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I am confusing about the relationship between MI score and correlation score. I've searched for some information and know that: with Cov(,) we look at what non-independence does to their product, while in (,) we look at what non-independence does to their joint probability distribution. (Mutual information versus correlation)

But when I plot the graph of MI score and correlation score, I am still confused. In the below graph, I am using the rolling window to continue plot the score between 'Topic' and 'Emotion' As you can see in the x-axis where the range between 140-160, the correlation(Pearson) score is quite low, whereas the same period in the MI graph, the score is no significant low or high

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Shin Yu Wu
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  • Since MI and correlation are not measuring the same thing it would be surprising if they didn't behave differently. – Glen_b Dec 02 '19 at 00:43
  • So actually there is no relationship between MI score and correlation score? I thought there might have some contrast trend – Shin Yu Wu Dec 02 '19 at 00:59
  • It's not clear to me how you jumped from "not the same thing" to "no relationship". Correlation is a more specific kind of association. – Glen_b Dec 02 '19 at 01:05
  • oh! Because when I see the graph, there is no specific relationship between these two, that's why I am wondering if there is 'no relationship'. So in the case that I show above, can I say there is no correlation between the 'topic' and 'emotion'? Because the Pearson score is usually lower than 0.3. – Shin Yu Wu Dec 02 '19 at 01:11
  • I don't follow what you're asking. Lack of obvious relationship in a particular instance isn't necessarily any indication of lack of relationship in general. – Glen_b Dec 02 '19 at 02:15
  • sorry, I didn't ask very clear before. I mean in this case(the graph I show), can I say in **this period**, there is no relationship between the topic(Finance) and the emotion(Sadness)? – Shin Yu Wu Dec 02 '19 at 03:10
  • You need to do two things: 1. explain the axes of your plots (what's the x-axis?) and make sure your question reflects what you want to know. You'll need to edit your question. – Glen_b Dec 02 '19 at 03:34

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