Questions tagged [correlation]

The tag has no usage guidance.

2 questions with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
1 vote
0 answers
94 views

What is meant by correlation structure?

I know only about the Pearson's correlation coefficient in literature. Covariance between two random variables $X$ and $Y$ is defined as $$Cov[X, Y] = \mathbb{E}[(X - \mathbb{E}[X])(Y-\mathbb{E}[Y])]$$...
  • 3,251
0 votes
0 answers
14 views

Given a dataset with columns $x_1, x_2, \dots, x_n, y$, which algorithm can tell me which $x$ values had the biggest impact on $y$?

I have a set of data that is generated from a monolithic Monte Carlo-based program. I've set up a way to monitor the calculations of this program and output values correlating to those calculations, ...