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Canonical Correlation Analysis (CCA) is a widespread technique for discovering linear relationships between two sets of variables $X \in \mathbb{R}^{n \times p}$ and $Y \in \mathbb{R}^{n \times q}$. In high dimensions however, standard…

Methodology · Statistics 2024-05-31 Claire Donnat , Elena Tuzhilina

We introduce a class of copulas that we call Principal Component Copulas (PCCs). This class combines the strong points of copula-based techniques with principal component analysis (PCA), which results in flexibility when modelling tail…

Risk Management · Quantitative Finance 2025-09-09 K. B. Gubbels , J. Y. Ypma , C. W. Oosterlee

Strange correlators are useful tools for diagnosing symmetry-protected topological states from their bulk wave functions. We study strange correlators for one-dimensional fermionic symmetry-protected topological states using fixed-point…

Strongly Correlated Electrons · Physics 2023-12-05 Yinning Niu , Yang Qi

In classical canonical correlation analysis (CCA), the goal is to determine the linear transformations of two random vectors into two new random variables that are most strongly correlated. Canonical variables are pairs of these new random…

Methodology · Statistics 2025-10-24 Tomasz Górecki , Mirosław Krzyśko , Felix Gnettner , Piotr Kokoszka

In this paper, uniqueness properties of a coupled tensor model are studied. This new coupled tensor model is used in a new method called Partial Coupled Tensor Factorization of 3D marginals or PCTF3D. This method performs estimation of…

Signal Processing · Electrical Eng. & Systems 2025-09-08 Philippe Flores , Konstantin Usevich , David Brie

The field of cosmology is entering an epoch of unparalleled wealth of observational data thanks to galaxy surveys such as DESI, Euclid, and Roman. Therefore, it is essential to have a firm theoretical basis that allows the effective…

Cosmology and Nongalactic Astrophysics · Physics 2025-02-03 William Ortolá Leonard , Zachary Slepian , Jiamin Hou

The pair contact process with diffusion (PCPD) has been recently investigated extensively, but its critical behavior is not yet clearly established. By introducing biased diffusion, we show that the external driving is relevant and the…

Statistical Mechanics · Physics 2007-05-23 Su-Chan Park , Hyunggyu Park

This note aims to bring attention to a simple class of discrete dynamical systems exhibiting some complex behaviour. Each of these systems is defined as a self-mapping of the unit square and is obtained by coupling two families of…

Dynamical Systems · Mathematics 2012-01-20 Chris Preston

Modelling the dynamics of interactions in a neuronal ensemble is an important problem in functional connectivity research. One popular framework is latent factor models (LFMs), which have achieved notable success in decoding neuronal…

Methodology · Statistics 2023-05-18 Meixi Chen , Martin Lysy , David Moorman , Reza Ramezan

Critical statistical mechanics and Conformal Field Theory (CFT) are conjecturally connected since the seminal work of Beliavin, Polyakov, and Zamolodchikov [BPZ84a]. Both exhibit exactly solvable structures in two dimensions. A…

Mathematical Physics · Physics 2019-06-21 Clément Hongler , Fredrik Johansson Viklund , Kalle Kytölä

At short distances, energy eigenfunctions of chaotic systems have spatial correlations that are well described by assuming a microcanonical density in phase space for the corresponding Wigner function. However, this is not correct on large…

chao-dyn · Physics 2007-05-23 Mark Srednicki

The movements of both animals and robots give rise to streams of high-dimensional motor and sensory information. Imagine the brain of a newborn or the controller of a baby humanoid robot trying to make sense of unprocessed sensorimotor time…

Robotics · Computer Science 2025-07-01 Fernando Diaz Ledezma , Valentin Marcel , Matej Hoffmann

Occupation probabilities for primary-secondary-primary cell strings and correlation functions for primary sites of a decorated lattice model are expressed through the well-studied partition function and correlation functions of the Ising…

Statistical Mechanics · Physics 2009-10-31 I. Ispolatov , K. Koga , B. Widom

We present efficient algorithms for computing the $N$-point correlation functions (NPCFs) of random fields in arbitrary $D$-dimensional homogeneous and isotropic spaces. Such statistics appear throughout the physical sciences, and provide a…

Instrumentation and Methods for Astrophysics · Physics 2022-09-14 Oliver H. E. Philcox , Zachary Slepian

High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…

Methodology · Statistics 2020-02-05 Elynn Y. Chen , Xin Yun , Rong Chen , Qiwei Yao

Understanding and developing a correlation measure that can detect general dependencies is not only imperative to statistics and machine learning, but also crucial to general scientific discovery in the big data age. In this paper, we…

Machine Learning · Statistics 2024-06-27 Cencheng Shen , Carey E. Priebe , Joshua T. Vogelstein

This paper investigates fairness and bias in Canonical Correlation Analysis (CCA), a widely used statistical technique for examining the relationship between two sets of variables. We present a framework that alleviates unfairness by…

Machine Learning · Computer Science 2023-09-28 Zhuoping Zhou , Davoud Ataee Tarzanagh , Bojian Hou , Boning Tong , Jia Xu , Yanbo Feng , Qi Long , Li Shen

Spatial variables can be observed in many different forms, such as regularly sampled random fields (lattice data), point processes, and randomly sampled spatial processes. Joint analysis of such collections of observations is clearly…

Methodology · Statistics 2026-05-20 Jake P. Grainger , Tuomas A. Rajala , David J. Murrell , Sofia C. Olhede

Spatio-temporal covariances are important for describing the spatio-temporal variability of underlying random processes in geostatistical data. For second-order stationary processes, there exist subclasses of covariance functions that…

Applications · Statistics 2017-05-05 Huang Huang , Ying Sun

Correspondence identifies relationships among objects via similarities among their components; it is ubiquitous in the analysis of spatial datasets, including images, weather maps, and computational simulations. This paper develops a novel…

Artificial Intelligence · Computer Science 2007-05-23 Chris Bailey-Kellogg , Naren Ramakrishnan