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Partial correlations quantify linear association between two variables adjusting for the influence of the remaining variables. They form the backbone for graphical models and are readily obtained from the inverse of the covariance matrix.…

Methodology · Statistics 2019-04-23 Ionas Erb

Correlations disguised in various forms underlie a host of important phenomena in classical and quantum systems, such as information and energy exchanges. The quantum mutual information and the norm of the correlation matrix are both…

Quantum Physics · Physics 2020-04-15 S. Alipour , S. Tuohino , A. T. Rezakhani , T. Ala-Nissila

In this paper we use wavelet concepts to show that correlation coefficient between two financial data's is not constant but varies with scale from high correlation value to strongly anti-correlation value This studies is important because…

Statistical Mechanics · Physics 2009-11-10 Ashok Razdan

In this paper, we generalize the rough topology and the core to numerical data by classifying objects in terms of the attribute values. A new approach to finding the core for numerical data is discussed. Then a measurement to find whether…

Information Theory · Computer Science 2024-09-23 Uğur Yiğit

Detecting the components common or correlated across multiple data sets is challenging due to a large number of possible correlation structures among the components. Even more challenging is to determine the precise structure of these…

Information Theory · Computer Science 2019-02-01 Tanuj Hasija , Christian Lameiro , Timothy Marrinan , Peter J. Schreier

Many neural nets appear to represent data as linear combinations of "feature vectors." Algorithms for discovering these vectors have seen impressive recent success. However, we argue that this success is incomplete without an understanding…

Artificial Intelligence · Computer Science 2024-07-23 Martin Wattenberg , Fernanda B. Viégas

How does one find dimensions in multivariate data that are reliably expressed across repetitions? For example, in a brain imaging study one may want to identify combinations of neural signals that are reliably expressed across multiple…

Machine Learning · Statistics 2022-12-05 Lucas C. Parra , Stefan Haufe , Jacek P. Dmochowski

We consider the problem of solving a linear system of equations which involves complex variables and their conjugates. We characterize when it reduces to a complex linear system, that is, a system involving only complex variables (and not…

Rings and Algebras · Mathematics 2017-06-02 Cédric Josz

We consider quantum corrections to classical real time correlation functions at finite temperature. We derive a semi-classical expansion in powers of $\hbar$ with coefficients including all orders in the coupling constant. We give explicit…

High Energy Physics - Theory · Physics 2009-10-30 Dietrich Bödeker

We study the problem of identifying correlations in multivariate data, under information constraints: Either on the amount of memory that can be used by the algorithm, or the amount of communication when the data is distributed across…

Machine Learning · Computer Science 2018-06-07 Yuval Dagan , Ohad Shamir

High precision atomic data is indispensable for experiments involving studies of fundamental interactions, astrophysics, atomic clocks, plasma science, and others. We develop new parallel atomic structure codes and explore the difficulties…

Atomic Physics · Physics 2021-03-11 C. Cheung , M. S. Safronova , S. G. Porsev

In classical canonical correlation analysis (CCA), the goal is to determine the linear transformations of two random vectors into two new random variables that are most strongly correlated. Canonical variables are pairs of these new random…

Methodology · Statistics 2025-10-24 Tomasz Górecki , Mirosław Krzyśko , Felix Gnettner , Piotr Kokoszka

In a unidimensional factor model it is assumed that the set of indicators that loads on this factor are conditionally independent given the latent factor. Two indicators are, however, never conditionally independent given (a set of) other…

Statistics Theory · Mathematics 2025-01-08 Riet van Bork , Raoul P. P. P. Grasman , Lourens J. Waldorp

Methods to find correlation among variables are of interest to many disciplines, including statistics, machine learning, (big) data mining and neurosciences. Parameters that measure correlation between two variables are of limited utility…

Machine Learning · Computer Science 2017-07-03 Alessandro Fontana

Correlations obtained from neutrino oscillation data on mixing parameters may help to validate neutrino mixing schemes. In this context, we explore how correlations of neutrino oscillation parameters affect the $\rm{TM}_1$ and $\rm{TM}_2$…

High Energy Physics - Phenomenology · Physics 2024-03-22 Biswajit Karmakar , Szymon Zięba

The value of an asset in a financial market is given in terms of another asset known as numeraire. The dynamics of the value is non-stationary and hence, to quantify the relationships between different assets, one requires convenient…

Statistical Finance · Quantitative Finance 2019-06-26 Lasko Basnarkov , Viktor Stojkoski , Zoran Utkovski , Ljupco Kocarev

While investigating quantum correlations in atomic systems, we note that single measurements contain information about these correlations. Using a simple model of measurement -- analogous to the one used in quantum optics -- we show how to…

Soft Condensed Matter · Physics 2009-11-10 Radka Bach , Kazimierz Rzazewski

Many systems of interacting elements can be conceptualized as networks, where network nodes represent the elements and network ties represent interactions between the elements. In systems where the underlying network evolves in time, it is…

Methodology · Statistics 2015-05-05 Ian Barnett , Jukka-Pekka Onnela

We estimate the maximum-order complexity of a binary sequence in terms of its correlation measures. Roughly speaking, we show that any sequence with small correlation measure up to a sufficiently large order $k$ cannot have very small…

Number Theory · Mathematics 2017-03-28 Leyla Işık , Arne Winterhof

Several real-world systems can be represented as multi-layer complex networks, i.e. in terms of a superposition of various graphs, each related to a different mode of connection between nodes. Hence, the definition of proper mathematical…

Physics and Society · Physics 2016-10-31 Valerio Gemmetto , Diego Garlaschelli