I’ll have to check this out – Maximal Information-based Nonparametric Exploration (MINE - har har). The link to the paper in Science.
I haven’t looked at this very much yet. It appears to be a way of weeding out potential variable relationships for further exploration. Because it’s nonparametric, relationships don’t have to be linear, and spurious relationships are controlled with a false discovery rate method. A jar file and R file are both provided.