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We propose a method for testing whether hierarchically ordered groups of potentially correlated variables are significant for explaining a response in a high-dimensional linear model. In presence of highly correlated variables, as is very…

Statistics Theory · Mathematics 2014-09-04 Jacopo Mandozzi , Peter Bühlmann

Monte Carlo experiments produce samples in order to estimate features of a given distribution. However, simultaneous estimation of means and quantiles has received little attention, despite being common practice. In this setting we…

Computation · Statistics 2020-04-24 Nathan Robertson , James M. Flegal , Dootika Vats , Galin L. Jones

A Bayesian approach is used to estimate the covariance matrix of Gaussian data. Ideas from Gaussian graphical models and model selection are used to construct a prior for the covariance matrix that is a mixture over all decomposable graphs.…

Methodology · Statistics 2007-06-12 Helen Armstrong , Christopher K. Carter , Kevin F. Wong , Robert Kohn

This paper considers testing a covariance matrix $\Sigma$ in the high dimensional setting where the dimension $p$ can be comparable or much larger than the sample size $n$. The problem of testing the hypothesis $H_0:\Sigma=\Sigma_0$ for a…

Statistics Theory · Mathematics 2013-12-18 T. Tony Cai , Zongming Ma

This work presents a detailed covariance and correlation matrix analysis for experimentally measured cross sections obtained using the activation technique. Both statistical and systematic contributions to the covariance matrix were…

Nuclear Theory · Physics 2026-04-01 Tanmoy Bar

In this paper, we investigate hypothesis testing for the linear combination of mean vectors across multiple populations through the method of random integration. We have established the asymptotic distributions of the test statistics under…

Applications · Statistics 2024-03-13 Jianghao Li , Shizhe Hong , Zhenzhen Niu , Zhidong Bai

In covariance matrix estimation, one of the challenges lies in finding a suitable model and an efficient estimation method. Two commonly used modelling approaches in the literature involve imposing linear restrictions on the covariance…

Statistics Theory · Mathematics 2024-05-09 Piotr Zwiernik

This paper deals with two-sample tests for functional time series data, which have become widely available in conjunction with the advent of modern complex observation systems. Here, particular interest is in evaluating whether two sets of…

Statistics Theory · Mathematics 2019-09-16 Alexander Aue , Holger Dette , Gregory Rice

This work derives closed-form expressions computing the expectation of co-presence and of number of co-occurrences of nodes on paths sampled from a network according to general path weights (a bag of paths). The underlying idea is that two…

Machine Learning · Computer Science 2021-08-24 Guillaume Guex , Sylvain Courtain , Marco Saerens

The problem of testing changes in covariance has received increasing attention in recent years, especially in the context of high-dimensional testing. A number of approaches have been proposed, all limited to the two-sample problem and…

Methodology · Statistics 2016-09-06 Yi-Hui Zhou

Given two tuples of subspaces, can you tell whether the tuples are isomorphic? We develop theory and algorithms to address this fundamental question. We focus on isomorphisms in which the ambient vector space is acted on by either a unitary…

Metric Geometry · Mathematics 2025-12-25 Emily J. King , Dustin G. Mixon , Shayne Waldron

We consider the problem of testing whether a multivariate distribution is axially symmetric about some unknown direction. Under a simple-spectrum assumption on the covariance matrix, any symmetry axis must coincide with an eigenvector of…

Statistics Theory · Mathematics 2026-04-13 Alejandro Cholaquidis , Juan Cuesta-Albertos , Ricardo Fraiman , Manuel Hernández-Banadik

We propose a robust test for the equality of the covariance structures in two functional samples. The test statistic has a chi-square asymptotic distribution with a known number of degrees of freedom, which depends on the level of dimension…

Methodology · Statistics 2015-03-19 Stefan Fremdt , Lajos Horváth , Piotr Kokoszka , Josef G. Steinebach

A new approach to group classification problems and more general investigations on transformational properties of classes of differential equations is proposed. It is based on mappings between classes of differential equations, generated by…

Mathematical Physics · Physics 2009-04-22 O. O. Vaneeva , R. O. Popovych , C. Sophocleous

In learning-assisted theorem proving, one of the most critical challenges is to generalize to theorems unlike those seen at training time. In this paper, we introduce INT, an INequality Theorem proving benchmark, specifically designed to…

Artificial Intelligence · Computer Science 2021-04-06 Yuhuai Wu , Albert Qiaochu Jiang , Jimmy Ba , Roger Grosse

In many applications, we desire neural networks to exhibit invariance or equivariance to certain groups due to symmetries inherent in the data. Recently, frame-averaging methods emerged to be a unified framework for attaining symmetries…

Machine Learning · Computer Science 2024-11-05 George Ma , Yifei Wang , Derek Lim , Stefanie Jegelka , Yisen Wang

There is a great need for robust techniques in data mining and machine learning contexts where many standard techniques such as principal component analysis and linear discriminant analysis are inherently susceptible to outliers.…

Methodology · Statistics 2015-09-28 Garth Tarr , Samuel Müller , Neville C. Weber

In practice, observations are often contaminated by noise, making the resulting sample covariance matrix to be an information-plus-noise-type covariance matrix. Aiming to make inferences about the spectra of the underlying true covariance…

Statistics Theory · Mathematics 2015-08-25 Ningning Xia , Xinghua Zheng

The growing number of dimensionality reduction methods available for data visualization has recently inspired the development of quality assessment measures, in order to evaluate the resulting low-dimensional representation independently…

Machine Learning · Computer Science 2011-10-19 Wouter Lueks , Bassam Mokbel , Michael Biehl , Barbara Hammer

This paper considers the problem of estimating multiple related Gaussian graphical models from a $p$-dimensional dataset consisting of different classes. Our work is based upon the formulation of this problem as group graphical lasso. This…

Machine Learning · Computer Science 2015-06-19 Qingming Tang , Chao Yang , Jian Peng , Jinbo Xu
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