Related papers: The Top-K Tau-Path Screen for Monotone Association
The most popular ways to test for independence of two ordinal random variables are by means of Kendall's tau and Spearman's rho. However, such tests are not consistent, only having power for alternatives with ``monotonic'' association. In…
In this paper, we present a new way of matching in observational studies that overcomes three limitations of existing matching approaches. First, it directly balances covariates with multi-valued treatments without requiring the generalized…
Detecting changes in high-dimensional vectors presents significant challenges, especially when the post-change distribution is unknown and time-varying. This paper introduces a novel robust algorithm for correlation change detection in…
Consider an experiment involving a potentially small number of subjects. Some random variables are observed on each subject: a high-dimensional one called the "observed" random variable, and a one-dimensional one called the "outcome" random…
The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…
In this paper, we study the problem of determining $k$ anomalous random variables that have different probability distributions from the rest $(n-k)$ random variables. Instead of sampling each individual random variable separately as in the…
Understanding the way in which random entities interact is of key interest in numerous scientific fields. This can range from a full characterization of the joint distribution to single scalar summary statistics. In this work we identify a…
Dynamical systems with binary-valued observations are widely used in information industry, technology of biological pharmacy and other fields. Though there have been much efforts devoted to the identification of such systems, most of the…
Measure-theoretic and topological entropy are classical invariants in the theory of dynamical systems. There are several recently developed entropy type invariants for systems of sub-exponential growth: sequence entropy, slow entropy,…
Equations are presented which efficiently update or downdate the covariance matrix of a large number of $m$-dimensional observations. Updates and downdates to the covariance matrix, as well as mixed updates/downdates, are shown to be…
In this paper, the problem of matching pairs of correlated random graphs with multi-valued edge attributes is considered. Graph matching problems of this nature arise in several settings of practical interest including social network…
Given a set of people and a set of events they attend, we address the problem of measuring connectedness or tie strength between each pair of persons given that attendance at mutual events gives an implicit social network between people. We…
Metapopulations are models of ecological systems, describing the interactions and the behavior of populations that live in fragmented habitats. In this paper, we present a model of metapopulations based on the multivolume simulation…
We consider statistical procedures for hypothesis testing of real valued functionals of matched pairs with missing values. In order to improve the accuracy of existing methods, we propose a novel multiplication combination procedure.…
Chatterjee (2021) introduced a novel independence test that is rank-based, asymptotically normal and consistent against all alternatives. One limitation of Chatterjee's test is its low statistical power for detecting monotonic…
For measuring the strength of visually-observed subpopulation differences, the Population Difference Criterion is proposed to assess the statistical significance of visually observed subpopulation differences. It addresses the following…
Recommendations based on behavioral data may be faced with ambiguous statistical evidence. We consider the case of association rules, relevant e.g.~for query and product recommendations. For example: Suppose that a customer belongs to…
Genome-wide association studies have proven to be essential for understanding the genetic basis of disease. However, many complex traits---personality traits, facial features, disease subtyping---are inherently high-dimensional, impeding…
Topological entropy is a measure of complex dynamics. In this regard, multimodal maps play an important role when it comes to study low-dimensional chaotic dynamics or explain some features of higher dimensional complex dynamics with…
Recently there has been much interest in graph-based learning, with applications in collaborative filtering for recommender networks, link prediction for social networks and fraud detection. These networks can consist of millions of…