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Consider longitudinal networks whose edges turn on and off according to a discrete-time Markov chain with exponential-family transition probabilities. We characterize when their joint distributions are also exponential families with the…

Methodology · Statistics 2024-03-12 William K. Schwartz , Sonja Petrović , Hemanshu Kaul

We develope the framework of transitional conditional independence. For this we introduce transition probability spaces and transitional random variables. These constructions will generalize, strengthen and unify previous notions of…

Statistics Theory · Mathematics 2021-08-30 Patrick Forré

Cyclic monotone independence is an algebraic notion of noncommutative independence, introduced in the study of multi-matrix random matrix models with small rank. Its algebraic form turns out to be surprisingly close to monotone…

Operator Algebras · Mathematics 2024-11-12 Benoît Collins , Felix Leid , Noriyoshi Sakuma

Several interesting models for contingency tables are defined by a system of equality and inequality constraints on a suitable set of marginal log-linear parameters. After reviewing the most common difficulties which are intrinsic to order…

Statistics Theory · Mathematics 2014-01-09 Roberto Colombi , Antonio Forcina

We study maximum likelihood estimation in log-linear models under conditional Poisson sampling schemes. We derive necessary and sufficient conditions for existence of the maximum likelihood estimator (MLE) of the model parameters and…

Statistics Theory · Mathematics 2012-07-24 Stephen E. Fienberg , Alessandro Rinaldo

We study the problem of independence and conditional independence tests between categorical covariates and a continuous response variable, which has an immediate application in genetics. Instead of estimating the conditional distribution of…

Methodology · Statistics 2015-05-05 Bo Jiang , Chao Ye , Jun S. Liu

We consider graphs that represent pairwise marginal independencies amongst a set of variables (for instance, the zero entries of a covariance matrix for normal data). We characterize the directed acyclic graphs (DAGs) that faithfully…

Artificial Intelligence · Computer Science 2015-08-04 Johannes Textor , Alexander Idelberger , Maciej Liśkiewicz

Likelihood-free methods perform parameter inference in stochastic simulator models where evaluating the likelihood is intractable but sampling synthetic data is possible. One class of methods for this likelihood-free problem uses a…

Machine Learning · Statistics 2020-12-21 Conor Durkan , Iain Murray , George Papamakarios

Probabilistic independence can dramatically simplify the task of eliciting, representing, and computing with probabilities in large domains. A key technique in achieving these benefits is the idea of graphical modeling. We survey existing…

Artificial Intelligence · Computer Science 2013-02-21 Fahiem Bacchus , Adam J. Grove

We study the problem of testing \emph{conditional independence} for discrete distributions. Specifically, given samples from a discrete random variable $(X, Y, Z)$ on domain $[\ell_1]\times[\ell_2] \times [n]$, we want to distinguish, with…

Data Structures and Algorithms · Computer Science 2018-07-03 Clément L. Canonne , Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

Finite mixtures of regression models offer a flexible framework for investigating heterogeneity in data with functional dependencies. These models can be conveniently used for unsupervised learning on data with clear regression…

Methodology · Statistics 2013-12-03 Utkarsh J. Dang , Paul D. McNicholas

In this paper, we establish some general forms of the law of the iterated logarithm for independent random variables in a sub-linear expectation space, where the random variables are not necessarily identically distributed. Exponential…

Probability · Mathematics 2021-06-16 Li-Xin Zhang

We present a novel, conditional generative probabilistic model of set-valued data with a tractable log density. This model is a continuous normalizing flow governed by permutation equivariant dynamics. These dynamics are driven by a…

We propose new statistical tests, in high-dimensional settings, for testing the independence of two random vectors and their conditional independence given a third random vector. The key idea is simple, i.e., we first transform each…

Methodology · Statistics 2026-01-28 Jinyuan Chang , Yue Du , Jing He , Qiwei Yao

We study the connection between probability distributions satisfying certain conditional independence (CI) constraints, and point and line arrangements in incidence geometry. To a family of CI statements, we associate a polynomial ideal…

Commutative Algebra · Mathematics 2021-04-01 Oliver Clarke , Fatemeh Mohammadi , Harshit J. Motwani

Fitting a graphical model to a collection of random variables given sample observations is a challenging task if the observed variables are influenced by latent variables, which can induce significant confounding statistical dependencies…

Machine Learning · Statistics 2020-10-20 Armeen Taeb , Parikshit Shah , Venkat Chandrasekaran

Detecting conditional independencies plays a key role in several statistical and machine learning tasks, especially in causal discovery algorithms. In this study, we introduce LCIT (Latent representation based Conditional Independence…

Machine Learning · Computer Science 2022-09-07 Bao Duong , Thin Nguyen

Characterization problems in free probability are studied here. Using subordination of free additive and free multiplicative convolutions we generalize some known characterizations in free probability to random variables with unbounded…

Operator Algebras · Mathematics 2021-04-20 Wiktor Ejsmont , Uwe Franz , Kamil Szpojankowski

We extend the relation between random matrices and free probability theory from the level of expectations to the level of all correlation functions (which are classical cumulants of traces of products of the matrices). We introduce the…

Operator Algebras · Mathematics 2007-06-13 Benoit Collins , James A. Mingo , Piotr Sniady , Roland Speicher

Over the last couple of decades, several copula based methods have been proposed in the literature to test for the independence among several random variables. But these existing tests are not invariant under monotone transformations of the…

Statistics Theory · Mathematics 2019-11-15 Angshuman Roy , Anil Ghosh , Alok Goswami , C. A. Murthy
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