I am pretty sure the LLR stuff in UR is based off of this blog post and associated paper:
http://tdunning.blogspot.com/2008/03/surprise-and-coincidence.html Accurate Methods for the Statistics of Surprise and Coincidence by Ted Dunning http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.14.5962 On Thu, Nov 16, 2017 at 10:26 AM Noelia Osés Fernández <no...@vicomtech.org> wrote: > Hi, > > I've been trying to understand how the UR algorithm works and I think I > have a general idea. But I would like to have a *mathematical description* > of the step in which the LLR comes into play. In the CCO presentations I > have found it says: > > (PtP) compares column to column using > *log-likelihood based correlation test* > > However, I have searched for "log-likelihood based correlation test" in > google but no joy. All I get are explanations of the likelihood-ratio test > to compare two models. > > I would very much appreciate a math explanation of log-likelihood based > correlation test. Any pointers to papers or any other literature that > explains this specifically are much appreciated. > > Best regards, > Noelia >
