Comment on "Detecting Novel Associations In Large Data Sets" by Reshef Et Al, Science Dec 16, 2011

Understand

The proposal of Reshef et al.

• (2011) is an interesting new approach for discovering non-linear dependencies among pairs of measurements in exploratory data mining.
• However, it has a potentially serious drawback.
• 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: tests which strive to have high power against all alternatives can have low power in many important situations.