Related papers: A Simple Method for Obtaining the Maximal Correlat…
Distribution regression seeks to estimate the conditional distribution of a multivariate response given a continuous covariate. This approach offers a more complete characterization of dependence than traditional regression methods.…
The problem of determining the joint probability distributions for correlated random variables with pre-specified marginals is considered. When the joint distribution satisfying all the required conditions is not unique, the "most unbiased"…
This paper introduces a new conservative fusion method to exploit the correlated components within the estimation errors. Fusion is the process of combining multiple estimates of a given state to produce a new estimate with a smaller MSE.…
We propose a new cross-correlation method that can recognize independent realizations of the same type of stochastic processes and can be used as a new kind of pattern recognition tool in biometrics, sensing, forensic, security and image…
Distance correlation is a novel class of multivariate dependence measure, taking positive values between 0 and 1, and applicable to random vectors of arbitrary dimensions, not necessarily equal. It offers several advantages over the…
We present a rapid method for the exact calculation of the cumulative distribution function of the maximum of multinomially distributed random variables. The method runs in time $O(mn)$, where $m$ is the desired maximum and $n$ is the…
Not a matter of serious contention, Pearson's correlation coefficient is still the most important statistical association measure. Restricted to just two variables, this measure sometimes doesn't live up to users' needs and expectations.…
The maximum correlation of functions of a pair of random variables is an important measure of stochastic dependence. It is known that this maximum nonlinear correlation is identical to the absolute value of the Pearson correlation for a…
We study the properties of the giant connected component in random graphs with arbitrary degree distribution. We concentrate on the degree-degree correlations. We show that the adjoining nodes in the giant connected component are correlated…
Baker (2008) introduced a new class of bivariate distributions based on distributions of order statistics from two independent samples of size n. Lin-Huang (2010) discovered an important property of Baker's distribution and showed that the…
Measuring the correlation (association) between two random variables is one of the important goals in statistical applications. In the literature, the covariance between two random variables is a widely used criterion in measuring the…
Sampling from multimodal distributions is a challenging task in scientific computing. When a distribution has an exact symmetry between the modes, direct jumps among them can accelerate the samplings significantly. However, the…
Using a maximum-likelihood criterion, we derive optimal correlation strategies for signals with and without digitization. We assume that the signals are drawn from zero-mean Gaussian distributions, as is expected in radio-astronomical…
George R. Terrell (1983, {Ann. Probab., vol. 11(3), pp. 823--826) showed that the Pearson coefficient of correlation of an ordered pair from a random sample of size two is at most one-half, and the equality is attained only for rectangular…
How can we characterize different types of correlation between quantum systems? Since correlations cannot be generated locally, we take any real function of a multipartite state which cannot increase under local operations to measure a…
Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…
A novel strategy aimed at cooperatively differentiating a signal among multiple interacting agents is introduced, where none of the agents needs to know which agent is the leader, i.e. the one producing the signal to be differentiated.…
Given two time series, A and B, sampled asynchronously at different times {t_A_i} and {t_B_j}, termed "ticks", how can one best estimate the correlation coefficient \rho between changes in A and B? We derive a natural, minimum-variance…
In Bipartite Correlation Clustering (BCC) we are given a complete bipartite graph $G$ with `+' and `-' edges, and we seek a vertex clustering that maximizes the number of agreements: the number of all `+' edges within clusters plus all `-'…
A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…