Ben Murell writes:
Our reply to Kinney and Atwal has come out (http://www.pnas.org/content/early/2014/04/29/1403623111.full.pdf) along with their response (http://www.pnas.org/content/early/2014/04/29/1404661111.full.pdf). I feel like they somewhat missed the point. If you’re still interested in this line of discussion, feel free to post, and maybe the Murrells and Kinney can bash it out in your comments!
Background:
Heller, Heller, and Gorfine on univariate and multivariate information measures
Kinney and Atwal on the maximal information coefficient
Mr. Pearson, meet Mr. Mandelbrot: Detecting Novel Associations in Large Data Sets
Gorfine, Heller, Heller, Simon, and Tibshirani don’t like MIC
The fun thing is that all these people are sending me their papers, and I’m enough of an outsider in this field that each of the papers that are sent to me look interesting.