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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
The exact region and an inequality between Chatterjee's a...
Jonathan Ansari, Marcus Rockel · 2025-06-19 · via math.ST updates on arXiv.org

The rank correlation ξ(X,Y), recently established by Sourav Chatterjee and already popular in the statistics literature, takes values in [0,1], where 0 characterizes independence of X and Y, and 1 characterizes perfect dependence of Y on X. Unlike concordance measures such as Spearman's ρ, which capture the degree of positive or negative dependence, ξquantifies the strength of functional dependence. In this paper, we study the attainable set of pairs (ξ(X,Y),ρ(X,Y)). The resulting ξ-\r{ho}-region is a convex set whose boundary is characterized by a novel family of absolutely continuous, asymmetric copulas having a diagonal band structure. Moreover, we prove that ξ(X,Y)\leq|ρ}(X,Y)| whenever Y is stochastically increasing or decreasing in X, and we identify the maximal difference ρ(X,Y)-ξ(X,Y) as exactly 0.4. Our proofs rely on a convex optimization problem under various equality and inequality constraints, as well as on ordering properties for ξand ρ. Our results contribute to a better understanding of Chatterjee's rank correlation, which typically yields substantially smaller values than Spearman's ρwhen quantifying positive dependencies. In particular, when interpreting the values of Chatterjee's rank correlation on the scale of ρ, the quantity \sqrtξ appears to be more appropriate.