Mona Azadkia
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mazadkia.bsky.social
Mona Azadkia
@mazadkia.bsky.social
Statistics at LSE
Pinned
Integrated R-squared: a new dependence measure with a simple estimator, similar to Pearson/Spearman/Chatterjee. Built on this, we introduce FORD—a consistent, tuning-free, model-free variable selector that improves on FOCI.
📄 arxiv.org/abs/2505.18146
📦 cran.r-project.org/web/packages...
Integrated R-squared: a new dependence measure with a simple estimator, similar to Pearson/Spearman/Chatterjee. Built on this, we introduce FORD—a consistent, tuning-free, model-free variable selector that improves on FOCI.
📄 arxiv.org/abs/2505.18146
📦 cran.r-project.org/web/packages...
June 19, 2025 at 4:56 PM