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When evaluating causal influence from one time series to another in a multivariate dataset it is necessary to take into account the conditioning effect of the other variables. In the presence of many variables, and possibly of a reduced…

Data Analysis, Statistics and Probability · Physics 2012-03-26 Daniele Marinazzo , Mario Pellicoro , Sebastiano Stramaglia

Randomization tests allow simple and unambiguous tests of null hypotheses, by comparing observed data to a null ensemble in which experimentally-controlled variables are randomly resampled. In behavioral and neuroscience experiments,…

Methodology · Statistics 2023-11-08 Kenneth D. Harris , Kevin J. Miller

A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…

Statistics Theory · Mathematics 2013-07-18 Giovanni Mana , Paolo Alberto Giuliano Albo , Simona Lago

A mixture with varying concentrations is a modification of a finite mixture model in which the mixing probabilities (concentrations of mixture components) may be different for different observations. In the paper, we assume that the…

Probability · Mathematics 2015-03-19 Alexey Doronin , Rostyslav Maiboroda

Given a set of several inputs into a system (e.g., independent variables characterizing stimuli) and a set of several stochastically non-independent outputs (e.g., random variables describing different aspects of responses), how can one…

Artificial Intelligence · Computer Science 2011-08-30 Ehtibar N. Dzhafarov , Janne V. Kujala

We study the problem of hypothesis testing between two discrete distributions, where we only have access to samples after the action of a known reversible Markov chain, playing the role of noise. We derive instance-dependent minimax rates…

Statistics Theory · Mathematics 2018-08-15 Quentin Berthet , Varun Kanade

Analysis of three-way data is becoming ever more prevalent in the literature, especially in the area of clustering and classification. Real data, including real three-way data, are often contaminated by potential outlying observations.…

We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data,…

Machine Learning · Statistics 2023-07-21 Aleksandr Podkopaev , Aaditya Ramdas

We introduce a new conservative test for quantifying the consistency of two or more datasets. The test is based on the Bayesian answer to the question, ``How much more probable is it that all my data were generated from the same model…

Astrophysics · Physics 2008-11-26 Phil Marshall , Nutan Rajguru , Anze Slosar

This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

Statistics Theory · Mathematics 2020-06-01 Rémy Mariétan , Stephan Morgenthaler

A new combinatorial-probabilistic diagnostic entropy has been introduced. It describes the pair-wise sum of probabilities of system conditions that have to be distinguished during the diagnosing process. The proposed measure describes the…

Information Theory · Computer Science 2009-09-29 Henryk Borowczyk

The paper investigates the problem of performing correlation analysis when the number of observations is very large. In such a case, it is often necessary to combine the random observations to achieve dimensionality reduction of the…

Information Theory · Computer Science 2020-10-19 Pavel Loskot

Machine-learning classifiers can be leveraged as a two-sample statistical test. Suppose each sample is assigned a different label and that a classifier can obtain a better-than-chance result discriminating them. In this case, we can infer…

Machine Learning · Computer Science 2022-12-20 Alejandro Álvarez-Ayllón , Manuel Palomo-Duarte , Juan-Manuel Dodero

We propose a method for inferring the existence of a latent common cause ('confounder') of two observed random variables. The method assumes that the two effects of the confounder are (possibly nonlinear) functions of the confounder plus…

Machine Learning · Statistics 2012-05-14 Dominik Janzing , Jonas Peters , Joris Mooij , Bernhard Schoelkopf

A distributed binary hypothesis testing problem, in which multiple observers transmit their observations to a detector over noisy channels, is studied. Given its own side information, the goal of the detector is to decide between two…

Information Theory · Computer Science 2017-04-06 Sreejith Sreekumar , Deniz Gündüz

The practice of pooling several individual test statistics to form aggregate tests is common in many statistical application where individual tests may be underpowered. While selection by aggregate tests can serve to increase power, the…

Methodology · Statistics 2020-12-08 Ruth Heller , Amit Meir , Nilanjan Chatterjee

In this paper, we investigate the verification of dissipativity properties for polynomial systems without an explicitly identified model but directly from noise-corrupted measurements. Contrary to most data-driven approaches for nonlinear…

Systems and Control · Electrical Eng. & Systems 2020-11-11 Tim Martin , Frank Allgöwer

We pose a fundamental question in computational learning theory: can we efficiently test whether a training set satisfies the assumptions of a given noise model? This question has remained unaddressed despite decades of research on learning…

Machine Learning · Computer Science 2026-05-11 Surbhi Goel , Adam R. Klivans , Konstantinos Stavropoulos , Arsen Vasilyan

We develop large sample theory for merged data from multiple sources. Main statistical issues treated in this paper are (1) the same unit potentially appears in multiple datasets from overlapping data sources, (2) duplicated items are not…

Statistics Theory · Mathematics 2018-05-22 Takumi Saegusa

Causal inference is a fundamental research topic for discovering the cause-effect relationships in many disciplines. However, not all algorithms are equally well-suited for a given dataset. For instance, some approaches may only be able to…

Machine Learning · Computer Science 2024-03-11 Zhipeng Ma , Marco Kemmerling , Daniel Buschmann , Chrismarie Enslin , Daniel Lütticke , Robert H. Schmitt