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We construct and analyze an estimator of association between random variables based on their similarity in both direction and magnitude. Under special conditions, the proposed measure becomes a robust and consistent estimator of the linear…

Econometrics · Economics 2026-01-21 Ilya Archakov

We present a systematic comparison of some usual estimators of the 2--point correlation function, some of them currently used in Cosmology, others extensively employed in the field of the statistical analysis of point processes. At small…

A new nonparametric estimator of a convex regression function in any dimension is proposed and its convergence properties are studied. We start by using any estimator of the regression function and we \emph{convexify} it by taking the…

Statistics Theory · Mathematics 2010-06-16 Néstor E. Aguilera , Liliana Forzani , Pedro Morin

We discuss the averaging problem in general relativity, using the form of the macroscopic gravity equations in the case of spherical symmetry in volume preserving coordinates. In particular, we calculate the form of the correlation tensor…

Astrophysics · Physics 2009-11-11 A. A. Coley , N. Pelavas

With the advent of surveys containing millions to billions of galaxies, it is imperative to develop analysis techniques that utilize the available statistical power. In galaxy clustering, even small sample contamination arising from…

Cosmology and Nongalactic Astrophysics · Physics 2020-02-18 Humna Awan , Eric Gawiser

Statistical emulators of computer simulators have proven to be useful in a variety of applications. The widely adopted model for emulator building, using a Gaussian process model with strictly positive correlation function, is…

Methodology · Statistics 2012-02-29 Cari G. Kaufman , Derek Bingham , Salman Habib , Katrin Heitmann , Joshua A. Frieman

We explain in detail how to estimate mean values and assess statistical errors for arbitrary functions of elementary observables in Monte Carlo simulations. The method is to estimate and sum the relevant autocorrelation functions, which is…

High Energy Physics - Lattice · Physics 2009-09-29 Ulli Wolff

The problem of calculating real-time correlation functions is formulated in terms of an imaginary-time partial differential equation. The latter is solved analytically for the perturbed harmonic oscillator and compared with the known exact…

Statistical Mechanics · Physics 2007-05-23 P. E. Kornilovitch

We analyze correlation functions in a toy model of a random geometry interacting with matter. We show that in general the connected correlator will contain a long-range scaling part which is in some sense a remnant of the disconnected part.…

High Energy Physics - Lattice · Physics 2015-06-25 J. Ambjorn , P. Bialas , J. Jurkiewicz

Monte Carlo simulations are powerful tools for understanding the effects of radiation interactions within detector devices allowing not only to evaluate typical estimates for experimental measurements and to serve as means for designing…

Instrumentation and Detectors · Physics 2016-02-09 F. Marinho , K. Akiba

We apply Bayesian statistics to the estimation of correlation functions. We give the probability distributions of auto- and cross-correlations as functions of the data. Our procedure uses the measured data optimally and informs about the…

Data Analysis, Statistics and Probability · Physics 2022-12-27 Angel Gutierrez-Rubio , Juan S. Rojas-Arias , Jun Yoneda , Seigo Tarucha , Daniel Loss , Peter Stano

The classical regular and partial autocorrelation functions are powerful tools for stationary time series modelling and analysis. However, it is increasingly recognized that many time series are not stationary and the use of classical…

Statistics Theory · Mathematics 2021-10-27 Rebecca Killick , Marina I. Knight , Guy P. Nason , Idris A. Eckley

We present a new estimator, omega, of the small scale galaxy correlation function that is robust against the effects of redshift space distortions and large scale structures. The estimator is a weighted integral of the redshift space or…

Astrophysics · Physics 2008-11-26 Nikhil Padmanabhan , Martin White , Daniel J. Eisenstein

Generalised regression estimation allows one to make use of available auxiliary information in survey sampling. We develop three types of generalised regression estimator when the auxiliary data cannot be matched perfectly to the sample…

Methodology · Statistics 2020-05-20 Li-Chun Zhang

Properly estimating correlations between objects at different spatial scales necessitates $\mathcal{O}(n^2)$ distance calculations. For this reason, most widely adopted packages for estimating correlations use clustering algorithms to…

I present a new improved estimator for the correlation function of 2D nonlinear sigma models. Numerical tests for the 2D XY model and the 2D O(3)-invariant vector model were performed. For small physical volume, i.e. a lattice size small…

High Energy Physics - Lattice · Physics 2010-12-01 Martin Hasenbusch

The angular correlation is a method for measuring the distribution of structure in the Universe, through the statistical properties of the angular distribution of galaxies on the sky. We measure the angular correlation of galaxies from the…

Cosmology and Nongalactic Astrophysics · Physics 2024-11-20 Brandon Venville , David Parkinson , Natasha Hurley-Walker , Tim Galvin , Kathryn Ross

There has been increasing interest in recent years in the development of approaches to estimate causal effects when the number of potential confounders is prohibitively large. This growth in interest has led to a number of potential…

Methodology · Statistics 2020-02-05 Joseph Antonelli , Matthew Cefalu

We discuss the various definitions of time correlation functions and how to estimate them from experimental or simulation data. We start with the various definitions, both in real and in Fourier space, and explain how to extract from them a…

Statistical Mechanics · Physics 2020-02-06 Tomas S. Grigera

Networks where each node has one or more associated numerical values are common in applications. This work studies how summary statistics used for the analysis of spatial data can be applied to non-spatial networks for the purposes of…

Social and Information Networks · Computer Science 2024-05-09 Rudy Arthur
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