數(shù)學(xué)與統(tǒng)計(jì)學(xué)院"21世紀(jì)學(xué)術(shù)前沿"講座預(yù)告
發(fā)布日期:2015-06-23
Title: Statistical Dependency and Fast Computing
地點(diǎn):良鄉(xiāng)1-108室
時(shí)間:6月24日上午9點(diǎn)50分-10點(diǎn)50分
報(bào)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.