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An important problem in time series analysis is the discrimination between non-stationarity and longrange dependence. Most of the literature considers the problem of testing specific parametric hypotheses of non-stationarity (such as a…

Statistics Theory · Mathematics 2016-07-19 Philip Preuß , Kemal Sen , Holger Dette

We develop a class of multivariate ordered discrete response models featuring general rectangular structures, which allow for functionally interdependent thresholds across dimensions, extending beyond traditional (lattice) models that…

Econometrics · Economics 2025-11-06 Tatiana Komarova , William Matcham

We study the limits of linear time evaluation of conjunctive queries under constraints expressed as tuple-generating dependencies (TGDs), across several modes of query evaluation: single-testing, all-testing, counting, lexicographic direct…

Databases · Computer Science 2026-03-20 Nofar Carmeli , Carsten Lutz , Marcin Przybyłko

Many widely studied graphical models with latent variables lead to nontrivial constraints on the distribution of the observed variables. Inspired by the Bell inequalities in quantum mechanics, we refer to any linear inequality whose…

Artificial Intelligence · Computer Science 2011-07-21 Greg Ver Steeg , Aram Galstyan

It has been recently shown in Jaworski, P., Jelito, D. and Pitera, M. (2024), 'A note on the equivalence between the conditional uncorrelation and the independence of random variables', Electronic Journal of Statistics 18(1), that one can…

Methodology · Statistics 2024-06-24 Kewin Pączek , Damian Jelito , Marcin Pitera , Agnieszka Wyłomańska

The standard description of cosmological observables is incomplete, because it does not take into account the correct angular parametrization of the sky, i.e. the one determined by the observer frame. The corresponding corrections must be…

Cosmology and Nongalactic Astrophysics · Physics 2020-07-02 Ermis Mitsou , Jaiyul Yoo

This paper develops a model-free sequential test for conditional independence. The proposed test allows researchers to analyze an incoming i.i.d. data stream with any arbitrary dependency structure, and safely conclude whether a feature is…

Methodology · Statistics 2023-02-21 Shalev Shaer , Gal Maman , Yaniv Romano

Modeling hierarchical latent dynamics behind time series data is critical for capturing temporal dependencies across multiple levels of abstraction in real-world tasks. However, existing temporal causal representation learning methods fail…

Machine Learning · Computer Science 2025-10-22 Zijian Li , Minghao Fu , Junxian Huang , Yifan Shen , Ruichu Cai , Yuewen Sun , Guangyi Chen , Kun Zhang

Varying the gravitational Lagrangian produces a boundary contribution that has various physical applications. It determines the right boundary terms to be added to the action once boundary conditions are specified, and defines the…

General Relativity and Quantum Cosmology · Physics 2020-09-09 Roberto Oliveri , Simone Speziale

Many inference techniques for multivariate data analysis assume that the rows of the data matrix are realizations of independent and identically distributed random vectors. Such an assumption will be met, for example, if the rows of the…

Statistics Theory · Mathematics 2015-12-31 Peter D. Hoff

In this paper, we propose a new test for checking the parametric form of the conditional variance based on distance covariance in nonlinear and nonparametric regression models. Inherit from the nice properties of distance covariance, our…

Methodology · Statistics 2022-05-19 Yue Hu , Haiqi Li , Falong Tan

Linearity and dependency analyses are key to several applications in computer science, especially, in resource management and information flow control. What connects these analyses is that both of them need to model at least two different…

Programming Languages · Computer Science 2023-04-07 Pritam Choudhury

Causal discovery from data affected by unobserved variables is an important but difficult problem to solve. The effects that unobserved variables have on the relationships between observed variables are more complex in nonlinear cases than…

Machine Learning · Computer Science 2021-06-07 Takashi Nicholas Maeda , Shohei Shimizu

Learning controllable and generalizable representation of multivariate data with desired structural properties remains a fundamental problem in machine learning. In this paper, we present a novel framework for learning generative models…

Machine Learning · Computer Science 2020-10-05 Ruixiang Zhang , Masanori Koyama , Katsuhiko Ishiguro

In this paper new tests for the independence of two high-dimensional vectors are investigated. We consider the case where the dimension of the vectors increases with the sample size and propose multivariate analysis of variance-type…

Statistics Theory · Mathematics 2023-04-19 Taras Bodnar , Holger Dette , Nestor Parolya

The paper introduces robust independence tests with non-asymptotically guaranteed significance levels for stochastic linear time-invariant systems, assuming that the observed outputs are synchronous, which means that the systems are driven…

Machine Learning · Statistics 2023-08-07 Ambrus Tamás , Dániel Ágoston Bálint , Balázs Csanád Csáji

The Trek Separation Theorem (Sullivant et al. 2010) states necessary and sufficient conditions for a linear directed acyclic graphical model to entail for all possible values of its linear coefficients that the rank of various sub-matrices…

Artificial Intelligence · Computer Science 2013-09-27 Peter L. Spirtes

We propose a new conditional dependence measure and a statistical test for conditional independence. The measure is based on the difference between analytic kernel embeddings of two well-suited distributions evaluated at a finite set of…

Machine Learning · Statistics 2022-06-17 Meyer Scetbon , Laurent Meunier , Yaniv Romano

Unobserved discrete data are ubiquitous in many scientific disciplines, and how to learn the causal structure of these latent variables is crucial for uncovering data patterns. Most studies focus on the linear latent variable model or…

Machine Learning · Computer Science 2024-06-12 Zhengming Chen , Ruichu Cai , Feng Xie , Jie Qiao , Anpeng Wu , Zijian Li , Zhifeng Hao , Kun Zhang

We propose a general new method, the conditional permutation test, for testing the conditional independence of variables $X$ and $Y$ given a potentially high-dimensional random vector $Z$ that may contain confounding factors. The proposed…

Methodology · Statistics 2019-05-08 Thomas B. Berrett , Yi Wang , Rina Foygel Barber , Richard J. Samworth