English
Related papers

Related papers: Tests for separability in nonparametric covariance…

200 papers

Gaussian Boson Sampling is a non-universal model for quantum computing inspired by the original formulation of the Boson Sampling problem. Nowadays, it represents a paradigmatic quantum platform to reach the quantum advantage regime in a…

Measurement incompatibility is a distinguishing property of quantum physics and an essential resource for many quantum information processing tasks. We introduce an approach to verify the joint measurability of measurements based on…

Two algorithms are proposed to simulate space-time Gaussian random fields with a covariance function belonging to an extended Gneiting class, the definition of which depends on a completely monotone function associated with the spatial…

Computation · Statistics 2019-12-05 Denis Allard , Xavier Emery , Céline Lacaux , Christian Lantuéjoul

Accurately estimating the proportion of true signals among a large number of variables is crucial for enhancing the precision and reliability of scientific research. Traditional signal proportion estimators often assume independence among…

Statistics Theory · Mathematics 2026-05-15 Jingtian Bai , Xinge Jessie Jeng

We extend a classical test of subsphericity, based on the first two moments of the eigenvalues of the sample covariance matrix, to the high-dimensional regime where the signal eigenvalues of the covariance matrix diverge to infinity and…

Statistics Theory · Mathematics 2021-06-30 Joni Virta

In this work we study two Riemannian distances between infinite-dimensional positive definite Hilbert-Schmidt operators, namely affine-invariant Riemannian and Log-Hilbert-Schmidt distances, in the context of covariance operators associated…

Machine Learning · Statistics 2021-08-27 Ha Quang Minh

Many statistical applications require the quantification of joint dependence among more than two random vectors. In this work, we generalize the notion of distance covariance to quantify joint dependence among d >= 2 random vectors. We…

Methodology · Statistics 2018-06-18 Shubhadeep Chakraborty , Xianyang Zhang

Functional data, with basic observational units being functions (e.g., curves, surfaces) varying over a continuum, are frequently encountered in various applications. While many statistical tools have been developed for functional data…

Methodology · Statistics 2016-06-10 Jingjing Yang , Hongxiao Zhu , Taeryon Choi , Dennis D. Cox

An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. This problem is magnified in high-dimensional settings where the number of variables $p$ diverges with the sample size $n$, as well…

Statistics Theory · Mathematics 2020-02-21 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

This paper proposes a new mutual independence test for a large number of high dimensional random vectors. The test statistic is based on the characteristic function of the empirical spectral distribution of the sample covariance matrix. The…

Statistics Theory · Mathematics 2012-05-31 G. M. Pan , J. Gao , Y. Yang , M. Guo

We consider a linear regression model with a spatially correlated error term on a lattice. When estimating coefficients in the linear regression model, the generalized least squares estimator (GLSE) is used if the covariance structures are…

Methodology · Statistics 2014-10-07 Toshihiro Hirano

An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. For example, the maximum likelihood estimator has a bias that can result in a significant inferential loss. This problem is…

Statistics Theory · Mathematics 2019-11-04 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

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

In this paper we discuss some spectral invariance results for non-smooth pseudodifferential operators with coefficients in H\"older spaces. In analogy to the proof in the smooth case of Beals and Ueberberg, we use the characterization of…

Functional Analysis · Mathematics 2016-01-06 Helmut Abels , Christine Pfeuffer

We consider testing the significance of a subset of covariates in a nonparametric regression. These covariates can be continuous and/or discrete. We propose a new kernel-based test that smoothes only over the covariates appearing under the…

Statistics Theory · Mathematics 2014-03-28 Pascal Lavergne , Samuel Maistre , Valentin Patilea

Pseudo-differential operator equations with parameter are studied. Uniform separability properties and resolvent estimates are obtained in terms of fractional derivatives. Moreover, maximal regularity properties of the pseudo-differential…

Analysis of PDEs · Mathematics 2017-06-06 Veli Shakhmurov

Paradoxically, while the assumptions of second-order stationarity and isotropy appear outdated in light of modern spatial data, they remain remarkably robust in practice, as nonstationary methods often provide marginal improvements in…

Methodology · Statistics 2025-11-07 Federico Blasi , Reinhard Furrer

We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the…

Machine Learning · Computer Science 2022-06-22 Siavash Ameli , Shawn C. Shadden

Generating large-scale samples of stationary random fields is of great importance in the fields such as geomaterial modeling and uncertainty quantification. Traditional methodologies based on covariance matrix decomposition have the…

Methodology · Statistics 2022-08-23 Bin Zhu , Jiahao Liu , Zhengshou Lai , Tao Qian

This article considers linear processes with values in a separable Hilbert space exhibiting long-range dependence. The scaling limits for the sample autocovariance operators at different time lags are investigated in the topology of their…

Probability · Mathematics 2025-06-23 Marie-Christine Düker , Pavlos Zoubouloglou