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Consistency of the Maximal Information Coefficient Estimator

Published 8 Jul 2021 in stat.ME, cs.IT, cs.LG, math.IT, and stat.ML | (2107.03836v1)

Abstract: The Maximal Information Coefficient (MIC) of Reshef et al. (Science, 2011) is a statistic for measuring dependence between variable pairs in large datasets. In this note, we prove that MIC is a consistent estimator of the corresponding population statistic MIC$_*$. This corrects an error in an argument of Reshef et al. (JMLR, 2016), which we describe.

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Authors (2)

  1. John Lazarsfeld 
  2. Aaron Johnson 

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