Couple of weeks ago, I was hunting for a non-linear association measure for a use case I was working on. That’s when I came across this paper that introduces "Rearrangement Correlation." It provides a fresh take on the tried-and-tested Pearson's r. I couldn't use the result for my specific problem. Nonetheless, the paper is a pretty … Continue reading Rearrangement Correlation: First Principle Thinking to capture Non-linear Relationships?