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This paper introduces a novel statistical framework for independent component analysis (ICA) of multivariate data. We propose methodology for estimating and testing the existence of mutually independent components for a given dataset, and a…

Methodology · Statistics 2013-06-21 David S. Matteson , Ruey S. Tsay

We introduce Bellman Conformal Inference (BCI), a framework that wraps around any time series forecasting models and provides approximately calibrated prediction intervals. Unlike existing methods, BCI is able to leverage multi-step ahead…

Machine Learning · Computer Science 2024-02-12 Zitong Yang , Emmanuel Candès , Lihua Lei

Computable Information Density (CID), the ratio of the length of a losslessly compressed data file to that of the uncompressed file, is a measure of order and correlation in both equilibrium and nonequilibrium systems. Here we show that…

Statistical Mechanics · Physics 2020-10-26 Stefano Martiniani , Yuval Lemberg , Paul M. Chaikin , Dov Levine

A common problem in numerous research areas, particularly in clinical trials, is to test whether the effect of an explanatory variable on an outcome variable is equivalent across different groups. In practice, these tests are frequently…

Methodology · Statistics 2024-05-03 Niklas Hagemann , Kathrin Möllenhoff

Categorical Gini Correlation (CGC), introduced by Dang et al. (2020), is a novel dependence measure designed to quantify the association between a numerical variable and a categorical variable. It has appealing properties compared to…

Methodology · Statistics 2026-05-12 Sameera Hewage

While significant progress has been made in specifying neural networks capable of representing uncertainty, deep networks still often suffer from overconfidence and misaligned predictive distributions. Existing approaches for measuring this…

Machine Learning · Computer Science 2025-10-24 Spencer Young , Riley Sinema , Cole Edgren , Andrew Hall , Nathan Dong , Porter Jenkins

Generalised Bayesian inference updates prior beliefs using a loss function, rather than a likelihood, and can therefore be used to confer robustness against possible mis-specification of the likelihood. Here we consider generalised Bayesian…

Methodology · Statistics 2022-01-12 Takuo Matsubara , Jeremias Knoblauch , François-Xavier Briol , Chris. J. Oates

In many statistical problems, several estimators are usually available for interval estimation of a parameter of interest, and hence, the selection of an appropriate estimator is important. The criterion for a good estimator is to have a…

Methodology · Statistics 2018-10-10 Richard Minkah , Tertius de Wet

Class-wise characteristics of training examples affect the performance of deep classifiers. A well-studied example is when the number of training examples of classes follows a long-tailed distribution, a situation that is likely to yield…

Machine Learning · Computer Science 2025-05-02 Z. S. Baltaci , K. Oksuz , S. Kuzucu , K. Tezoren , B. K. Konar , A. Ozkan , E. Akbas , S. Kalkan

The total correlation(TC) is a crucial index to measure the correlation between marginal distribution in multidimensional random variables, and it is frequently applied as an inductive bias in representation learning. Previous research has…

Methodology · Statistics 2023-05-01 Zihao Chen

When comparing the average citation impact of research groups, universities and countries, field normalisation reduces the influence of discipline and time. Confidence intervals for these indicators can help with attempts to infer whether…

Digital Libraries · Computer Science 2017-03-24 Mike Thelwall , Ruth Fairclough

In-context learning (ICL) is a new paradigm for natural language processing that utilizes Generative Pre-trained Transformer (GPT)-like models. This approach uses prompts that include in-context demonstrations to generate the corresponding…

Computation and Language · Computer Science 2024-01-24 Momin Abbas , Yi Zhou , Parikshit Ram , Nathalie Baracaldo , Horst Samulowitz , Theodoros Salonidis , Tianyi Chen

Classification tasks are widely investigated in the In-Context Learning (ICL) paradigm. However, current efforts are evaluated on disjoint benchmarks and settings, while their performances are significantly influenced by some trivial…

Computation and Language · Computer Science 2025-04-21 Hakaze Cho , Naoya Inoue

Machine learning and deep learning classification models are data-driven, and the model and the data jointly determine their classification performance. It is biased to evaluate the model's performance only based on the classifier accuracy…

Machine Learning · Computer Science 2022-11-11 Lingyan Xue , Xinyu Zhang , Weidong Jiang , Kai Huo

System-on-Chip (SoC) designs are used in every aspect of computing and their optimization is a difficult but essential task in today's competitive market. Data taken from SoCs to achieve this is often characterised by very long concurrent…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-25 Dave McEwan , Jose Nunez-Yanez

The learning coefficient plays a crucial role in analyzing the performance of information criteria, such as the Widely Applicable Information Criterion (WAIC) and the Widely Applicable Bayesian Information Criterion (WBIC), which Sumio…

Machine Learning · Statistics 2025-02-17 Tatsuyoshi Takio , Joe Suzuki

We suggest novel correlation coefficients which equal the maximum correlation for a class of bivariate Lancaster distributions while being only slightly smaller than maximum correlation for a variety of further bivariate distributions. In…

Methodology · Statistics 2024-05-01 Hajo Holzmann , Bernhard Klar

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…

Other Statistics · Statistics 2017-09-20 Donald St. P. Richards

A probability forecast or probabilistic classifier is reliable or calibrated if the predicted probabilities are matched by ex post observed frequencies, as examined visually in reliability diagrams. The classical binning and counting…

Methodology · Statistics 2021-08-26 Timo Dimitriadis , Tilmann Gneiting , Alexander I. Jordan

We derive a new closed-form variance-adaptive confidence sequence (CS) for estimating the average conditional mean of a sequence of bounded random variables. Empirically, it yields the tightest closed-form CS we have found for tracking…

Statistics Theory · Mathematics 2025-12-25 Ben Chugg , Aaditya Ramdas