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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…

Statistics Theory · Mathematics 2020-08-11 Zijian Guo , Cun-Hui Zhang

We consider graphical models based on a recursive system of linear structural equations. This implies that there is an ordering, $\sigma$, of the variables such that each observed variable $Y_v$ is a linear function of a variable specific…

Methodology · Statistics 2019-06-28 Y. Samuel Wang , Mathias Drton

The linear response of non-equilibrium systems with Markovian dynamics satisfies a generalized fluctuation-dissipation relation derived from time symmetry and antisymmetry properties of the fluctuations. The relation involves the sum of two…

Statistical Mechanics · Physics 2011-01-07 Juan Ruben Gomez-Solano , Artyom Petrosyan , Sergio Ciliberto , Christian Maes

Preliminary femtoscopic results on identical pions from high statistics data set of Au+Au collisions at sqrt{s_NN}=200 GeV taken during the fourth RHIC run are presented. The measured three-dimensional correlation function is studied at low…

Nuclear Experiment · Physics 2009-11-11 M. Bystersky

Context. In previous work, we developed a quasi-Gaussian approximation for the likelihood of correlation functions, which, in contrast to the usual Gaussian approach, incorporates fundamental mathematical constraints on correlation…

Cosmology and Nongalactic Astrophysics · Physics 2015-10-21 Philipp Wilking , Randolf Röseler , Peter Schneider

The dynamic emulation of non-linear deterministic computer codes where the output is a time series, possibly multivariate, is examined. Such computer models simulate the evolution of some real-world phenomenon over time, for example models…

Machine Learning · Statistics 2022-03-22 Hossein Mohammadi , Peter Challenor , Marc Goodfellow

We calculate the two-, three- and (for the first time) four-point correlation functions of the COBE-DMR 4-year sky maps, and search for evidence of non-Gaussianity by comparing the data to Monte Carlo-simulations of the functions. The…

Astrophysics · Physics 2009-11-07 H. K. Eriksen , A. J. Banday , K. M. Gorski

A four-time correlation function was calculated using a computer simulation of a binary Lennard-Jones mixture. The information content of the four-time correlation function is similar to that of four-time correlation functions measured in…

Soft Condensed Matter · Physics 2009-11-10 Elijah Flenner , Grzegorz Szamel

Using perturbation theory, we explore the universal high momentum behavior of correlation functions of gauge invariant operators in planar noncommutative gauge theories. We find that the correlation functions are strongly enhanced when…

High Energy Physics - Theory · Physics 2009-10-31 Moshe Rozali , Mark Van Raamsdonk

Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…

Statistics Theory · Mathematics 2020-12-15 Sheng Jiang , Surya T. Tokdar

We derive the exact beyond-linear fluctuation dissipation relation, connecting the response of a generic observable to the appropriate correlation functions, for Markov systems. The relation, which takes a similar form for systems governed…

Statistical Mechanics · Physics 2008-07-03 E. Lippiello , F. Corberi , A. Sarracino , M. Zannetti

In a recent letter [\textit{Phys.~Rev.~Lett.}~\textbf{125}, 085001 (2020)], Dornheim \textit{et al.}~have presented the first \textit{ab initio} path integral Monte Carlo (PIMC) results for the nonlinear electronic density response at warm…

Plasma Physics · Physics 2021-09-22 Tobias Dornheim , Jan Vorberger , Zhandos Moldabekov

One reason why standard formulations of the central limit theorems are not applicable in high-dimensional and non-stationary regimes is the lack of a suitable limit object. Instead, suitable distributional approximations can be used, where…

Statistics Theory · Mathematics 2024-12-20 Fabian Mies

Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…

Methodology · Statistics 2026-03-10 Adam Gorm Hoffmann , Claus Thorn Ekstrøm , Andreas Kryger Jensen

Graphical models are commonly used to represent conditional dependence relationships between variables. There are multiple methods available for exploring them from high-dimensional data, but almost all of them rely on the assumption that…

Machine Learning · Statistics 2020-04-22 Tianxi Li , Cheng Qian , Elizaveta Levina , Ji Zhu

Within a Lagrangian formalism we derive the time-dependent Gutzwiller approximation for general multi-band Hubbard models. Our approach explicitly incorporates the coupling between time-dependent variational parameters and a time-dependent…

Strongly Correlated Electrons · Physics 2015-06-15 J. Bünemann , M. Capone , J. Lorenzana , G. Seibold

Variable selection for Gaussian process models is often done using automatic relevance determination, which uses the inverse length-scale parameter of each input variable as a proxy for variable relevance. This implicitly determined…

Methodology · Statistics 2019-04-24 Topi Paananen , Juho Piironen , Michael Riis Andersen , Aki Vehtari

We provide a general formula for calculating correlators of arbitrary function of a Gaussian field. This work extends the standard leading-order approximation based on the delta N formalism to the case where truncation of the delta N at…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-15 Teruaki Suyama , Shuichiro Yokoyama

Models for human choice prediction in preference learning and psychophysics often consider only binary response data, requiring many samples to accurately learn preferences or perceptual detection thresholds. The response time (RT) to make…

Neurons and Cognition · Quantitative Biology 2023-06-13 Michael Shvartsman , Benjamin Letham , Stephen Keeley

Beyond the conventional quantum regression theorem, a general formula for non-Markovian correlation functions of arbitrary system operators both in the time- and frequency-domain is given. We approach the problem by transforming the…

Quantum Physics · Physics 2016-09-21 Jinshuang Jin , Christian Karlewski , Michael Marthaler