Related papers: Yule's "Nonsense Correlation" Solved!
The abundance of data produced daily from large variety of sources has boosted the need of novel approaches on causal inference analysis from observational data. Observational data often contain noisy or missing entries. Moreover, causal…
We present a formal analysis of nonlinear response functions in terms of correlation functions in real- and imaginary-time domains. In particular, we show that causal nonlinear response functions, expressed in terms of nested commutators in…
The causal compatibility question asks whether a given causal structure graph -- possibly involving latent variables -- constitutes a genuinely plausible causal explanation for a given probability distribution over the graph's observed…
We study the sharp constant $W_{n}(D)$ in Wiener's inequality for positive definite functions \[ \int_{\mathbb{T}^{n}}|f|^{2}\,dx\le W_{n}(D)|D|^{-1}\int_{D}|f|^{2}\,dx,\quad D\subset \mathbb{T}^{n}. \] N. Wiener proved that…
Given a response $Y$ and a vector $X = (X^1, \dots, X^d)$ of $d$ predictors, we investigate the problem of inferring direct causes of $Y$ among the vector $X$. Models for $Y$ that use all of its causal covariates as predictors enjoy the…
Just after Weyl's paper (Weyl in Gravitation und Elektrizit\"at, Sitzungsber. Preuss. Akad., Berlin, 1918) Einstein claimed that a gravity model written in a spacetime geometry with non-metricity suffers from a phenomenon, the so-called…
In 2007, assuming the Riemann Hypothesis (RH), Soundararajan \cite{Moment} proved that $\int_{0}^T |\zeta(1/2 + it)|^{2k} dt \ll_{k, \epsilon} T(\log T)^{k^2 + \epsilon}$ for every $k$ positive real number and every $\epsilon > 0.$ In this…
This paper explores the proof by J. Bourgain, H. Furstenberg, Y. Katznelson and D.S. Ornstein of their return times theorem [2] and lights a corner in it regarding the role of auto-correlation. As for pointwise convergence, this was already…
We consider the problem of detecting causal relationships between discrete time series, in the presence of potential confounders. A hypothesis test is introduced for identifying the temporally causal influence of $(x_n)$ on $(y_n)$,…
Unlike typical phase transitions of first and second order, a system displaying the Thouless effect exhibits characteristics of both at the critical point (jumps in the order parameter and anomalously large fluctuations). An $extreme$…
The inverse first-passage problem for a Wiener process $(W_t)_{t\ge0}$ seeks to determine a function $b{}:{}\mathbb{R}_+\to\mathbb{R}$ such that \[\tau=\inf\{t>0| W_t\ge b(t)\}\] has a given law. In this paper two methods for approximating…
The origin of non-classical correlations is difficult to identify since the uncertainty principle requires that information obtained about one observable invariably results in the disturbance of any other non-commuting observable. Here,…
We consider the Wiener process with drift $$ dX_t=\mu dt +\sigma d W_t $$ with initial value problem $X_0=x_0$, where $x_0 \in R$, $ \mu \in R$ and $\sigma > 0$ are parameters. By use values $(z_k)_{k \in N}$ of corresponding trajectories…
The problem of Voodoo correlations is recognized in neuroimaging as the problem of estimating quantities of interest from the same data that was used to select them as interesting. In statistical terminology, the problem of inference…
This paper re-examines the first normalized incomplete moment, a well-established measure of inequality with wide applications in economic and social sciences. Despite the popularity of the measure itself, existing statistical inference…
In a fissile material, the inherent multiplicity of neutrons born through induced fissions leads to correlations in their detection statistics. The correlations between neutrons can be used to trace back some characteristics of the fissile…
We consider the following inverse problem: Suppose a $(1+1)$-dimensional wave equation on $\mathbb{R}_+$ with zero initial conditions is excited with a Neumann boundary data modelled as a white noise process. Given also the Dirichlet data…
For a fixed irrational $\theta > 0$ with a prescribed irrationality measure function, we study the correlation $\int_1^X \Delta(x) \Delta(\theta x) dx$, where $\Delta$ is the Dirichlet error term in the divisor problem. When $\theta$ has a…
Since the two seminal papers by Fisher (1915, 1921) were published, the test under a fixed value correlation coefficient null hypothesis for the bivariate normal distribution constitutes an important statistical problem. In the framework of…
We give a general expression for the Weyl tensor two-point function in a general Friedmann-Lema\^itre-Robertson-Walker spacetime. We work in reduced phase space for the perturbations, i.e., quantize only the dynamical degrees of freedom…