Related papers: Detection of correlations
Modern data sets in various domains often include units that were sampled non-randomly from the population and have a latent correlation structure. Here we investigate a common form of this setting, where every unit is associated with a…
We introduce a simple diagnostic test for assessing the overall or partial goodness of fit of a linear causal model with errors being independent of the covariates. In particular, we consider situations where hidden confounding is…
Correlation measure of order $k$ is an important measure of randomness in binary sequences. This measure tries to look for dependence between several shifted version of a sequence. We study the relation between the correlation measure of…
This article extends the hypotheses assessment method to the case with two competing simple hypotheses. In doing so we further clarify the benefits that hypotheses assessments can bring to classical statistical analyses. Given that…
We design and mathematically analyze sampling-based algorithms for regularized loss minimization problems that are implementable in popular computational models for large data, in which the access to the data is restricted in some way. Our…
The maximum likelihood threshold of a graph is the smallest number of data points that guarantees that maximum likelihood estimates exist almost surely in the Gaussian graphical model associated to the graph. We show that this graph…
A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…
We develop a formalism for constructing stochastic upper bounds on the expected full sample risk for supervised classification tasks via the Hilbert coresets approach within a transductive framework. We explicitly compute tight and…
A simple method is proposed to estimate the instantaneous correlations between state variables in a hybrid system from the empirical correlations between observable market quantities such as spot rate, stock price and implied volatility.…
We consider the problem of simultaneous detection and estimation under a sequential framework. In particular we are interested in sequential tests that distinguish between the null and the alternative hypothesis and every time the decision…
We study the detection capability of the weak-value amplification on the basis of the statistical hypothesis testing. We propose a reasonable testing method in the physical and statistical senses to find that the weak measurement with the…
We study the statistical limits of testing and estimation for a rank one deformation of a Gaussian random tensor. We compute the sharp thresholds for hypothesis testing and estimation by maximum likelihood and show that they are the same.…
In this paper, we are concerned with the independence test for $k$ high-dimensional sub-vectors of a normal vector, with fixed positive integer $k$. A natural high-dimensional extension of the classical sample correlation matrix, namely…
Deviations between the form of trajectory assumed in a fit to a set of measurements and the actual form of the trajectory can give rise to sequential correlations in the residuals from the fit. These correlations can provide a more powerful…
We investigate the problem of detecting correlation between two Erd\H{o}s-R\'enyi graphs $G(n,p)$, formulated as a hypothesis testing problem: under the null hypothesis, the two graphs are independent, while under the alternative…
This short note suggests a heuristic method for detecting the dependence of random time series that can be used in the case when this dependence is relatively weak and such that the traditional methods are not effective. The method requires…
Particularly in genomics, but also in other fields, it has become commonplace to undertake highly multiple Student's $t$-tests based on relatively small sample sizes. The literature on this topic is continually expanding, but the main…
We investigate the problem of jointly testing a pair of composite hypotheses and, depending on the test result, estimating a random parameter under distributional uncertainties. Specifically, it is assumed that the distribution of the data…
We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity. The alternatives are stationary self-exciting point processes. We…
We describe a statistical hypothesis test for the presence of a signal. The test allows the researcher to fix the signal location and/or width a priori, or perform a search to find the signal region that maximizes the signal. The background…