Consistency of the Maximal Information Coefficient Estimator

07/08/2021

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by   John Lazarsfeld, et al.

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The Maximal Information Coefficient (MIC) of Reshef et al. (Science, 2011) is a statistic for measuring dependence between variable pairs in large datasets. In this note, we prove that MIC is a consistent estimator of the corresponding population statistic MIC_*. This corrects an error in an argument of Reshef et al. (JMLR, 2016), which we describe.