large-scale data exploration, MIC-style

UPDATE 2/8/2012: Simon & Tibshirani posted a critical commentary on this paper here. See additional thoughts here. Real-world data are messy. Relationships between two variables can take on an infinite number of forms, and while one doesn’t see, say, umbrella-shaped data very often, strange things can happen. When scientists talk about correlations or associations between … Continue reading large-scale data exploration, MIC-style