Related papers: Multivariate records based on dominance
We propose a new sufficient dimension reduction approach designed deliberately for high-dimensional classification. This novel method is named maximal mean variance (MMV), inspired by the mean variance index first proposed by Cui, Li and…
Random permutations with distribution conditionally uniform given the set of record values can be generated in a unified way, coherently for all values of $n$. Our central example is a two-parameter family of random permutations that are…
Asymptotic theories on record values and times, including central limit theorems, make sense only if the sequence of records values (and of record times) is infinite. If not, such theories could not even be an option. In this paper, we give…
Spaces with locally varying scale of measurement, like multidimensional structures with differently scaled dimensions, are pretty common in statistics and machine learning. Nevertheless, it is still understood as an open question how to…
In this paper we derive a Large Deviation Principle (LDP) for inhomogeneous U/V-statistics of a general order. Using this, we derive a LDP for two types of statistics: random multilinear forms, and number of monochromatic copies of a…
This paper is an axiomatic study of consistent approval-based multi-winner rules, i.e., voting rules that select a fixed-size group of candidates based on approval ballots. We introduce the class of counting rules and provide an axiomatic…
We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…
This article studies statistical estimation of $\pi$ based on the fact that the ratio of the volumes of a $d$-dimensional hypersphere and a $d$-dimensional hypercube is a certain function of $\pi$, and the function depends on the dimension…
We investigate the statistics of three kinds of records associated with planar random walks, namely diagonal, simultaneous and radial records. The mean numbers of these records grow as universal power laws of time, with respective exponents…
We study two-sample tests for relevant differences in persistence diagrams obtained from $L^p$-$m$-approximable data $(\mathcal{X}_t)_t$ and $(\mathcal{Y}_t)_t$. To this end, we compare variance estimates w.r.t.\ the Wasserstein metrics on…
Records among a sequence of iid random variables $X_1,X_2,\dotsc$ on the real line have been investigated extensively over the past decades. A record is defined as a random variable $X_n$ such that $X_n>\max(X_1,\dotsc,X_{n-1})$. Trying to…
High-dimensional tests are applied to find relevant sets of variables and relevant models. If variables are selected by analyzing the sums of products matrices and a corresponding mean-value test is performed, there is the danger that the…
For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…
We determine the asymptotics of the number of independent sets of size $\lfloor \beta 2^{d-1} \rfloor$ in the discrete hypercube $Q_d = \{0,1\}^d$ for any fixed $\beta \in [0,1]$ as $d \to \infty$, extending a result of Galvin for $\beta…
We introduce methods to bound the mean of a discrete distribution (or finite population) based on sample data, for random variables with a known set of possible values. In particular, the methods can be applied to categorical data with…
When testing for the mean vector in a high dimensional setting, it is generally assumed that the observations are independently and identically distributed. However if the data are dependent, the existing test procedures fail to preserve…
In this paper, we show that the halfspace depth random variable for samples from a univariate distribution with a notion of center is distributed as a uniform distribution on the interval [0,1/2]. The simplicial depth random variable has a…
We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables (for the strong law of…
Diversities have recently been developed as multiway metrics admitting clear and useful notions of hyperconvexity and tight span. In this note we consider the analytic properties of diversities, in particular the generalizations of uniform…
We treat the problem of testing independence between m continuous variables when m can be larger than the available sample size n. We consider three types of test statistics that are constructed as sums or sums of squares of pairwise rank…