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The test of independence is a crucial component of modern data analysis. However, traditional methods often struggle with the complex dependency structures found in high-dimensional data. To overcome this challenge, we introduce a novel…
In this survey, we present and compare different approaches to estimate Mutual Information (MI) from data to analyse general dependencies between variables of interest in a system. We demonstrate the performance difference of MI versus…
When multiple investigators analyze a common dataset, the data reuse induces dependence across testing procedures, affecting the distribution of errors. Existing techniques of managing dependent tests require either cross-study coordination…
We propose and axiomatize preferences on a product state space in light of uncertainty regarding the dependency of different payoff-relevant factors. Dependence structures allow to decompose probabilities and allow to pin down behavior…
A driving force behind the diverse applicability of modern machine learning is the ability to extract meaningful features across many sources. However, many practical domains involve data that are non-identically distributed across sources,…
This work addresses testing the independence of two continuous and finite-dimensional random variables from the design of a data-driven partition. The empirical log-likelihood statistic is adopted to approximate the sufficient statistics of…
We discuss the construction of component importance measures for binary coherent reliability systems from known stochastic dependence measures by measuring the dependence between system and component failures. We treat both the…
The need to test whether two random vectors are independent has spawned a large number of competing measures of dependence. We are interested in nonparametric measures that are invariant under strictly increasing transformations, such as…
A crucial assumption in most statistical learning theory is that samples are independently and identically distributed (i.i.d.). However, for many real applications, the i.i.d. assumption does not hold. We consider learning problems in…
This paper is concerned with cross-sectional dependence arising because observations are interconnected through an observed network. Following Doukhan and Louhichi (1999), we measure the strength of dependence by covariances of nonlinearly…
Tactical selection of experiments to estimate an underlying model is an innate task across various fields. Since each experiment has costs associated with it, selecting statistically significant experiments becomes necessary. Classic linear…
Machine learning algorithms are increasingly used for consequential decision making regarding individuals based on their relevant features. Features that are relevant for accurate decisions may however lead to either explicit or implicit…
Given two relations containing multiple measurements - possibly with uncertainties - our objective is to find which sets of attributes from the first have a corresponding set on the second, using exclusively a sample of the data. This…
Classical causal and statistical inference methods typically assume the observed data consists of independent realizations. However, in many applications this assumption is inappropriate due to a network of dependences between units in the…
In multivariate analysis, uncertainty arises from two sources: the marginal distributions of the variables and their dependence structure. Quantifying the dependence structure is crucial, as it provides valuable insights into the…
Measures of tail dependence between random variables aim to numerically quantify the degree of association between their extreme realizations. Existing tail dependence coefficients (TDCs) are based on an asymptotic analysis of relevant…
This work is motivated by a question at the heart of unsupervised learning approaches: Assume we are collecting a number K of (subjective) opinions about some event E from K different agents. Can we infer E from them? Prima facie this seems…
Recently a class of generalized information measures was defined on sets of items parametrized by submodular functions. In this paper, we propose and study various notions of independence between sets with respect to such information…
In this paper we present a method ofcomputing the posterior probability ofconditional independence of two or morecontinuous variables from data,examined at several resolutions. Ourapproach is motivated by theobservation that the appearance…
Labeling training data is a key bottleneck in the modern machine learning pipeline. Recent weak supervision approaches combine labels from multiple noisy sources by estimating their accuracies without access to ground truth labels; however,…