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This tweet contains a visualization comparison between linear correlation and “Chatarjee correlation:”

https://twitter.com/adad8m/status/1474754752193830912?s=21



Since it's rank-based, it would be nice to see a comparison to Spearman's correlation instead. It's very easy to find failure cases for Pearson, so the visualization is next to meaningless, IMO.


This new coefficient of correlation is really really awesome, and this visualization shows its value in such a beautifully simple presentation.

It would be great if someone who has Wikipedia edit privileges, can edit the Wikipedia article at [1] to describe/link how the Chatarjee's correlation coefficient solves many of the known limitation of Pearson's correlation coefficient. ;)

[1] https://en.wikipedia.org/wiki/Pearson_correlation_coefficien...

(especially second top-left diagram)


Easy there. New correlation coefficients get proposed all the time (eg. the introduction of the linked paper lists ~10-20 alone!). It's not a good idea to add every newly proposed coefficient to established wiki pages, just because they trend on social media. Yes, the paper looks nice, but if you read any new paper proposing a new measure, they all do! They're meant to be written that way. Let the community decide and test and discuss, and if in 10 years this new coefficient is well accepted and has proven itself, we can think about your proposed edit. Doing it before is putting the cart before the horse, and is a recipe for astroturfing.


The right place to add it would be here AFAICT: https://en.wikipedia.org/wiki/Correlation#Other_measures_of_.... The article on Pearson's shouldn't get sidetracked by discussing other types of variables. (or rather, it already has too many)

But the part that one would add would not necessarily be the definition of the coefficient ξn, but rather the interesting discussion at the beginning about what makes for a good correlation coefficient.


thanks. this is what i was intending to say, but you said it much better. :)




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