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For a matrix $M$ in which entries $m_{a,b}$ denote the number of co-occurrences between elements $a,b$ from two distinct sets $A$ and $B$, how do I identify pairs with a significantly high co-occurrence? The absolute number of occurrences differs a lot between different $a$ as well as between different $b$.

If I look for entries with high $p(a|b) = m_{a,b}/|m_b|$ with $|m_{.,b}|$ being the sum of all entries $m_{.,b}$, frequently occurring $a$s are favoured, and vice versa when only considering $p(b|a)$.

So far, my approach has been to compute $p(a|b) p(b|a)$, but I lose any intuition about what the resulting number really means, and I'm wondering whether there might be a better approach.

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  • $\begingroup$ Your terminology is somewhat foreign to me. Does this have something to do with probability and/or statistics? Does p(a|b) represent a conditional probability? Can you explain your terms for people like me who are not familiar with them? $\endgroup$ Sep 7, 2012 at 22:48
  • $\begingroup$ Yes I guess I'm using the terminology a bit wrong given that my interest is a bit underspecified. But yes, p(a|b) would be the conditional probability of seeing a if we are seeing an occurrence of b. Think people of one country a visiting another country b. I'm looking for relevant (probably a better term than "significant") pairs of travel origins and destinations. If some countries have a high number of occurrences as origin or destination, the individual conditional probabilities aren't as meaningful as I'd like. $\endgroup$
    – user979
    Sep 8, 2012 at 0:33

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It looks like you might be looking for a measure such as mutual information, log likelihood or dice. There are also a number of recent papers that look at this. See This stack overflow post using the checkerboard score.

Mutual information is best for unlikely pairs and looks for the difference between the product of the two marginal distribution and the joint distribution. https://en.wikipedia.org/wiki/Mutual_information

dice and log likelihood may work better for your case if you are looking for more common pairings. Dice is calculated by by taking the joint distribution over the sum of the two marginal distributions and then multiplying by two.

There is another website that covers this in detail with reference to word co occurrences and there is a large amount of discussion of this topic in this area of research. https://tm4ss.github.io/docs/Tutorial_5_Co-occurrence.html#3_statistical_significance

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