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In this paper, we address the accuracy of the results for the overdetermined full rank linear least squares problem. We recall theoretical results obtained in Arioli, Baboulin and Gratton, SIMAX 29(2):413--433, 2007, on conditioning of the…

Numerical Analysis · Mathematics 2007-10-04 Marc Baboulin , Jack Dongarra , Serge Gratton , Julien Langou

In solving a system of $n$ linear equations in $d$ variables $Ax=b$, the condition number of the $n,d$ matrix $A$ measures how much errors in the data $b$ affect the solution $x$. Estimates of this type are important in many inverse…

Machine Learning · Computer Science 2020-04-29 Tomaso Poggio , Gil Kur , Andrzej Banburski

When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp.\ functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by…

Probability · Mathematics 2016-07-01 Hermann G. Matthies , Elmar Zander , Bojana Rosic , Alexander Litvinenko

The model-X conditional randomization test is a generic framework for conditional independence testing, unlocking new possibilities to discover features that are conditionally associated with a response of interest while controlling type-I…

Machine Learning · Computer Science 2023-02-21 Shalev Shaer , Yaniv Romano

Conditional Monte Carlo refers to sampling from the conditional distribution of a random vector X given the value T(X) = t for a function T(X). Classical conditional Monte Carlo methods were designed for estimating conditional expectations…

Methodology · Statistics 2020-10-15 Bo Henry Lindqvist , Rasmus Erlemann , Gunnar Taraldsen

The question of exclusion region construction in new phenomenon searches has been causing considerable discussions for many years and yet no clear mathematical definition of the problem has been stated so far. In this paper we formulate the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 L. Fleysher , R. Fleysher , T. J. Haines , A. I. Mincer , P. Nemethy

The tensor rank decomposition problem consists of recovering the unique set of parameters representing a robustly identifiable low-rank tensor when the coordinate representation of the tensor is presented as input. A condition number for…

Algebraic Geometry · Mathematics 2022-09-02 Nick Vannieuwenhoven

Scoring rules measure the deviation between a probabilistic forecast and reality. Strictly proper scoring rules have the property that for any forecast, the mathematical expectation of the score of a forecast p by the lights of p is…

Probability · Mathematics 2022-09-28 Alexander R. Pruss

We consider estimation of the covariance matrix of a multivariate random vector under the constraint that certain covariances are zero. We first present an algorithm, which we call Iterative Conditional Fitting, for computing the maximum…

Statistics Theory · Mathematics 2010-03-04 Sanjay Chaudhuri , Mathias Drton , Thomas S. Richardson

Probabilistic conditioning is concerned with the identification of a distribution of a random variable $X$ given a random variable $Y$. It is a cornerstone of scientific and engineering applications where modeling uncertainty is key. This…

Machine Learning · Statistics 2026-05-13 Panos Tsimpos , Edoardo Calvello , Ayoub Belhadji , Nicholas H. Nelsen

This paper introduces the \textit{weighted partial copula} function for testing conditional independence. The proposed test procedure results from these two ingredients: (i) the test statistic is an explicit Cramer-von Mises transformation…

Methodology · Statistics 2021-02-15 Pascal Bianchi , Kevin Elgui , François Portier

Several natural and industrial processes involve the extraction or retention of a solute by a fluid invading a network of channels. Examples include aquifer contamination, chemical filtration, and coffee extraction. We propose a continuum…

Among scintillators, the PWO is one of the most widely used, for instance in CMS calorimeter at CERN and PANDA project. Crystallographic structure and chemical composition as well as residual stress condition, are indicators of homogeneity…

Instrumentation and Detectors · Physics 2018-01-17 L. Montalto , P. P. Natali , F. Davì , P. Mengucci , N. Paone , D. Rinaldi

Estimating conditional average dose responses (CADR) is an important but challenging problem. Estimators must correctly model the potentially complex relationships between covariates, interventions, doses, and outcomes. In recent years, the…

Machine Learning · Computer Science 2024-06-13 Christopher Bockel-Rickermann , Toon Vanderschueren , Tim Verdonck , Wouter Verbeke

The line potential energy in the cutset is used as the criterion for monitoring the generator instability, but the criterion has the following two limitations due to narrowly defined conditions. The assumption of an ideal constant power…

Systems and Control · Electrical Eng. & Systems 2021-06-30 Xiao Li , Chongru Liu , Jin Ma

High dimensional covariance estimation and graphical models is a contemporary topic in statistics and machine learning having widespread applications. An important line of research in this regard is to shrink the extreme spectrum of the…

Methodology · Statistics 2016-06-28 Sang-Yun Oh , Bala Rajaratnam , Joong-Ho Won

Pattern analysis often requires a pre-processing stage for extracting or selecting features in order to help the classification, prediction, or clustering stage discriminate or represent the data in a better way. The reason for this…

Machine Learning · Computer Science 2019-05-09 Benyamin Ghojogh , Maria N. Samad , Sayema Asif Mashhadi , Tania Kapoor , Wahab Ali , Fakhri Karray , Mark Crowley

Many modern statistical applications ask for the estimation of a covariance (or precision) matrix in settings where the number of variables is larger than the number of observations. There exists a broad class of ridge-type estimators that…

Computation · Statistics 2020-05-26 Carel F. W. Peeters , Mark A. van de Wiel , Wessel N. van Wieringen

The so-called permutation separability criteria are simple operational conditions that are necessary for separability of mixed states of multipartite systems: (1) permute the indices of the density matrix and (2) check if the trace norm of…

Quantum Physics · Physics 2007-05-23 Pawel Wocjan , Michal Horodecki

Many regulatory and analytic problems require that a prohibited variable influence a decision only through a designated allowable channel -- a conditional-independence requirement that arises in path-specific fairness, the handling of…

Machine Learning · Statistics 2026-05-19 Zou Yang , Sophia Xiao , Bijan Mazaheri