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Measuring dependence between random variables is a fundamental problem in Statistics, with applications across diverse fields. While classical measures such as Pearson's correlation have been widely used for over a century, they have…

Statistics Theory · Mathematics 2025-10-08 Marta Catalano , Hugo Lavenant

Estimation of mutual information between (multidimensional) real-valued variables is used in analysis of complex systems, biological systems, and recently also quantum systems. This estimation is a hard problem, and universally good…

Quantitative Methods · Quantitative Biology 2019-08-14 Caroline M. Holmes , Ilya Nemenman

Modern recommendation systems rank candidates by aggregating multiple behavioral signals through a value model. However, many commonly used signals are inherently affected by heterogeneous biases. For example, watch time naturally favors…

This paper presents the generalization of weighted distances to modules and their computation through the chamfer algorithm on general point lattices. The first part is dedicated to formalization of definitions and properties (distance,…

Discrete Mathematics · Computer Science 2008-08-06 Céline Fouard , Robin Strand , Gunilla Borgefors

The uncertainty or the variability of the data may be treated by considering, rather than a single value for each data, the interval of values in which it may fall. This paper studies the derivation of basic description statistics for…

Computation · Statistics 2008-12-18 Marie Chavent , Jérôme Saracco

The focus of a survival study is partly on the distribution of survival times, and partly on the health or quality of life of patients while they live. Health varies over time, and survival is the most basic aspect of health, so the two…

Methodology · Statistics 2016-01-20 Walter Dempsey , Peter McCullagh

We consider the estimation of the mixing distribution of a normal distribution where both the shift and scale are unobserved random variables. We argue that in general, the model is not identifiable. We give an elegant non-constructive…

Statistics Theory · Mathematics 2024-08-20 Ya'acov Ritov

In many robotics applications, it is necessary to compute not only the distance between the robot and the environment, but also its derivative - for example, when using control barrier functions. However, since the traditional Euclidean…

A short note on bounds on distance to variety of a point in terms of the Taylor coefficients at the point.

Complex Variables · Mathematics 2017-01-31 Vikram Sharma

We introduce two new measures for the dependence of $n \ge 2$ random variables: distance multivariance and total distance multivariance. Both measures are based on the weighted $L^2$-distance of quantities related to the characteristic…

Probability · Mathematics 2019-11-20 Björn Böttcher , Martin Keller-Ressel , René L. Schilling

We prove results on the decidability and complexity of computing the total variation distance (equivalently, the $L_1$-distance) of hidden Markov models (equivalently, labelled Markov chains). This distance measures the difference between…

Formal Languages and Automata Theory · Computer Science 2018-04-18 Stefan Kiefer

A fundamental task in statistical learning is quantifying the joint dependence or association between two continuous random variables. We introduce a novel, fully non-parametric measure that assesses the degree of association between…

We study entanglement witness and present a construction of entanglement witnesses in terms of the mutually unbiased measurements (MUMs). These witnesses include the entanglement witnesses constructed from mutually unbiased bases (MUBs) as…

Quantum Physics · Physics 2019-12-05 Tao Li , Le-Min Lai , Shao-Ming Fei , Zhi-Xi Wang

By combining a bound on the absolute value of the difference of mutual information between two joint probablity distributions with a fixed variational distance, and a bound on the probability of a maximal deviation in variational distance…

Information Theory · Computer Science 2013-01-29 A. G. Stefani , J. B. Huber , C. Jardin , H. Sticht

The notion of unbiased orthogonal designs is introduced as a generalization among unbiased Hadamard matrices, unbiased weighing matrices and quasi-unbiased weighing matrices. We provide upper bounds and several constructions for mutually…

Combinatorics · Mathematics 2016-01-19 Hadi Kharaghani , Sho Suda

Understanding distance metrics in high-dimensional spaces is crucial for various fields such as data analysis, machine learning, and optimization. The Manhattan distance, a fundamental metric in multi-dimensional settings, measures the…

General Mathematics · Mathematics 2024-06-25 Ergon Cugler de Moraes Silva

The energy distance and energy scores became important tools in multivariate statistics and multivariate probabilistic forecasting in recent years. They are both based on the expected distance of two independent samples. In this paper we…

Statistics Theory · Mathematics 2020-04-27 Carole Bernard , Alfred Müller

We propose a modification that corrects for split-improvement variable importance measures in Random Forests and other tree-based methods. These methods have been shown to be biased towards increasing the importance of features with more…

Machine Learning · Statistics 2020-03-25 Zhengze Zhou , Giles Hooker

The definition of weighted distance measure involves weights. The paper proposes a weighted distance measure without the help of weights. Here, weights are intrinsically added to the measure, and for this, the concept of metric space is…

Metric Geometry · Mathematics 2023-12-20 Q. M. Danish Lohani , Ashutosh Tiwari , Mohd Shoaib Khan

Individual choices often depend on the order in which the decisions are made. In this paper, we expose a general theory of measurable systems (an example of which is an individual's preferences) allowing for incompatible (non-commuting)…

Physics and Society · Physics 2007-06-20 V. I. Danilov , A. Lambert-Mogiliansky