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A framework for quantifying dependence between random vectors is introduced. With the notion of a collapsing function, random vectors are summarized by single random variables, called collapsed random variables in the framework. Using this…

Methodology · Statistics 2018-01-12 Marius Hofert , Wayne Oldford , Avinash Prasad , Mu Zhu

In this paper we define a population parameter, ``Generalized Variable Importance Metric (GVIM)'', to measure importance of predictors for black box machine learning methods, where the importance is not represented by model-based parameter.…

Computation · Statistics 2023-12-27 Mohammad Kaviul Anam Khan , Olli Saarela , Rafal Kustra

There has been a wide interest to extend univariate and multivariate nonparametric procedures to clustered and hierarchical data. Traditionally, parametric mixed models have been used to account for the correlation structures among the…

Statistics Theory · Mathematics 2018-03-02 Jaakko Nevalainen , Denis Larocque , Hannu Oja , Ilkka Pörsti

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

Disordered Systems and Neural Networks · Physics 2025-01-30 Joseph W. Baron , Thomas Jun Jewell , Christopher Ryder , Tobias Galla

Additive genetic variance in natural populations is commonly estimated using mixed models, in which the covariance of the genetic effects is modeled by a genetic similarity matrix derived from a dense set of markers. An important but…

Applications · Statistics 2015-09-09 Willem Kruijer

Existing metrics in competing risks survival analysis such as concordance and accuracy do not evaluate a model's ability to jointly predict the event type and the event time. To address these limitations, we propose a new metric, which we…

Methodology · Statistics 2019-08-20 Kartik Ahuja , Mihaela van der Schaar

Data from spectrophotometers form vectors of a large number of exploitable variables. Building quantitative models using these variables most often requires using a smaller set of variables than the initial one. Indeed, a too large number…

Machine Learning · Computer Science 2007-09-26 Fabrice Rossi , Amaury Lendasse , Damien François , Vincent Wertz , Michel Verleysen

Methods to identify cause-effect relationships currently mostly assume the variables to be scalar random variables. However, in many fields the objects of interest are vectors or groups of scalar variables. We present a new constraint-based…

Methodology · Statistics 2022-12-02 Jonas Wahl , Urmi Ninad , Jakob Runge

This paper proposes a new mutual independence test for a large number of high dimensional random vectors. The test statistic is based on the characteristic function of the empirical spectral distribution of the sample covariance matrix. The…

Statistics Theory · Mathematics 2012-05-31 G. M. Pan , J. Gao , Y. Yang , M. Guo

Estimating a covariance matrix is central to high-dimensional data analysis. Empirical analyses of high-dimensional biomedical data, including genomics, proteomics, microbiome, and neuroimaging, among others, consistently reveal strong…

Methodology · Statistics 2024-12-05 Yifan Yang , Chixiang Chen , Shuo Chen

Collective behaviors that emerge from interactions are fundamental to numerous biological systems. To learn such interacting forces from observations, we introduce a measure-valued neural network that infers measure-dependent interaction…

Numerical Analysis · Mathematics 2026-04-08 Liyao Lyu , Xinyue Yu , Hayden Schaeffer

Recent surge of interests in cognitive assessment has led to the developments of novel statistical models for diagnostic classification. Central to many such models is the well-known Q-matrix, which specifies the item-attribute…

Methodology · Statistics 2011-06-06 Jingchen Liu , Gongjun Xu , Zhiliang Ying

Recovering causal structure in the presence of latent variables is an important but challenging task. While many methods have been proposed to handle it, most of them require strict and/or untestable assumptions on the causal structure. In…

Machine Learning · Computer Science 2025-10-28 Wei Chen , Linjun Peng , Zhiyi Huang , Haoyue Dai , Zhifeng Hao , Ruichu Cai , Kun Zhang

Many learning algorithms require categorical data to be transformed into real vectors before it can be used as input. Often, categorical variables are encoded as one-hot (or dummy) vectors. However, this mode of representation can be…

Machine Learning · Statistics 2021-10-29 Jonathan Johannemann , Vitor Hadad , Susan Athey , Stefan Wager

Investigating relationships between variables in multi-dimensional data sets is a common task for data analysts and engineers. More specifically, it is often valuable to understand which ranges of which input variables lead to particular…

Machine Learning · Computer Science 2020-09-14 Johannes Knittel , Andres Lalama , Steffen Koch , Thomas Ertl

While hidden class models of various types arise in many statistical applications, it is often difficult to establish the identifiability of their parameters. Focusing on models in which there is some structure of independence of some of…

Statistics Theory · Mathematics 2009-09-01 Elizabeth S. Allman , Catherine Matias , John A. Rhodes

We propose a procedure for assigning a relevance measure to each explanatory variable in a complex predictive model. We assume that we have a training set to fit the model and a test set to check the out of sample performance. First, the…

Machine Learning · Statistics 2020-02-17 Pedro Delicado , Daniel Peña

The number of common friends (or connections) in a graph is a commonly used measure of proximity between two nodes. Such measures are used in link prediction algorithms and recommendation systems in large online social networks. We obtain…

Probability · Mathematics 2019-08-14 Bikramjit Das , Souvik Ghosh

Recognizing, quantifying and visualizing associations between two variables is increasingly important. This paper investigates how a new function-valued measure of dependence, the quantile dependence function, can be used to construct tests…

Methodology · Statistics 2019-04-16 Ćmiel Bogdan , Ledwina Teresa

Connection matrices were introduced by Freedman, Lovasz and Schrijver [1], who used them to characterize graph homomorphism functions. The goal of this note is to determine the exact rank of these matrices. The result can be rephrased in…

Combinatorics · Mathematics 2007-05-23 Laszlo Lovasz