Related papers: A new multivariate dependence measure based on com…
Motivated by a neuroscience question about synchrony detection in spike train analysis, we deal with the independence testing problem for point processes. We introduce non-parametric test statistics, which are rescaled general…
The demonstration and use of Bell-nonlocality, a concept that is fundamentally striking and is at the core of applications in device independent quantum information processing, relies heavily on the assumption of measurement independence,…
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…
Quantifying coherence is an essential endeavor for both quantum foundations and quantum technologies. In this paper, we put forward a quantitative measure of coherence by following the axiomatic definition of coherence measures introduced…
The maximal correlation coefficient is a well-established generalization of the Pearson correlation coefficient for measuring non-linear dependence between random variables. It is appealing from a theoretical standpoint, satisfying…
We present simple general conditions on the acceptance sets under which their induced monetary risk and deviation measures are comonotonic additive. We show that acceptance sets induce comonotonic additive risk measures if and only if the…
We give a complete characterization of both comonotone and not comonotone coherent risk measures in the discrete finite probability space, where each outcome is equally likely. To the best of our knowledge, this is the first work that…
We propose new affine invariant tests for multivariate normality, based on independence characterizations of the sample moments of the normal distribution. The test statistics are obtained using canonical correlations between sets of sample…
We introduce nonparametric tests of independence for bivariate circular data based on trigonometric moments. Our contributions lie in (i) proposing nonparametric tests that are locally and asymptotically optimal against bivariate cosine von…
First, we present a concise glossary of formulas for composition of standard, cumulant, factorial, and factorial cumulant moments in superposition (compound) models, where final particles are created via independent emission from a…
We investigated the possibility that a single measurement run with a definite outcome is a joint unitary evolution of all the participating systems, and measurement runs with different definite outcomes correspond to different unitary maps.…
We proposed a new statistical dependency measure called Copula Dependency Coefficient(CDC) for two sets of variables based on copula. It is robust to outliers, easy to implement, powerful and appropriate to high-dimensional variables. These…
We are interested to the multifractal analysis of inhomogeneous Bernoulli products which are also known as coin tossing measures. We give conditions ensuring the validity of the multifractal formalism for such measures. On another hand, we…
We are interested to the multifractal analysis of inhomogeneous Bernoulli products which are also known as coin tossing measures. We give conditions ensuring the validity of the multifractal formalism for such measures. On another hand, we…
This paper is devoted to study the qualitative properties of hybrid measure differential equations (HMDEs, for short). We establish several results on the existence of global solutions, including the existence of regulated, continuous,…
In the literature, quite a few measures have been proposed for quantifying the deviation of a probability distribution from symmetry. The most popular of these skewness measures are based on the third centralized moment and on quantiles.…
We introduce the concept of assemblage moment matrices, i.e., a collection of matrices of expectation values, each associated with a conditional quantum state obtained in a steering experiment. We demonstrate how it can be used for quantum…
Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…
We show first that there are intrinsic relationships among different conditions, old and recent, which lead to some general statements in both the Stieltjes and the Hamburger moment problems. Then we describe checkable conditions and prove…
In various research areas related to decision making, problems and their solutions frequently rely on certain functions being monotonic. In the case of non-monotonic functions, one would then wish to quantify their lack of monotonicity. In…