and design a test of independence based on it.We further discuss how the proposed test relaxes the assumption of Gaussianity. Finally, we discuss some computational issues related to the proposed method and compare it with state-of-the-art techni… Show more

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Cited by 31 publications
(10 citation statements)
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“…The 1D correlation matrices for the landmarks (e.g., considering T Bx and T Ty, etc. ), given the size of our data set, was computed considering correntropy, as proposed in Rao et al [27]. Bivariate correlations (i.e, taking both coordinates of each landmark together) were computed through canonical correlation analysis [28,20].…”
Section: Computation Of Data Statisticsmentioning
confidence: 99%
“…The 1D correlation matrices for the landmarks (e.g., considering T Bx and T Ty, etc. ), given the size of our data set, was computed considering correntropy, as proposed in Rao et al [27]. Bivariate correlations (i.e, taking both coordinates of each landmark together) were computed through canonical correlation analysis [28,20].…”
Section: Computation Of Data Statisticsmentioning
confidence: 99%
“…The matlab code for computing CC [54,55] is available in the form of ITL Toolbox at www.sohanseth.com/Home/codes.…”
Section: Feature Extractionmentioning
confidence: 99%
“…We eliminate such dependence by taking the maximum score over all permutations. By considering the maximum value, we aim at uncovering the best correlation score of the dimensions involved, which is in line with maximal correlation analysis [2,20]. Formally, letting F d be the set of bijective functions σ : {1, .…”
Section: Correlation Measures -A Brief Primermentioning
confidence: 96%
“…Quadratic measures of dependency [18,20,24] permit empirical computation in closed form. They closely follow the correlation model in Eq.…”
Section: Related Workmentioning
confidence: 99%