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Saturday, May 24, 2014

Detecting Spurious Correlations

Detailed piece by Vincent Granville.  Useful for reference and application.

Tutorial: How to detect spurious correlations, and how to find the real ones

Specifically designed in the context of big data in our research lab, the new and simple strong correlation synthetic metric proposed in this article should be used, whenever you want to check if there is a real association between two variables, especially in large-scale automated data science or machine learning projects. Use this new metric now  ... " 

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