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Moran's index and Getis-Ord,s indices are important statistical measures of spatial autocorrelation analysis. Each of them has its own function and scope of application. However, the association of Moran index with Getis-Ord index is not…

Physics and Society · Physics 2025-08-28 Yanguang Chen

It is critical to understand the properties of spatial correlation matrices in massive multiple-input multiple-output (MIMO) systems. We derive new bounds on the extreme eigenvalues of a spatial correlation matrix that is characterized by…

Information Theory · Computer Science 2014-06-23 Junil Choi , David J. Love

Detecting spatial patterns is fundamental to scientific discovery, yet current methods lack statistical consensus and face computational barriers when applied to large-scale spatial omics datasets. We unify major approaches through a single…

Applications · Statistics 2026-02-04 Jiayu Su , Jun Hou Fung , Haoyu Wang , Dian Yang , David A. Knowles , Raul Rabadan

While the linear Pearson correlation coefficient represents a well-established normalized measure to quantify the interrelation of two stochastic variables $X$ and $Y$, it fails for multidimensional variables such as Cartesian coordinates.…

Data Analysis, Statistics and Probability · Physics 2024-09-19 Daniel Nagel , Georg Diez , Gerhard Stock

Distance correlation is a measure of dependence between two paired random vectors or matrices of arbitrary, not necessarily equal, dimensions. Unlike Pearson correlation, the population distance correlation coefficient is zero if and only…

Methodology · Statistics 2025-06-19 Kontemeniotis Nikolaos , Vargiakakis Rafail , Tsagris Michail

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…

Information Theory · Computer Science 2019-06-04 Elad Domanovitz , Uri Erez

Not a matter of serious contention, Pearson's correlation coefficient is still the most important statistical association measure. Restricted to just two variables, this measure sometimes doesn't live up to users' needs and expectations.…

Mathematical Finance · Quantitative Finance 2024-02-02 Reza Salimi , Kamran Pakizeh

Besides the classical distinction of correlation and dependence, many dependence measures bear further pitfalls in their application and interpretation. The aim of this paper is to raise and recall awareness of some of these limitations by…

Methodology · Statistics 2020-04-17 Björn Böttcher

Image based diagnostics are interpreted in the context of spatial resolution. The same is true for tomographic image reconstruction. Current empirically driven approaches to quantify spatial resolution rely on a deterministic formulation…

Image and Video Processing · Electrical Eng. & Systems 2021-02-03 Johannes Emmert , Steven Wagner , Kyle J. Daun

This study develops a spatially varying coefficient model by extending the random effects eigenvector spatial filtering model. The developed model has the following properties: its coefficients are interpretable in terms of the Moran…

We propose a new autocorrelation measure for functional time series that we term spherical autocorrelation. It is based on measuring the average angle between lagged pairs of series after having been projected onto the unit sphere. This new…

Methodology · Statistics 2022-07-14 Chi-Kuang Yeh , Gregory Rice , Joel A. Dubin

We study the auto-correlation measures of invariant random point processes in the hyperbolic plane which arise from various classes of aperiodic Delone sets. More generally, we study auto-correlation measures for large classes of Delone…

Dynamical Systems · Mathematics 2020-02-14 Michael Björklund , Tobias Hartnick , Felix Pogorzelski

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

It is shown that under essentially all conditions, the non-linear classical equations governing gravitation and matter in cosmology have a solution in which far outside the horizon in a suitable gauge the reduced spatial metric (the spatial…

High Energy Physics - Theory · Physics 2008-12-30 Steven Weinberg

The extension of bivariate measures of dependence to non-Euclidean spaces is a challenging problem. The non-linear nature of these spaces makes the generalisation of classical measures of linear dependence (such as the covariance) not…

Statistics Theory · Mathematics 2024-10-10 Meshal Abuqrais , Davide Pigoli

Testing for dependence has been a well-established component of spatial statistical analyses for decades. In particular, several popular test statistics have desirable properties for testing for the presence of spatial autocorrelation in…

Applications · Statistics 2020-02-25 Youjin Lee , Elizabeth L. Ogburn

Machine learning is gaining popularity in a broad range of areas working with geographic data, such as ecology or atmospheric sciences. Here, data often exhibit spatial effects, which can be difficult to learn for neural networks. In this…

Machine Learning · Computer Science 2021-08-20 Konstantin Klemmer , Daniel B. Neill

We analyse the covariance of the one-dimensional mass power spectrum along lines of sight. The covariance reveals the correlation between different modes of fluctuations in the cosmic density field and gives the sample variance error for…

Astrophysics · Physics 2009-11-10 Hu Zhan , Daniel Eisenstein

Since Pearson's correlation was introduced at the end of the 19th century many dependence measures have appeared in the literature. Recently we have suggested four simple axioms for dependence measures of random variables that take values…

Statistics Theory · Mathematics 2020-09-10 Tamás F. Móri , Gábor J. Székely

We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the…

Probability · Mathematics 2020-06-01 László Erdős , Torben Krüger , Dominik Schröder