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An iterative randomness extraction algorithm which generalized the Von Neumann's extraction algorithm is detailed, analyzed and implemented in standard C++. Given a sequence of independently and identically distributed biased Bernoulli…

Information Theory · Computer Science 2021-01-08 Claude Gravel

Dependence is undoubtedly a central concept in statistics. Though, it proves difficult to locate in the literature a formal definition which goes beyond the self-evident 'dependence = non-independence'. This absence has allowed the term…

Statistics Theory · Mathematics 2023-12-25 Gery Geenens

Given well-shuffled data, can we determine whether the data items are statistically (in)dependent? Formally, we consider the problem of testing whether a set of exchangeable random variables are independent. We will show that this is…

Statistics Theory · Mathematics 2022-10-25 Marcus Hutter

We introduce the notion of BMT independence, allowing us to take arbitrary mixtures of boolean, monotone, and tensor independence and generalizing the notion of BM independence of Wysoczanski. Pair-wise independence relations are encoded…

Operator Algebras · Mathematics 2025-07-30 Octavio Arizmendi , Saul Rogelio Mendoza , Josué Vazquez-Becerra

Testing independence among a number of (ultra) high-dimensional random samples is a fundamental and challenging problem. By arranging $n$ identically distributed $p$-dimensional random vectors into a $p \times n$ data matrix, we investigate…

Statistics Theory · Mathematics 2017-03-28 Xi Chen , Weidong Liu

Several approximate inference methods have been proposed for deep discrete latent variable models. However, non-parametric methods which have previously been successfully employed for classical sparse coding models have largely been…

Machine Learning · Computer Science 2023-03-16 Arunesh Mittal , Kai Yang , Paul Sajda , John Paisley

Speech signals encode emotional, linguistic, and pathological information within a shared acoustic channel; however, disentanglement is typically assessed indirectly through downstream task performance. We introduce an information-theoretic…

Sound · Computer Science 2026-02-25 Bipasha Kashyap , Björn W. Schuller , Pubudu N. Pathirana

The paper presents a new copula based method for measuring dependence between random variables. Our approach extends the Maximum Mean Discrepancy to the copula of the joint distribution. We prove that this approach has several advantageous…

Machine Learning · Computer Science 2019-08-15 Barnabas Poczos , Zoubin Ghahramani , Jeff Schneider

Over the last couple of decades, several copula based methods have been proposed in the literature to test for the independence among several random variables. But these existing tests are not invariant under monotone transformations of the…

Statistics Theory · Mathematics 2019-11-15 Angshuman Roy , Anil Ghosh , Alok Goswami , C. A. Murthy

We propose a new class of models for random permutations, which we call log-linear models, by the analogy with log-linear models used in the analysis of contingency tables. As a special case, we study the family of all Luce-decomposable…

Statistics Theory · Mathematics 2007-11-19 V. Csiszár

We consider the problem of distilling uniform random bits from an unknown source with a given $p$-entropy using linear hashing. As our main result, we estimate the expected $p$-divergence from the uniform distribution over the ensemble of…

Information Theory · Computer Science 2025-06-06 Madhura Pathegama , Alexander Barg

A set of independence statements may define the independence structure of interest in a family of joint probability distributions. This structure is often captured by a graph that consists of nodes representing the random variables and of…

Methodology · Statistics 2011-07-15 Nanny Wermuth

The problem of measuring conditional dependence between two random phenomena arises when a third one (a confounder) has a potential influence on the amount of information between them. A typical issue in this challenging problem is the…

Machine Learning · Statistics 2025-03-12 Ferran de Cabrera , Marc Vilà-Insa , Jaume Riba

Independent Component Analysis (ICA) models are very popular semiparametric models in which we observe independent copies of a random vector $X = AS$, where $A$ is a non-singular matrix and $S$ has independent components. We propose a new…

Statistics Theory · Mathematics 2012-06-05 Richard J. Samworth , Ming Yuan

We derive the sampling properties of random networks based on weights whose pairwise products parameterize independent Bernoulli trials. This enables an understanding of many degree-based network models, in which the structure of realized…

Statistics Theory · Mathematics 2013-06-07 Sofia C. Olhede , Patrick J. Wolfe

Given a random sample of size $n$ from a $p$ dimensional random vector, where both $n$ and $p$ are large, we are interested in testing whether the $p$ components of the random vector are mutually independent. This is the so-called complete…

Statistics Theory · Mathematics 2022-01-24 Yongcheng Qi , Yingchao Zhou

The paper proposes a latent variable model for binary data coming from an unobserved heterogeneous population. The heterogeneity is taken into account by replacing the traditional assumption of Gaussian distributed factors by a finite…

Methodology · Statistics 2010-10-13 Silvia Cagnone , Cinzia Viroli

Given an arbitrary continuous probability density function, it is introduced a conjugated probability density, which is defined through the Shannon information associated with its cumulative distribution function. These new densities are…

Statistics Theory · Mathematics 2018-01-26 H. M. de Oliveira , R. J. Cintra

The choice of free parameters in network models is subjective, since it depends on what topological properties are being monitored. However, we show that the Maximum Likelihood (ML) principle indicates a unique, statistically rigorous…

Disordered Systems and Neural Networks · Physics 2008-08-07 Diego Garlaschelli , Maria I. Loffredo

A probabilistic source is defined as the set of infinite words (over a given denumerable alphabet) endowed with a probability $\mu$. The paper deals with general binary sources where the distribution of any symbol (0 or 1) may depend on an…

Dynamical Systems · Mathematics 2025-04-07 Ali Akhavi , Eda Cesaratto , Frédéric Paccaut , Pablo Rotondo , Brigitte Vallée