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Implement energy distance in terms of distance covariance #46

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vnmabus opened this issue Dec 22, 2022 · 0 comments
Open

Implement energy distance in terms of distance covariance #46

vnmabus opened this issue Dec 22, 2022 · 0 comments

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@vnmabus
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vnmabus commented Dec 22, 2022

We can implement energy distance in terms of distance covariance, as shown in https://arxiv.org/pdf/1910.08883.pdf.

We need to study:

  • How this affect the current parameters of energy distance.
  • How to allow users to optionally access the different implementations of distance covariance, as well as the old energy distance implementation (if needed).
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