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It is well known that the independence of the sample mean and the sample variance characterizes the normal distribution. By using Anosov's theorem, we further investigate the analogous characteristic properties in terms of the sample mean…

Statistics Theory · Mathematics 2021-12-14 Chin-Yuan Hu , Gwo Dong Lin

We formulate necessary and sufficient conditions for an arbitrary discrete probability distribution to factor according to an undirected graphical model, or a log-linear model, or other more general exponential models. For decomposable…

Statistics Theory · Mathematics 2007-06-13 Dan Geiger , Christopher Meek , Bernd Sturmfels

We explore the relationship between possibility measures (supremum preserving normed measures) and p-boxes (pairs of cumulative distribution functions) on totally preordered spaces, extending earlier work in this direction by De Cooman and…

Probability · Mathematics 2013-01-04 Matthias C. M. Troffaes , Enrique Miranda , Sebastien Destercke

We discuss two parameterizations of models for marginal independencies for discrete distributions which are representable by bi-directed graph models, under the global Markov property. Such models are useful data analytic tools especially…

Machine Learning · Statistics 2008-01-10 Monia Lupparelli , Giovanni M. Marchetti , Wicher P. Bergsma

We consider a family of Markov chains whose transition dynamics are affected by model parameters. Understanding the parametric dependence of (complex) performance measures of such Markov chains is often of significant interest. The…

Probability · Mathematics 2017-07-14 Chang-Han Rhee , Peter Glynn

Conditional independence testing is a key problem required by many machine learning and statistics tools. In particular, it is one way of evaluating the usefulness of some features on a supervised prediction problem. We propose a novel…

Machine Learning · Statistics 2019-08-02 Marco Henrique de Almeida Inácio , Rafael Izbicki , Rafael Bassi Stern

Probabilistic Graphical Models (PGMs) encode conditional dependencies among random variables using a graph -nodes for variables, links for dependencies- and factorize the joint distribution into lower-dimensional components. This makes PGMs…

Starting from a Markov chain with a finite alphabet, we consider the chain obtained when all but one symbol are undistinguishable for the practitioner. We study necessary and sufficient conditions for this chain to have continuous…

Probability · Mathematics 2014-09-23 Walter A. F. de Carvalho , Sandro Gallo , Nancy L. Garcia

Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…

Probability · Mathematics 2021-08-03 Alain Durmus , Arnaud Guillin , Pierre Monmarché

We study random walks on contingency tables with fixed marginals, corresponding to a (log-linear) hierarchical model. If the set of allowed moves is not a Markov basis, then there exist tables with the same marginals that are not connected.…

Commutative Algebra · Mathematics 2016-04-08 Thomas Kahle , Johannes Rauh , Seth Sullivant

Markov processes on the lattices with arbitrary dimension are omnipresent in statistical mechanics; however their algebraic description is complete only in dimension 1, for which linear algebra provides many tools complementary to the…

Probability · Mathematics 2025-04-08 Damien Simon

An extension of the conditional expectations (those under a given subalgebra of events and not the simple ones under a single event) from the classical to the quantum case is presented. In the classical case, the conditional expectations…

Mathematical Physics · Physics 2010-01-22 Gerd Niestegge

This work investigates the intersection property of conditional independence. It states that for random variables $A,B,C$ and $X$ we have that $X$ independent of $A$ given $B,C$ and $X$ independent of $B$ given $A,C$ implies $X$ independent…

Probability · Mathematics 2016-08-18 Jonas Peters

This work addresses the following question: Under what assumptions on the data generating process can one infer the causal graph from the joint distribution? The approach taken by conditional independence-based causal discovery methods is…

Machine Learning · Computer Science 2012-02-20 Jonas Peters , Joris Mooij , Dominik Janzing , Bernhard Schoelkopf

The variability of structure in a finite Markov equivalence class of causally sufficient models represented by directed acyclic graphs has been fully characterized. Without causal sufficiency, an infinite semi-Markov equivalence class of…

Artificial Intelligence · Computer Science 2013-02-01 Benoit Desjardins

Graphical Markov models combine conditional independence constraints with graphical representations of stepwise data generating processes.The models started to be formulated about 40 years ago and vigorous development is ongoing.…

Methodology · Statistics 2015-10-12 Nanny Wermuth

It is well-known that discrete-time finite-state Markov Chains, which are described by one-sided conditional probabilities which describe a dependence on the past as only dependent on the present, can also be described as one-dimensional…

Mathematical Physics · Physics 2018-12-18 Aernout C. D. van Enter

Testing two potentially multivariate variables for statistical dependence on the basis finite samples is a fundamental statistical challenge. Here we explore a family of tests that adapt to the complexity of the relationship between the…

Machine Learning · Statistics 2020-10-23 Baihan Lin , Nikolaus Kriegeskorte

A graphical model encodes conditional independence relations via the Markov properties. For an undirected graph these conditional independence relations can be represented by a simple polytope known as the graph associahedron, which can be…

Statistics Theory · Mathematics 2017-12-08 Fatemeh Mohammadi , Caroline Uhler , Charles Wang , Josephine Yu

We study conditional independence under infinite measures on punctured product spaces, a notion recently introduced for graphical modeling in multivariate extremes and L\'evy processes. In contrast to classical probabilistic conditional…

Statistics Theory · Mathematics 2026-04-03 Shuyang Bai , Vishal Routh