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Consider a high-dimensional linear regression problem, where the number of covariates is larger than the number of observations and the interest is in estimating the conditional variance of the response variable given the covariates. A…

Statistics Theory · Mathematics 2019-03-29 David Azriel

The multivariate conditional probability distribution models the effects of a set of variables onto the statistical properties of another set of variables. In the study of systemic risk in a financial system, the multivariate conditional…

Risk Management · Quantitative Finance 2021-05-05 Tomaso Aste

We define what it means for a joint probability distribution to be compatible with a set of independent causal mechanisms, at a qualitative level -- or, more precisely, with a directed hypergraph ${\mathcal{A}}$, which is the qualitative…

Information Theory · Computer Science 2025-01-28 Oliver E Richardson , Spencer Peters , Joseph Y Halpern

A coefficient is introduced that quantifies the extent of separation of a random variable $Y$ relative to a number of variables $\mathbf{X} = (X_1, \dots, X_p)$ by skillfully assessing the sensitivity of the relative effects of the…

Methodology · Statistics 2025-03-27 Sebastian Fuchs , Carsten Limbach , Patrick B. Langthaler

A primary goal in recent research on contextuality has been to extend this concept to cases of inconsistent connectedness, where observables have different distributions in different contexts. This article proposes a solution within the…

Quantum Physics · Physics 2019-06-07 Matt Jones

Pearl and Verma developed d-separation as a widely used graphical criterion to reason about the conditional independencies that are implied by the causal structure of a Bayesian network. As acyclic ground probabilistic logic programs…

Logic in Computer Science · Computer Science 2023-08-31 Kilian Rückschloß , Felix Weitkämper

Species sampling processes have long served as the fundamental framework for modeling random discrete distributions and exchangeable sequences. However, data arising from distinct but related sources require a broader notion of…

Statistics Theory · Mathematics 2026-02-03 Beatrice Franzolini , Antonio Lijoi , Igor Prünster , Giovanni Rebaudo

Stationary distributions of multivariate diffusion processes have recently been proposed as probabilistic models of causal systems in statistics and machine learning. Motivated by these developments, we study stationary multivariate…

Statistics Theory · Mathematics 2024-08-02 Tobias Boege , Mathias Drton , Benjamin Hollering , Sarah Lumpp , Pratik Misra , Daniela Schkoda

The field of distribution-free predictive inference provides tools for provably valid prediction without any assumptions on the distribution of the data, which can be paired with any regression algorithm to provide accurate and reliable…

Statistics Theory · Mathematics 2023-01-19 Michael Bian , Rina Foygel Barber

Some practical results are derived for population inference based on a sample, under the two qualitative conditions of 'ignorability' and exchangeability. These are the 'Histogram Theorem', for predicting the outcome of a non-sampled member…

Statistics Theory · Mathematics 2015-11-12 Jonathan Rougier

``Behind every limit theorem, there is an inequality'' said Kolmogorov. We say ``for every inequality, there is an approximate inequality under approximate regularity conditions.'' Suppose $X, X'$ are independent and identically distributed…

Statistics Theory · Mathematics 2026-04-17 Manit Paul , Arun Kumar Kuchibhotla

In this paper, we consider the problem of testing properties of joint distributions under the Conditional Sampling framework. In the standard sampling model, the sample complexity of testing properties of joint distributions is exponential…

Computational Complexity · Computer Science 2022-08-03 Rishiraj Bhattacharyya , Sourav Chakraborty

The reliability of a system of components depends on reliability of each component. Thus, the initial statistical work should be the estimation of the reliability of each component of the system. This is not an easy task because when the…

We define a probabilistic programming language for Gaussian random variables with a first-class exact conditioning construct. We give operational, denotational and equational semantics for this language, establishing convenient properties…

Programming Languages · Computer Science 2021-01-28 Dario Stein , Sam Staton

The problem of non-iterative one-shot and non-destructive correction of unavoidable mistakes arises in all Artificial Intelligence applications in the real world. Its solution requires robust separation of samples with errors from samples…

Machine Learning · Computer Science 2017-09-05 A. N. Gorban , I. Y. Tyukin

We present a way of introducing joint distibution function and its marginal distribution functions for non-compatible observables. Each such marginal distribution function has the property of commutativity. Models based on this approach can…

Quantum Physics · Physics 2007-05-23 Oľga Nánásiová , Andrei Yu. Khrennikov

Distribution testing deals with what information can be deduced about an unknown distribution over $\{1,\ldots,n\}$, where the algorithm is only allowed to obtain a relatively small number of independent samples from the distribution. In…

Computational Complexity · Computer Science 2016-09-23 Eldar Fischer , Oded Lachish , Yadu Vasudev

In physics we often use very simple models to describe systems with many degrees of freedom, but it is not clear why or how this success can be transferred to the more complex biological context. We consider models for the joint…

Neurons and Cognition · Quantitative Biology 2024-12-06 Luisa Ramirez , William Bialek , Stephanie E. Palmer , David J. Schwab

Conditional diffusion models serve as the foundation of modern image synthesis and find extensive application in fields like computational biology and reinforcement learning. In these applications, conditional diffusion models incorporate…

Machine Learning · Computer Science 2024-03-19 Hengyu Fu , Zhuoran Yang , Mengdi Wang , Minshuo Chen

Markov decision processes model systems subject to nondeterministic and probabilistic uncertainty. A plethora of verification techniques addresses variations of reachability properties, such as: Is there a scheduler resolving the…

Logic in Computer Science · Computer Science 2025-05-26 Lina Gerlach , Tobias Winkler , Erika Ábrahám , Borzoo Bonakdarpour , Sebastian Junges
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