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Isn't correlation a wrong way of measuring statistical dependence anyway? I thought that entropy-based method like Relative Entropy did this better.
by ogogmad 2y ago
Isn't correlation a wrong way of measuring statistical dependence anyway? I thought that entropy-based method like Relative Entropy did this better.
- foobarqux 2y agoYeah, Taleb has some pretty convincing arguments that correlation is generally bad/misleading and entropy is better.