2025
SHGR: A Generalized Maximal Correlation Coefficient
NeurIPS 2025poster
Traditional correlation measures, such as Pearson’s and Spearman’s coefficients, are limited in their ability to capture complex relationships, particularly nonlinear and multivariate dependencies. The Hirschfeld–Gebelein–Rényi (HGR) maximal correlation offers a powerful alternative by seeking the h…