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Related papers: Detection of Correlated Random Vectors

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Consider two sequences of $n$ independent and identically distributed fair coin tosses, $X=(X_1,\ldots,X_n)$ and $Y=(Y_1,\ldots,Y_n)$, which are $\rho$-correlated for each $j$, i.e. $\mathbb{P}[X_j=Y_j] = {1+\rho\over 2}$. We study the…

Information Theory · Computer Science 2020-08-19 Or Ordentlich , Yury Polyanskiy , Ofer Shayevitz

We consider a distributed source coding problem of $L$ correlated Gaussian observations $Y_i, i=1,2,...,L$. We assume that the random vector $Y^{L}={}^{\rm t} (Y_1,Y_2,$ $...,Y_L)$ is an observation of the Gaussian random vector…

Information Theory · Computer Science 2010-01-13 Yasutada Oohama

We provide a novel criterion for identifying quantum correlation, which allows us to find connections between Bell type inequalities, entanglement detection, and correlation. We utilize the criterion to construct witness operators that can…

Quantum Physics · Physics 2007-05-23 Che-Ming Li , Li-Yi Hsu , Wei-Yang Lin , Yueh-Nan Chen , Der-San Chuu , Tobias Brandes

Consider finite sequences $X_{[1,n]}=X_1\dots X_n$ and $Y_{[1,n]}=Y_1\dots Y_n$ of length $n$, consisting of i.i.d.\ samples of random letters from a finite alphabet, and let $S$ and $T$ be chosen i.i.d.\ randomly from the unit ball in the…

Probability · Mathematics 2014-09-30 Raphael Hauser , Heinrich Matzinger , Ionel Popescu

Given well-shuffled data, can we determine whether the data items are statistically (in)dependent? Formally, we consider the problem of testing whether a set of exchangeable random variables are independent. We will show that this is…

Statistics Theory · Mathematics 2022-10-25 Marcus Hutter

Identifying differences in networks has become a canonical problem in many biological applications. Here, we focus on testing whether two Gaussian graphical models are the same. Existing methods try to accomplish this goal by either…

Methodology · Statistics 2019-10-01 Sen Zhao , Stephen Ottinger , Suzanne Peck , Christine Mac Donald , Ali Shojaie

We study the problem of testing the existence of a heterogeneous dense subhypergraph. The null hypothesis corresponds to a heterogeneous Erd\"{o}s-R\'{e}nyi uniform random hypergraph and the alternative hypothesis corresponds to a…

Machine Learning · Statistics 2021-04-12 Mingao Yuan , Zuofeng Shang

We propose a new omnibus test for vector white noise using the maximum absolute auto-correlations and cross-correlations of the component series. Based on the newly established approximation by the $L_\infty$-norm of a normal random vector,…

Methodology · Statistics 2017-02-28 Jinyuan Chang , Qiwei Yao , Wen Zhou

A nonparametric anomalous hypothesis testing problem is investigated, in which there are totally n sequences with s anomalous sequences to be detected. Each typical sequence contains m independent and identically distributed (i.i.d.)…

Machine Learning · Computer Science 2016-12-15 Shaofeng Zou , Yingbin Liang , H. Vincent Poor , Xinghua Shi

When testing for the mean vector in a high dimensional setting, it is generally assumed that the observations are independently and identically distributed. However if the data are dependent, the existing test procedures fail to preserve…

Statistics Theory · Mathematics 2014-11-17 Deepak Nag Ayyala , Junyong Park , Anindya Roy

Given two networks of differing sizes, it is of interest to test whether the two networks belong to the same distribution. We formalize the notion of "equality of distribution" under the framework of the generalized random dot product…

Statistics Theory · Mathematics 2026-03-10 Joshua Agterberg , Minh Tang , Carey Priebe

In variable selection, most existing screening methods focus on marginal effects and ignore dependence between covariates. To improve the performance of selection, we incorporate pairwise effects in covariates for screening and…

Methodology · Statistics 2019-02-12 Siliang Gong , Kai Zhang , Yufeng Liu

Score-based statistical models play an important role in modern machine learning, statistics, and signal processing. For hypothesis testing, a score-based hypothesis test is proposed in \cite{wu2022score}. We analyze the performance of this…

Signal Processing · Electrical Eng. & Systems 2024-02-06 Enmao Diao , Taposh Banerjee , Vahid Tarokh

We consider a hypothesis testing problem where a part of data cannot be observed. Our helper observes the missed data and can send us a limited amount of information about them. What kind of this limited information will allow us to make…

Information Theory · Computer Science 2020-09-08 Marat V. Burnashev

Permutations of correlated sequences of random variables appear naturally in a variety of applications such as graph matching and asynchronous communications. In this paper, the asymptotic statistical behavior of such permuted sequences is…

Information Theory · Computer Science 2020-01-22 Farhad Shirani , Siddharth Garg , Elza Erkip

Supporting sampling in the presence of joins is an important problem in data analysis, but is inherently challenging due to the need to avoid correlation between output tuples. Current solutions provide either correlated or non-correlated…

Databases · Computer Science 2017-02-15 Niranjan Kamat , Arnab Nandi

In this paper, we establish a new inequality tying together the effective length and the maximum correlation between the outputs of an arbitrary pair of Boolean functions which operate on two sequences of correlated random variables. We…

Information Theory · Computer Science 2017-02-07 Farhad Shirani , S. Sandeep Pradhan

In this research, inferential theory for hypothesis testing under general convex cone alternatives for correlated data is developed. While there exists extensive theory for hypothesis testing under smooth cone alternatives with independent…

Statistics Theory · Mathematics 2007-06-13 Ramani S. Pilla

Entries of datasets are often collected only if an event occurred: taking a survey, enrolling in an experiment and so forth. However, such partial samples bias classical correlation estimators. Here we show how to correct for such sampling…

Methodology · Statistics 2016-01-05 P-A. G. Maugis

We revisit the distributed hypothesis testing (or hypothesis testing with communication constraints) problem from the viewpoint of privacy. Instead of observing the raw data directly, the transmitter observes a sanitized or randomized…

Information Theory · Computer Science 2019-06-26 Atefeh Gilani , Selma Belhadj Amor , Sadaf Salehkalaibar , Vincent Y. F. Tan