Related papers: A New Test of Multivariate Nonlinear Causality
We develop new methods to integrate experimental and observational data in causal inference. While randomized controlled trials offer strong internal validity, they are often costly and therefore limited in sample size. Observational data,…
Causality lays the foundation for the trajectory of our world. Causal inference (CI), which aims to infer intrinsic causal relations among variables of interest, has emerged as a crucial research topic. Nevertheless, the lack of observation…
Let $H$ be a real separable Hilbert space and $(a_k)_{k\in\mathbb{Z}}$ a sequence of bounded linear operators from $H$ to $H$. We consider the linear process $X$ defined for any $k$ in $\mathbb{Z}$ by…
The extraction of nonstationary signals from blind and semi-blind multivariate observations is a recurrent problem. Numerous algorithms have been developed for this problem, which are based on the exact or approximate joint diagonalization…
Wiener-Granger causality is a widely used framework of causal analysis for temporally resolved events. We introduce a new measure of Wiener-Granger causality based on kernelization of partial canonical correlation analysis with specific…
We consider testing regression coefficients in high dimensional generalized linear models. An investigation of the test of Goeman et al. (2011) is conducted, which reveals that if the inverse of the link function is unbounded, the high…
For $k,m,n\in \mathbb{N}$, we consider $n^k\times n^k$ random matrices of the form $$ \mathcal{M}_{n,m,k}(\mathbf{y})=\sum_{\alpha=1}^m\tau_\alpha {Y_\alpha}Y_\alpha^T,\quad…
Data analysis in HEP experiments often uses binned likelihood from data and finite Monte Carlo sample. Statistical uncertainty of Monte Carlo sample has been introduced in Frequentist Inference in some literatures, but they are not suitable…
In this paper, we establish the Central Limit Theorem (CLT) for linear spectral statistics (LSSs) of large-dimensional generalized spiked sample covariance matrices, where the spiked eigenvalues may be either bounded or diverge to infinity.…
In subgroup analysis, testing the existence of a subgroup with a differential treatment effect serves as protection against spurious subgroup discovery. Despite its importance, this hypothesis testing possesses a complicated nature:…
We study the renormalized real sample covariance matrix $H=X^TX/\sqrt{MN}-\sqrt{M/N}$ with $N/M\rightarrow0$ as $N, M\rightarrow \infty$ in this paper. And we always assume $M=M(N)$. Here $X=[X_{jk}]_{M\times N}$ is an $M\times N$ real…
Two-sample tests for multivariate data and especially for non-Euclidean data are not well explored. This paper presents a novel test statistic based on a similarity graph constructed on the pooled observations from the two samples. It can…
This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be multivalued ordered or unordered. Based on a series of testable…
Joint detection and estimation refers to deciding between two or more hypotheses and, depending on the test outcome, simultaneously estimating the unknown parameters of the underlying distribution. This problem is investigated in a…
There is a considerable literature in case-control logistic regression on whether or not non-confounding covariates should be adjusted for. However, only limited and ad hoc theoretical results are available on this important topic. A…
Understanding causal heterogeneity is essential for scientific discovery in domains such as biology and medicine. However, existing methods lack causal awareness, with insufficient modeling of heterogeneity, confounding, and observational…
Generalized linear (GL-) statistics are defined as functionals of an U-quantile process and unify different classes of statistics such as U-statistics and L-statistics. We derive a central limit theorem for GL-statistics of strongly mixing…
The description of the dynamics of complex systems, in particular the capture of the interaction structure and causal relationships between elements of the system, is one of the central questions of interdisciplinary research. While the…
Recent work has proposed the use of a composite hypothesis Hoeffding test for statistical anomaly detection. Setting an appropriate threshold for the test given a desired false alarm probability involves approximating the false alarm…
A class of multivariate spectral representations for real-valued nonstationary random variables is introduced, which is characterised by a general complex Gaussian distribution. In this way, the temporal signal properties -- harmonicity,…