數(shù)學與統(tǒng)計學院"21世紀學術(shù)前沿"講座預告
來源: 發(fā)布日期:2015-06-23
Title: Statistical Dependency and Fast Computing
地點:良鄉(xiāng)1-108室
時間:6月24日上午9點50分-10點50分
報告人:Xiaoming Huo, 霍曉明 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.