Equitability Analysis of the Maximal Information Coefficient, with Comparisons

Equitability Analysis of the Maximal Information Coefficient, with Comparisons
David Reshef (1), Yakir Reshef (1), Michael Mitzenmacher (2), Pardis Sabeti (2) (1, 2 – contributed equally)
(Submitted on 27 Jan 2013)

A measure of dependence is said to be equitable if it gives similar scores to equally noisy relationships of different types. Equitability is important in data exploration when the goal is to identify a relatively small set of strongest associations within a dataset as opposed to finding as many non-zero associations as possible, which often are too many to sift through. Thus an equitable statistic, such as the maximal information coefficient (MIC), can be useful for analyzing high-dimensional data sets. Here, we explore both equitability and the properties of MIC, and discuss several aspects of the theory and practice of MIC. We begin by presenting an intuition behind the equitability of MIC through the exploration of the maximization and normalization steps in its definition. We then examine the speed and optimality of the approximation algorithm used to compute MIC, and suggest some directions for improving both. Finally, we demonstrate in a range of noise models and sample sizes that MIC is more equitable than natural alternatives, such as mutual information estimation and distance correlation.

Advertisements

1 thought on “Equitability Analysis of the Maximal Information Coefficient, with Comparisons

  1. Pingback: Most viewed on Haldane’s Sieve: February 2013 | Haldane's Sieve

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s