Related papers: Statistical dependence: Beyond Pearson's $\rho$
In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…
Inferring linear relationships lies at the heart of many empirical investigations. A measure of linear dependence should correctly evaluate the strength of the relationship as well as qualify whether it is meaningful for the population.…
We treat the problem of testing independence between m continuous variables when m can be larger than the available sample size n. We consider three types of test statistics that are constructed as sums or sums of squares of pairwise rank…
Explicit finite-sample statistical guarantees on model performance are an important ingredient in responsible machine learning. Previous work has focused mainly on bounding either the expected loss of a predictor or the probability that an…
Imputation of missing values is a strategy for handling non-responses in surveys or data loss in measurement processes, which may be more effective than ignoring them. When the variable represents a count, the literature dealing with this…
We investigate nonlocal Lagrangian bias contributions involving gradients of the linear density field, for which we have predictions from the excursion set peak formalism. We begin by writing down a bias expansion which includes all the…
In many problem settings, parameter vectors are not merely sparse but dependent in such a way that non-zero coefficients tend to cluster together. We refer to this form of dependency as "region sparsity." Classical sparse regression…
This paper characterizes the impact of covariate serial dependence on the non-asymptotic estimation error bound of penalized regressions (PRs). Focusing on the direct relationship between the degree of cross-correlation between covariates…
We develop sampling methods, which consist of Gaussian invariant versions of random walk Metropolis (RWM), Metropolis adjusted Langevin algorithm (MALA) and second order Hessian or Manifold MALA. Unlike standard RWM and MALA we show that…
We develop dependent hierarchical normalized random measures and apply them to dynamic topic modeling. The dependency arises via superposition, subsampling and point transition on the underlying Poisson processes of these measures. The…
This manuscript investigates the stochastic comparisons of the second-order statistics from dependent and heterogeneous general semi-parametric family of distributions observations. Some sufficient conditions on the usual stochastic order…
The difficulties of detecting association, measuring correlation, and establishing cause and effect have fascinated mankind since time immemorial. Democritus, the Greek philosopher, underscored well the importance and the difficulty of…
We review our recent studies on the dynamical correlations in MC simulations from the view point of the statistical dependence. Attentions are paid to the reduction of the statistical degrees of freedom for correlated data. Possible biases…
Poisson regression is a popular tool for modeling count data and is applied in a vast array of applications from the social to the physical sciences and beyond. Real data, however, are often over- or under-dispersed and, thus, not conducive…
Testing for association or dependence between pairs of random variables is a fundamental problem in statistics. In some applications, data are subject to selection bias that causes dependence between observations even when it is absent from…
Understanding the complex nature of spatial information is crucial for problem solving in social and environmental sciences. This study investigates how the underlying patterns of spatial data can significantly influence the outcomes of…
In this paper we obtain advances for the concept of directional $\rho$-coefficients, originally defined for the trivariate case in [Nelsen, R.B., \'Ubeda-Flores, M. (2011). Directional dependence in multivariate distributions. Ann. Inst.…
We propose three measures of mutual dependence between multiple random vectors. All the measures are zero if and only if the random vectors are mutually independent. The first measure generalizes distance covariance from pairwise dependence…
The well-known "Janson's inequality" gives Poisson-like upper bounds for the lower tail probability \Pr(X \le (1-\eps)\E X) when X is the sum of dependent indicator random variables of a special form. We show that, for large deviations,…
Measuring the dependence of data plays a central role in statistics and machine learning. In this work, we summarize and generalize the main idea of existing information-theoretic dependence measures into a higher-level perspective by the…