New Article on the XI coefficient

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I have a new article up on the Win-Vector blog, about the ξ (‘XI’) correlation coeffient that was recently introduced by Professor Sourav Chatterjee in his paper, “A New Coefficient of Correlation”.

XICOR coeffient

Unlike traditional correlation coefficients, ξ does not assume that the relationship between x and y is linear; in principle, it can be any functional relationship. While this is potentially useful, ξ also has some disadvantages, too.

In my Win-Vector post, I run some informal experiments to try to get a sense of what different values of ξ might mean.

Please check it out.