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We are concerned with the detection of associations between random vectors of any dimension. Few tests of independence exist that are consistent against all dependent alternatives. We propose a powerful test that is applicable in all…

Methodology · Statistics 2013-08-08 Ruth Heller , Yair Heller , Malka Gorfine

We propose a method for testing whether hierarchically ordered groups of potentially correlated variables are significant for explaining a response in a high-dimensional linear model. In presence of highly correlated variables, as is very…

Statistics Theory · Mathematics 2014-09-04 Jacopo Mandozzi , Peter Bühlmann

The proposal of Reshef et al. (2011) is an interesting new approach for discovering non-linear dependencies among pairs of measurements in exploratory data mining. However, it has a potentially serious drawback. The authors laud the fact…

Methodology · Statistics 2014-01-30 Noah Simon , Robert Tibshirani

We extend the use of Classification Without Labels for anomaly detection with a hypothesis test designed to exclude the background-only hypothesis. By testing for statistical independence of the two discriminating dataset regions, we are…

High Energy Physics - Phenomenology · Physics 2023-03-16 Jernej F. Kamenik , Manuel Szewc

In this work, we develop a new theory and method for sufficient dimension reduction (SDR) in single-index models, where SDR is a sub-field of supervised dimension reduction based on conditional independence. Our work is primarily motivated…

Machine Learning · Statistics 2024-05-31 Seungbeom Hong , Ilmun Kim , Jun Song

The accurate classification of galaxies in large-sample astrophysical databases of galaxy clusters depends sensitively on the ability to distinguish between morphological types, especially at higher redshifts. This capability can be…

Cosmology and Nongalactic Astrophysics · Physics 2014-03-21 Mercedes T. Richards , Donald St. P. Richards , Elizabeth Martinez-Gomez

We study the problem of testing discrete distributions with a focus on the high probability regime. Specifically, given samples from one or more discrete distributions, a property $\mathcal{P}$, and parameters $0< \epsilon, \delta <1$, we…

Data Structures and Algorithms · Computer Science 2020-09-15 Ilias Diakonikolas , Themis Gouleakis , Daniel M. Kane , John Peebles , Eric Price

Correlation matrices are an essential tool for investigating the dependency structures of random vectors or comparing them. We introduce an approach for testing a variety of null hypotheses that can be formulated based upon the correlation…

Statistics Theory · Mathematics 2023-07-12 Paavo Sattler , Markus Pauly

The paper presents a new copula based method for measuring dependence between random variables. Our approach extends the Maximum Mean Discrepancy to the copula of the joint distribution. We prove that this approach has several advantageous…

Machine Learning · Computer Science 2019-08-15 Barnabas Poczos , Zoubin Ghahramani , Jeff Schneider

Correlations obtained from sequences of measurements have been employed to distinguish among different physical theories or to witness the dimension of a system. In this work we show that they can also be used to establish semi-device…

Quantum Physics · Physics 2020-10-23 Cornelia Spee

Asymptotic methods for hypothesis testing in high-dimensional data usually require the dimension of the observations to increase to infinity, often with an additional condition on its rate of increase compared to the sample size. On the…

Statistics Theory · Mathematics 2024-03-26 Joydeep Chowdhury , Subhajit Dutta , Marc G. Genton

The concept of matching dependencies (mds) is recently pro- posed for specifying matching rules for object identification. Similar to the functional dependencies (with conditions), mds can also be applied to various data quality…

Databases · Computer Science 2009-06-13 Shaoxu Song , Lei Chen

We suggest a dependence coefficient between a categorical variable and some general variable taking values in a metric space. We derive important theoretical properties and study the large sample behaviour of our suggested estimator.…

Statistics Theory · Mathematics 2025-10-03 Siegfried Hörmann , Daniel Strenger-Galvis

A Bell test can rule out local realistic models, and has potential applications in communications and information tasks. For example, a Bell inequality violation can certify the presence of intrinsic randomness in measurement outcomes,…

Statistical inferences for sample correlation matrices are important in high dimensional data analysis. Motivated by this, this paper establishes a new central limit theorem (CLT) for a linear spectral statistic (LSS) of high dimensional…

Statistics Theory · Mathematics 2014-11-04 Jiti Gao , Xiao Han , Guangming Pan , Yanrong Yang

A measurement strategy is developed for a new kind of hypothesis testing. It assigns, with minimum probability of error, the state of a quantum system to one or the other of two complementary subsets of a set of N given non-orthogonal…

Quantum Physics · Physics 2009-11-07 Ulrike Herzog , Janos A. Bergou

Several recent works [DHLNSY25, CPPS25a, CPPS25b] have studied a model of property testing of Boolean functions under a \emph{relative-error} criterion. In this model, the distance from a target function $f: \{0,1\}^n \to \{0,1\}$ that is…

Computational Complexity · Computer Science 2026-03-24 Xi Chen , Anindya De , Yizhi Huang , Shivam Nadimpalli , Rocco A. Servedio , Tianqi Yang

The distance covariance of Sz\'ekely, et al. [23] and Sz\'ekely and Rizzo [21], a powerful measure of dependence between sets of multivariate random variables, has the crucial feature that it equals zero if and only if the sets are mutually…

Statistics Theory · Mathematics 2022-06-22 Dominic Edelmann , Tobias Terzer , Donald Richards

Assessing whether a sample survey credibly represents the population is a critical question for ensuring the validity of downstream research. Generally, this problem reduces to estimating the distance between two high-dimensional…

Machine Learning · Computer Science 2025-08-29 Debabrota Basu , Sourav Chakraborty , Debarshi Chanda , Buddha Dev Das , Arijit Ghosh , Arnab Ray

We consider the problem of detecting the dimensionality of entanglement with the use of correlations between measurements in randomized directions. First, exploiting the recently derived covariance matrix criterion for the entanglement…

Quantum Physics · Physics 2023-07-20 Shuheng Liu , Qiongyi He , Marcus Huber , Otfried Gühne , Giuseppe Vitagliano