Related papers: Goodness of fit testing based on graph functionals…
We propose a nonparametric estimator of the empirical distribution function (EDF) of the latent spot variance of the log-price of a financial asset. We show that over a fixed time span our realized EDF (or REDF) -- inferred from noisy…
In applications of group testing in networks, e.g. identifying individuals who are infected by a disease spread over a network, exploiting correlation among network nodes provides fundamental opportunities in reducing the number of tests…
This paper proposes a novel two-step strategy for testing the goodness-of-fit of parametric regression models in ultra-high dimensional sparse settings, where the predictor dimension far exceeds the sample size. This regime usually renders…
We consider an inhomogeneous Erd\H{o}s-R\'enyi random graph ensemble with exponentially decaying random disconnection probabilities determined by an i.i.d. field of variables with heavy tails and infinite mean associated to the vertices of…
Model misspecification can create significant challenges for the implementation of probabilistic models, and this has led to development of a range of robust methods which directly account for this issue. However, whether these more…
Graph-based tests are a class of non-parametric two-sample tests useful for analyzing high-dimensional data. The test statistics are constructed from similarity graphs (such as K-minimum spanning tree), and consequently, their performance…
In this paper, we consider the problem of learning an unknown graph via queries on groups of nodes, with the result indicating whether or not at least one edge is present among those nodes. While learning arbitrary graphs with $n$ nodes and…
Goodness-of-fit tests are often used in data analysis to test the agreement of a distribution to a set of data. These tests can be used to detect an unknown signal against a known background or to set limits on a proposed signal…
The problem of assessing a parametric regression model in the presence of spatial correlation is addressed in this work. For that purpose, a goodness-of-fit test based on a $L_2$-distance comparing a parametric and a nonparametric…
Subgraph isomorphism, also known as subgraph matching, is typically regarded as an NP-complete problem. This complexity is further compounded in practical applications where edge weights are real-valued and may be affected by measurement…
Random graph models have played a dominant role in the theoretical study of networked systems. The Poisson random graph of Erdos and Renyi, in particular, as well as the so-called configuration model, have served as the starting point for…
With the impressive growth of network models in practically every scientific and technological area, we are often faced with the need to compare graphs, i.e., to quantify their (dis)similarity using appropriate metrics. This is necessary,…
Network models are applied in numerous domains where data can be represented as a system of interactions among pairs of actors. While both statistical and mechanistic network models are increasingly capable of capturing various dependencies…
We introduce a new statistical test based on the observed spacings of ordered data. The statistic is sensitive to detect non-uniformity in random samples, or short-lived features in event time series. Under some conditions, this new test…
This paper studies the matched network inference problem, where the goal is to determine if two networks, defined on a common set of nodes, exhibit a specific form of stochastic similarity. Two notions of similarity are considered: (i)…
Consider a network of agents that all want to guess the correct value of some ground truth state. In a sequential order, each agent makes its decision using a single private signal which has a constant probability of error, as well as…
Entropy and its various generalizations are important in many fields, including mathematical statistics, communication theory, physics and computer science, for characterizing the amount of information associated with a probability…
We study the problem of learning an unknown graph via group queries on node subsets, where each query reports whether at least one edge is present among the queried nodes. In general, learning arbitrary graphs with $n$ nodes and $k$ edges…
Random graphs are matrices with independent 0, 1 elements with probabilities determined by a small number of parameters. One of the oldest model is the Rasch model where the odds are ratios of positive numbers scaling the rows and columns.…
Modeling power transmission networks is an important area of research with applications such as vulnerability analysis, study of cascading failures, and location of measurement devices. Graph-theoretic approaches have been widely used to…