Dependence maps, a dimensionality reduction with dependence distance for high-dimensional data

摘要

We introduce the dependence distance, a new notion of the intrinsic distance between points, derived as a pointwise extension of statistical dependence measures between variables. We then introduce a dimension reduction procedure for preserving this distance, which we call the dependence map. We explore its theoretical justification, connection to other methods, and empirical behavior on real data sets.