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Interval-valued data receives much attention due to its wide applications in the fields of finance, econometrics, meteorology and medicine. However, most regression models developed for interval-valued data assume observations are mutually…

Applications · Statistics 2022-10-31 Tingting Huang

Identifying structural parameters in linear simultaneous-equation models is a longstanding challenge. Recent work exploits information in higher-order moments of non-Gaussian data. In this literature, the structural errors are typically…

Econometrics · Economics 2025-09-11 Ziyu Jiang

Correlated random fields are a common way to model dependence struc- tures in high-dimensional data, especially for data collected in imaging. One important parameter characterizing the degree of dependence is the asymp- totic variance…

Statistics Theory · Mathematics 2018-03-20 Annabel Prause , Ansgar Steland

To quantify spatial protein-protein proximity (colocalization) in fluorescence microscopic images, cross-correlation and autocorrelation functions were decomposed into fast and slowly decaying components. The fast component results from…

Biological Physics · Physics 2009-11-13 Yong Wu , Mansoureh Eghbali , Jimmy Ou , Min Li , Ligia Toro , Enrico Stefani

The curve time series framework provides a convenient vehicle to accommodate some nonstationary features into a stationary setup. We propose a new method to identify the dimensionality of curve time series based on the dynamical dependence…

Statistics Theory · Mathematics 2012-11-13 Neil Bathia , Qiwei Yao , Flavio Ziegelmann

A new robust correlation estimator based on the spatial sign covariance matrix (SSCM) is proposed. We derive its asymptotic distribution and influence function at elliptical distributions. Finite sample and robustness properties are studied…

Methodology · Statistics 2022-04-12 Alexander Dürre , Daniel Vogel , Roland Fried

In self-supervised representation learning, a common idea behind most of the state-of-the-art approaches is to enforce the robustness of the representations to predefined augmentations. A potential issue of this idea is the existence of…

Machine Learning · Computer Science 2021-08-26 Tianyu Hua , Wenxiao Wang , Zihui Xue , Sucheng Ren , Yue Wang , Hang Zhao

The complete characterization of spatial coherence is difficult because the mutual coherence function is a complex-valued function of four independent variables. This difficulty limits the ability of controlling and optimizing spatial…

Exploiting the explicit bijection between the density of singular values and the density of eigenvalues for bi-unitarily invariant complex random matrix ensembles of finite matrix size, we aim at finding the induced probability measure on…

Probability · Mathematics 2026-03-24 Matthias Allard , Mario Kieburg

Conditional autoregressive (CAR) models are commonly used to capture spatial correlation in areal unit data, and are typically specified as a prior distribution for a set of random effects, as part of a hierarchical Bayesian model. The…

Applications · Statistics 2012-05-17 Duncan Lee , Richard Mitchell

We report two-dimensional phase-field simulations of locally-conserved coarsening dynamics of random fractal clusters with fractal dimension D=1.7 and 1.5. The correlation function, cluster perimeter and solute mass are measured as…

Soft Condensed Matter · Physics 2009-11-07 Azi Lipshtat , Baruch Meerson , Pavel V. Sasorov

In a regression setting we propose algorithms that reduce the dimensionality of the features while simultaneously maximizing a statistical measure of dependence known as distance correlation between the low-dimensional features and a…

Machine Learning · Computer Science 2017-02-20 Praneeth Vepakomma , Ahmed Elgammal

As high-dimensional and high-frequency data are being collected on a large scale, the development of new statistical models is being pushed forward. Functional data analysis provides the required statistical methods to deal with large-scale…

Statistics Theory · Mathematics 2020-07-08 Israel Martínez-Hernández , Marc G. Genton

Diagnostics such as Moran's index and approximate profile likelihood-based estimators (APLE) for Gaussian spatial autoregressive models are widely used in exploratory data analysis to assess the strength of spatial dependence. Yet, although…

Methodology · Statistics 2026-03-10 Aditya Khan , Meredith Franklin

We propose a multilevel Monte-Carlo scheme, applicable to local actions, which is expected to reduce statistical errors on correlation functions. We give general arguments to show how the efficiency and parameters of the algorithm are…

High Energy Physics - Lattice · Physics 2010-02-03 Harvey B. Meyer

We study the autocorrelation function of different types of eigenfunctions in quantum mechanical systems with either chaotic or mixed classical limits. We obtain an expansion of the autocorrelation function in terms of the correlation…

Chaotic Dynamics · Physics 2009-11-07 Arnd Bäcker , Roman Schubert

Image based diagnostics are interpreted in the context of spatial resolution. The same is true for tomographic image reconstruction. Current empirically driven approaches to quantify spatial resolution rely on a deterministic formulation…

Image and Video Processing · Electrical Eng. & Systems 2021-02-03 Johannes Emmert , Steven Wagner , Kyle J. Daun

In this work we present a statistical approach to distinguish and interpret the complex relationship between several predictors and a response variable at the small area level, in the presence of i) high correlation between the predictors…

Applications · Statistics 2016-02-24 Silvia Liverani , Aurore Lavigne , Marta Blangiardo

Although atomistic simulations of proteins and other biological systems are approaching microsecond timescales, the quality of trajectories has remained difficult to assess. Such assessment is critical not only for establishing the…

Quantitative Methods · Quantitative Biology 2007-05-23 Edward Lyman , Daniel M. Zuckerman

We consider the problem of estimating the principal components of a population correlation matrix from a limited number of measurement data. Using a combination of random matrix and information-theoretic tools, we show that all the…

Statistical Mechanics · Physics 2016-01-20 Rémi Monasson , Dario Villamaina