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Comment by neeleshs

4 years ago

There is also another paper comparing the power of Chatterjee coefficient with other traditional ones.

https://arxiv.org/abs/2008.11619

It is interesting to note that the Chatterjee paper makes a point of mentioning Pearson, Spearman, Kendall's tau, whereas the ones focused on in this paper all appear as citations but aren't explicitly discussed.

  • To be fair, Pearson, Spearman and Kendall's tau are the coeffisicent people use in practice. Had I been in the author's position I would have done the same: cite all the interesting developements but compare with what people actually use.

    Comparing with something people barely know should be nice but people have a limited attention span so I would push to that anexes at best and focus on the more important parts.

    • For Pearson, Spearman, and Kendall's tau: (i) neither one of them could detect complex (nonlinear/non-monotone) dependence; (ii) they are clearly very powerful in detecting linear/monotone dependence. All these results have been documented in textbooks and repeatedly talked in classes for over 50 years.