Related papers: On statistical independence and density independen…
Control charts for process monitoring are widely used in practice. Most control charts require the monitored (residuals) process to be serially independent (and to satisfy specified distributional assumptions), whereas undetected dependence…
We consider a general statistical estimation problem wherein binary labels across different observations are not independent conditioned on their feature vectors, but dependent, capturing settings where e.g. these observations are collected…
Global sensitivity analysis with variance-based measures suffers from several theoretical and practical limitations, since they focus only on the variance of the output and handle multivariate variables in a limited way. In this paper, we…
The paper studies frequency characteristics and predictability of real sequences, i.e., discrete time processes in deterministic setting. We consider band-limitness and predictability of one-sided sequences. We establish predictability of…
The problem of signal detection using sparse, faint information is closely related to a variety of contemporary statistical problems, including the control of false-discovery rate, and classification using very high-dimensional data. Each…
Concentration of measure is studied, and obtained, for stable and related random vectors.
A new index based on empirical copulas, termed the Copula Statistic (CoS), is introduced for assessing the strength of multivariate dependence and for testing statistical independence. New properties of the copulas are proved. They allow us…
In this paper we study different concepts of independence for convex sets of probabilities. There will be two basic ideas for independence. The first is irrelevance. Two variables are independent when a change on the knowledge about one…
In this paper we discuss the continuity properties of the integrated density of states for random models based on that of the single site distribution. Our results are valid for models with independent randomness with arbitrary free parts.…
We propose and axiomatize preferences on a product state space in light of uncertainty regarding the dependency of different payoff-relevant factors. Dependence structures allow to decompose probabilities and allow to pin down behavior…
Stationary distributions of multivariate diffusion processes have recently been proposed as probabilistic models of causal systems in statistics and machine learning. Motivated by these developments, we study stationary multivariate…
We obtain an almost sure bound for oscillation rates of empirical distribution functions for stationary causal processes. For short-range dependent processes, the oscillation rate is shown to be optimal in the sense that it is as sharp as…
A popular measure of association is the tail dependence coefficient which measures the strength of dependence in either the lower-left or upper-right tail of a bivariate distribution. In this paper, we develop the idea of quantile…
Spontaneous collapse models aim to solve the long-standing measurement problem in quantum mechanics by modifying the theory's dynamics to include objective wave function collapses. These collapses occur randomly in space, bridging the gap…
A statistical measure is given expressing relative occurrences of quantities within a given data set. Application of this measure on several real life physical data sets and some abstract distributions are shown to yield consistent results.…
A joint characterisation of the observability and controllability of a particular kind of discrete system has been developed. The key idea of the procedure can be reduced to a correct choice of the sampling sequence. This freedom, owing to…
A simple condition is given that is sufficient to determine whether a measure that is absolutely continuous with respect to a Gau{\ss}ian measure on the space of distributions is reflection positive. It readily generalises conventional…
We present a systematic study of the statistics of the occupation time and related random variables for stochastic processes with independent intervals of time. According to the nature of the distribution of time intervals, the probability…
Provenance is information recording the source, derivation, or history of some information. Provenance tracking has been studied in a variety of settings; however, although many design points have been explored, the mathematical or semantic…
In the convolution model $Z\_i=X\_i+ \epsilon\_i$, we give a model selection procedure to estimate the density of the unobserved variables $(X\_i)\_{1 \leq i \leq n}$, when the sequence $(X\_i)\_{i \geq 1}$ is strictly stationary but not…