Abstract
We introduce the dependence distance, a new notion of the intrinsic distance between points, derived as a pointwise extension of statistical dependence measures between variables. We then introduce a dimension reduction procedure for preserving this distance, which we call the dependence map. We explore its theoretical justification, connection to other methods, and empirical behavior on real data sets.
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Lee, K., Gray, A. & Kim, H. Dependence maps, a dimensionality reduction with dependence distance for high-dimensional data. Data Min Knowl Disc 26, 512–532 (2013). https://doi.org/10.1007/s10618-012-0267-9
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DOI: https://doi.org/10.1007/s10618-012-0267-9