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In this paper, we introduce a ${\mathcal L}_2$ type test for testing mutual independence and banded dependence structure for high dimensional data. The test is constructed based on the pairwise distance covariance and it accounts for the…

Methodology · Statistics 2017-09-20 Shun Yao , Xianyang Zhang , Xiaofeng Shao

We propose two model-free, permutation-based tests of independence between a pair of random variables. The tests can be applied to samples from any bivariate distribution: continuous, discrete or mixture of those, with light tails or heavy…

Methodology · Statistics 2022-05-16 Jiří Dvořák , Tomáš Mrkvička

An important aspect of multiple hypothesis testing is controlling the significance level, or the level of Type I error. When the test statistics are not independent it can be particularly challenging to deal with this problem, without…

Statistics Theory · Mathematics 2009-03-04 Sandy Clarke , Peter Hall

We study the problems of identity and closeness testing of $n$-dimensional product distributions. Prior works by Canonne, Diakonikolas, Kane and Stewart (COLT 2017) and Daskalakis and Pan (COLT 2017) have established tight sample complexity…

Data Structures and Algorithms · Computer Science 2021-05-27 Arnab Bhattacharyya , Sutanu Gayen , Saravanan Kandasamy , N. V. Vinodchandran

Learning causal relations from observational data is a fundamental problem with wide-ranging applications across many fields. Constraint-based methods infer the underlying causal structure by performing conditional independence tests.…

Machine Learning · Computer Science 2026-03-24 Marc Franquesa Monés , Jiaqi Zhang , Caroline Uhler

We investigate the sample complexity of mutual information and conditional mutual information testing. For conditional mutual information testing, given access to independent samples of a triple of random variables $(A, B, C)$ with unknown…

Data Structures and Algorithms · Computer Science 2025-06-05 Jan Seyfried , Sayantan Sen , Marco Tomamichel

Testing for pairwise independence for the case where the number of variables may be of the same size or even larger than the sample size has received increasing attention in the recent years. We contribute to this branch of the literature…

Statistics Theory · Mathematics 2024-09-18 Axel Bücher , Cambyse Pakzad

We present an algorithm to identify sparse dependence structure in continuous and non-Gaussian probability distributions, given a corresponding set of data. The conditional independence structure of an arbitrary distribution can be…

Machine Learning · Computer Science 2017-11-07 Rebecca E. Morrison , Ricardo Baptista , Youssef Marzouk

Motivated by the importance of measuring the association between the response and predictors in high dimensional data, In this article, we propose a new mean variance test of independence between a categorical random variable and a…

Methodology · Statistics 2018-02-01 Hengjian Cui , Wei Zhong

Given a discrete-valued sample $X_1,...,X_n$ we wish to decide whether it was generated by a distribution belonging to a family $H_0$, or it was generated by a distribution belonging to a family $H_1$. In this work we assume that all…

Statistics Theory · Mathematics 2014-12-30 Daniil Ryabko

In this article, we study tests of independence for data with arbitrary distributions in the non-serial case, i.e., for independent and identically distributed random vectors, as well as in the serial case, i.e., for time series. These…

Methodology · Statistics 2023-06-13 Bouchra R. Nasri , Bruno N. Remillard

Bayesian networks are a widely-used class of probabilistic graphical models capable of representing symmetric conditional independence between variables of interest using the topology of the underlying graph. For categorical variables, they…

Machine Learning · Statistics 2022-10-07 Gherardo Varando , Federico Carli , Manuele Leonelli

Conditional independence and Markov properties are powerful tools allowing expression of multidimensional probability distributions by means of low-dimensional ones. As multidimensional possibilistic models have been studied for several…

Artificial Intelligence · Computer Science 2013-01-18 Jirina Vejnarova

Given a sample of a random variable supported by a smooth compact manifold $M\subset \mathbb{R}^d$, we propose a test to decide whether the boundary of $M$ is empty or not with no preliminary support estimation. The test statistic is based…

Statistics Theory · Mathematics 2019-07-26 Catherine Aaron , Alejandro Cholaquidis

Let $\mathbf{X}_1,...,\mathbf{X}_n$ be a random sample from a $p$-dimensional population distribution. Assume that $c_1n^{\alpha}\leq p\leq c_2n^{\alpha}$ for some positive constants $c_1,c_2$ and $\alpha$. In this paper we introduce a new…

Probability · Mathematics 2009-01-19 Wei-Dong Liu , Zhengyan Lin , Qi-Man Shao

Following our previous work on copula-based nonsymmetric dependence measures, we introduce similar measures for discrete random variables. The measures cover the range between two extremes: independence and complete dependence, which take…

Methodology · Statistics 2015-12-29 Hui Li

Contagion processes are strongly linked to the network structures on which they propagate, and learning these structures is essential for understanding and intervention on complex network processes such as epidemics and (mis)information…

Social and Information Networks · Computer Science 2019-08-12 Caitlin Gray , Lewis Mitchell , Matthew Roughan

Let $\mathbf{X}(n) \in \mathbb{R}^d$ be a sequence of random vectors, where $n\in\mathbb{N}$ and $d = d(n)$. Under certain weakly dependence conditions, we prove that the distribution of the maximal component of $\mathbf{X}$ and the…

Probability · Mathematics 2025-04-22 Mikhail Isaev , Igor Rodionov , Rui-Ray Zhang , Maksim Zhukovskii

A Poisson Binomial distribution over $n$ variables is the distribution of the sum of $n$ independent Bernoullis. We provide a sample near-optimal algorithm for testing whether a distribution $P$ supported on $\{0,...,n\}$ to which we have…

Data Structures and Algorithms · Computer Science 2014-10-15 Jayadev Acharya , Constantinos Daskalakis

We consider the problem of testing whether two finite-dimensional random dot product graphs have generating latent positions that are independently drawn from the same distribution, or distributions that are related via scaling or…

Statistics Theory · Mathematics 2015-11-13 Minh Tang , Avanti Athreya , Daniel L. Sussman , Vince Lyzinski , Carey E. Priebe
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