This tweet contains a visualization comparison between linear correlation and “Chatarjee correlation:”
It would be great if someone who has Wikipedia edit privileges, can edit the Wikipedia article at [1] to describe/link how the Chatarjee's correlation coefficient solves many of the known limitation of Pearson's correlation coefficient. ;)
[1] https://en.wikipedia.org/wiki/Pearson_correlation_coefficien...
(especially second top-left diagram)
But the part that one would add would not necessarily be the definition of the coefficient ξn, but rather the interesting discussion at the beginning about what makes for a good correlation coefficient.