Abstract
Pearson product-moment correlation coefficient represents a fundamental measure of similarity between two data vectors. In various applications, it is meaningful to consider its weighted version known as the weighted Pearson correlation coefficient. Its properties are studied in this theoretical paper; these include the robustness to rounding, as it is an important issue in approximate neurocomputing, or specific robustness properties for the context of template matching in image analysis. For a highly robust correlation coefficient inspired by the least weighted estimator, properties are derived and novel hypothesis tests are proposed. This robust measure is recommendable particularly for data contaminated by outliers (not only) in the context of image analysis.
The research was supported by the grant 22-02067S “Approximate Neurocomputing” of the Czech Science Foundation.
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Acknowledgements
The authors are grateful to Jakub Krett for numerical experiments motivating this work and to Jiří Šíma and Václav Šmídl for discussion about Sect. 2.
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Kalina, J., Vidnerová, P. (2023). Properties of the Weighted and Robust Implicitly Weighted Correlation Coefficients. In: Iliadis, L., Papaleonidas, A., Angelov, P., Jayne, C. (eds) Artificial Neural Networks and Machine Learning – ICANN 2023. ICANN 2023. Lecture Notes in Computer Science, vol 14262. Springer, Cham. https://doi.org/10.1007/978-3-031-44201-8_17
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