English
Related papers

Related papers: Hypothesis testing for eigenspaces of covariance m…

200 papers

Hyperspectral target detection is a task of primary importance in remote sensing since it allows identification, location, and discrimination of target features. To this end, the reflectance maps, which contain the spectral signatures and…

Signal Processing · Electrical Eng. & Systems 2023-05-24 Pia Addabbo , Nicomino Fiscante , Gaetano Giunta , Danilo Orlando , Giuseppe Ricci , Silvia Liberata Ullo

Statistical hypothesis testing and effect size measurement are routine parts of quantitative research. Advancements in computer processing power have greatly improved the capability of statistical inference through the availability of…

Methodology · Statistics 2024-01-18 Michael J. Crosse , John J. Foxe , Sophie Molholm

Based on a generalized cosine measure between two symmetric matrices, we propose a general framework for one-sample and two-sample tests of covariance and correlation matrices. We also develop a set of associated permutation algorithms for…

Methodology · Statistics 2018-12-05 Longyang Wu , Chengguo Weng , Xu Wang , Kesheng Wang , Xuefeng Liu

In lifetime data, like cancer studies, theremay be long term survivors, which lead to heavy censoring at the end of the follow-up period. Since a standard survival model is not appropriate to handle these data, a cure model is needed. In…

Methodology · Statistics 2024-01-31 Ana López-Cheda , M. Amalia Jácome , Ingrid Van Keilegom , Ricardo Cao

The role of the normalized modularity matrix in finding homogeneous cuts will be presented. We also discuss the testability of the structural eigenvalues and that of the subspace spanned by the corresponding eigenvectors of this matrix. In…

Statistics Theory · Mathematics 2013-01-23 Marianna Bolla

We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…

Methodology · Statistics 2024-02-19 Nils Sturma , Mathias Drton , Dennis Leung

Results on the spectral behavior of random matrices as the dimension increases are applied to the problem of detecting the number of sources impinging on an array of sensors. A common strategy to solve this problem is to estimate the…

Statistics Theory · Mathematics 2022-12-09 J. W. Silverstein , P. L. Combettes

The use of correlation matrices to evaluate the number of uncorrelated stirrer positions of reverberation chamber has widespread applications in electromagnetic compatibility. We present a comparative study of recent techniques based on…

Data Analysis, Statistics and Probability · Physics 2014-04-28 Gabriele Gradoni , Valter Mariani Primiani , Franco Moglie

The problem of identifying regions of spatially interesting, different or adversarial behavior is inherent to many practical applications involving distributed multisensor systems. In this work, we develop a general framework stemming from…

Signal Processing · Electrical Eng. & Systems 2022-06-14 Martin Gölz , Abdelhak M. Zoubir , Visa Koivunen

We propose a second-order accurate method to estimate the eigenvectors of extremely large matrices thereby addressing a problem of relevance to statisticians working in the analysis of very large datasets. More specifically, we show that…

Numerical Analysis · Mathematics 2010-02-05 Noureddine El Karoui , Alexandre d'Aspremont

The Intelligent Fault Diagnosis of rotating machinery currently proposes some captivating challenges. Although results achieved by artificial intelligence and deep learning constantly improve, this field is characterized by several open…

Signal Processing · Electrical Eng. & Systems 2022-07-26 Eugenio Brusa , Cristiana Delprete , Luigi Gianpio Di Maggio

Scientific imaging problems are often severely ill-posed, and hence have significant intrinsic uncertainty. Accurately quantifying the uncertainty in the solutions to such problems is therefore critical for the rigorous interpretation of…

Image and Video Processing · Electrical Eng. & Systems 2024-10-22 Julian Tachella , Marcelo Pereyra

We covariantize calculations over the manifold of phase space, establishing Stokes' theorem for differential cross sections and providing new definitions of familiar observable properties like infrared and collinear safety. Through the…

High Energy Physics - Phenomenology · Physics 2020-11-25 Andrew J. Larkoski , Tom Melia

The purpose of this paper is twofold. First, we provide a novel characterization of independence of random vectors based on the checkerboard approximation to a multivariate copula. Using this result, we then propose a new family of tests of…

Statistics Theory · Mathematics 2019-06-07 José M. González-Barrios , Eduardo Gutiérrez-Peña , Juan D. Nieves , Raúl Rueda

The bootstrap is a method for estimating the distribution of an estimator or test statistic by re-sampling the data or a model estimated from the data. Under conditions that hold in a wide variety of econometric applications, the bootstrap…

Econometrics · Economics 2018-09-12 Joel L. Horowitz

Covariance and Hessian matrices have been analyzed separately in the literature for classification problems. However, integrating these matrices has the potential to enhance their combined power in improving classification performance. We…

Machine Learning · Computer Science 2024-10-10 Agus Hartoyo , Jan Argasiński , Aleksandra Trenk , Kinga Przybylska , Anna Błasiak , Alessandro Crimi

We describe extensive computational experiments on spectral properties of random objects - random cubic graphs, random planar triangulations, and Voronoi and Delaunay diagrams of random (uniformly distributed) point sets on the sphere). We…

Spectral Theory · Mathematics 2014-10-28 Igor Rivin

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

Active subspaces can effectively reduce the dimension of high-dimensional parameter studies enabling otherwise infeasible experiments with expensive simulations. The key components of active subspace methods are the eigenvectors of a…

Numerical Analysis · Mathematics 2015-07-03 Paul Constantine , David Gleich

Let $\mathbf{X}=(\mathbf{X}_t)_{t \geq 0}$ be a stochastic process issued from $x \in \mathbb R$ that admits a marginal stationary measure $\nu$, i.e. $\nu \mathbf{P}_t f = \nu f$ for all $t \geq 0$, where $\mathbf{P}_t f(x)=…

Probability · Mathematics 2022-05-24 Pierre Patie , Anna Srapionyan