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Related papers: Multivariate Differential Association Analysis

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Understanding the relationships between different properties of data, such as whether a connectome or genome has information about disease status, is becoming increasingly important in modern biological datasets. While existing approaches…

Machine Learning · Statistics 2024-06-27 Joshua T. Vogelstein , Eric Bridgeford , Qing Wang , Carey E. Priebe , Mauro Maggioni , Cencheng Shen

In this article, we propose a new method for the fundamental task of testing for dependence between two groups of variables. The response densities under the null hypothesis of independence and the alternative hypothesis of dependence are…

Methodology · Statistics 2015-01-29 Yimin Kao , Brian J Reich , Howard D Bondell

We propose a new multivariate dependency measure. It is obtained by considering a Gaussian kernel based distance between the copula transform of the given d-dimensional distribution and the uniform copula and then appropriately normalizing…

Statistics Theory · Mathematics 2019-11-12 Angshuman Roy , Alok Goswami , C. A. Murthy

This paper proposes a new mutual independence test for a large number of high dimensional random vectors. The test statistic is based on the characteristic function of the empirical spectral distribution of the sample covariance matrix. The…

Statistics Theory · Mathematics 2012-05-31 G. M. Pan , J. Gao , Y. Yang , M. Guo

Motivated by applications in biological science, we propose a novel test to assess the conditional mean dependence of a response variable on a large number of covariates. Our procedure is built on the martingale difference divergence…

Statistics Theory · Mathematics 2017-01-31 Xianyang Zhang , Shun Yao , Xiaofeng Shao

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…

Methodology · Statistics 2024-09-13 Mingshuo Liu , Doudou Zhou , Hao Chen

In todays age of data, discovering relationships between different variables is an interesting and a challenging problem. This problem becomes even more critical with regards to complex dynamical systems like weather forecasting and…

Data Analysis, Statistics and Probability · Physics 2021-02-01 Sachin Kasture

Testing two potentially multivariate variables for statistical dependence on the basis finite samples is a fundamental statistical challenge. Here we explore a family of tests that adapt to the complexity of the relationship between the…

Machine Learning · Statistics 2020-10-23 Baihan Lin , Nikolaus Kriegeskorte

We propose a new nonparametric test for the supposition of independence between two continuous random variables. The test is based on the size of the longest increasing subsequence of a random permutation. We identified the independence…

Methodology · Statistics 2015-03-13 Jesus E. Garcia , Veronica A. Gonzalez-Lopez

Models that rely solely on pairwise relationships often fail to capture the complete statistical structure of the complex multivariate data found in diverse domains, such as socio-economic, ecological, or biomedical systems. Non-trivial…

Machine Learning · Statistics 2023-11-08 Zhaolu Liu , Robert L. Peach , Pedro A. M. Mediano , Mauricio Barahona

In many application domains, networks are observed with node-level features. In such settings, a common problem is to assess whether or not nodal covariates are correlated with the network structure itself. Here, we present four novel…

Machine Learning · Statistics 2025-09-05 Alexander Fuchs-Kreiss , Keith Levin

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

We consider the problem of testing whether pairs of univariate random variables are associated. Few tests of independence exist that are consistent against all dependent alternatives and are distribution free. We propose novel tests that…

Methodology · Statistics 2014-12-09 Ruth Heller , Yair Heller , Shachar Kaufman , Malka Gorfine

In this paper, the maximal nonlinear conditional correlation of two random vectors $X$ and $Y$ given another random vector $Z$, denoted by $\rho_1(X,Y|Z)$, is defined as a measure of conditional association, which satisfies certain…

Statistics Theory · Mathematics 2010-10-20 Tzee-Ming Huang

Measuring a strength of dependence of random variables is an important problem in statistical practice. In this paper, we propose a new function valued measure of dependence of two random variables. It allows one to study and visualize…

Methodology · Statistics 2014-05-12 Teresa Ledwina

Given data obtained under two sampling conditions, it is often of interest to identify variables that behave differently in one condition than in the other. We introduce a method for differential analysis of second-order behavior called…

Methodology · Statistics 2016-02-26 Kelly Bodwin , Kai Zhang , Andrew Nobel

This paper takes a different look on the problem of testing the mutual independence of the components of a high-dimensional vector. Instead of testing if all pairwise associations (e.g. all pairwise Kendall's $\tau$) between the components…

Statistics Theory · Mathematics 2024-02-14 Patrick Bastian , Holger Dette , Johannes Heiny

Graphical models have long been studied in statistics as a tool for inferring conditional independence relationships among a large set of random variables. The most existing works in graphical modeling focus on the cases that the data are…

Methodology · Statistics 2022-12-12 Siqi Liang , Faming Liang

Comparing large covariance matrices has important applications in modern genomics, where scientists are often interested in understanding whether relationships (e.g., dependencies or co-regulations) among a large number of genes vary…

Methodology · Statistics 2017-04-04 Jinyuan Chang , Wen Zhou , Wen-Xin Zhou , Lan Wang

Measuring conditional dependence is an important topic in statistics with broad applications including graphical models. Under a factor model setting, a new conditional dependence measure based on projection is proposed. The corresponding…

Methodology · Statistics 2019-01-14 Jianqing Fan , Yang Feng , Lucy Xia