COMMENT ON “DETECTING NOVEL ASSOCIATIONS IN LARGE DATA SETS” BY RESHEF ET AL, SCIENC.pdfVIP

. COMMENT ON “DETECTING NOVEL ASSOCIATIONS IN LARGE DATA SETS” BY RESHEF ET AL, SCIENCE DEC 16, 2011 NOAH SIMON AND ROBERT TIBSHIRANI The proposal of Reshef et. al. (“MIC”) is an interesting new approach for discovering non-linear dependencies among pairs of measurements in exploratory data mining. However, it has a potentially serious draw- back. The authors laud the fact that MIC has no preference for some alternatives over others, but as the authors know, there is no free lunch in Statistics: te