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We establish a general concentration result for the 1-Wasserstein distance between the empirical measure of a sequence of random variables and its expectation. Unlike standard results that rely on independence (e.g., Sanov's theorem) or…

Statistics Theory · Mathematics 2026-01-13 Arash A. Amini , Luciano Vinas

We reconsider the problem of calculating arbitrary negative integer moments of the (regularized) characteristic polynomial for $N\times N$ random matrices taken from the Gaussian Unitary Ensemble (GUE). A very compact and convenient…

Mathematical Physics · Physics 2009-11-07 Yan V Fyodorov

Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and…

Methodology · Statistics 2015-03-17 Joan Bruna , Stéphane Mallat , Emmanuel Bacry , Jean-François Muzy

The paper investigates the problem of performing correlation analysis when the number of observations is very large. In such a case, it is often necessary to combine the random observations to achieve dimensionality reduction of the…

Information Theory · Computer Science 2020-10-19 Pavel Loskot

In the geosciences, a recurring problem is one of estimating spatial means of a physical field using weighted averages of point observations. An important variant is when individual observations are counted with some probability less than…

Statistics Theory · Mathematics 2023-04-11 Ashwin K Seshadri

The robust detection of statistical dependencies between the components of a complex system is a key step in gaining a network-based understanding of the system. Because of their simplicity and low computation cost, pairwise statistics are…

Statistics Theory · Mathematics 2019-08-01 Antoine Messager , Nicos Georgiou , Luc Berthouze

We establish a recursive representation that fully decouples jumps from a large class of multivariate inhomogeneous stochastic differential equations with jumps of general time-state dependent unbounded intensity, not of L\'evy-driven type…

Probability · Mathematics 2024-09-04 Qinjing Qiu , Reiichiro Kawai

Support points summarize a large dataset through a smaller set of representative points that can be used for data operations, such as Monte Carlo integration, without requiring access to the full dataset. In this sense, support points offer…

Machine Learning · Statistics 2025-09-01 Peiqi Zhao , Carlos E. Rodríguez , Ramsés H. Mena , Stephen G. Walker

The random coefficients model is an extension of the linear regression model that allows for unobserved heterogeneity in the population by modeling the regression coefficients as random variables. Given data from this model, the statistical…

Methodology · Statistics 2018-03-15 Fabian Dunker , Konstantin Eckle , Katharina Proksch , Johannes Schmidt-Hieber

A general structural equation model is fitted on a panel data set that consists of $I$ correlated samples. The correlated samples could be data from correlated populations or correlated observations from occasions of panel data. We consider…

Statistics Theory · Mathematics 2007-06-13 Savas Papadopoulos , Yasuo Amemiya

In many real-world scenarios, interested variables are often represented as discretized values due to measurement limitations. Applying Conditional Independence (CI) tests directly to such discretized data, however, can lead to incorrect…

Artificial Intelligence · Computer Science 2025-06-11 Boyang Sun , Yu Yao , Xinshuai Dong , Zongfang Liu , Tongliang Liu , Yumou Qiu , Kun Zhang

In clinical trials involving paired organs such as eyes, ears, and kidneys, binary outcomes may be collected bilaterally or unilaterally. In such combined datasets, bilateral outcomes exhibit intra-subject correlation, while unilateral…

Methodology · Statistics 2025-08-19 Jia Zhou , Chang-Xing Ma

Algebraic tools in statistics have recently been receiving special attention and a number of interactions between algebraic geometry and computational statistics have been rapidly developing. This paper presents another such connection,…

Probability · Mathematics 2008-05-19 Alexey Koloydenko

Heterogeneity is a dominant factor in the behaviour of many biological processes. Despite this, it is common for mathematical and statistical analyses to ignore biological heterogeneity as a source of variability in experimental data.…

Suppose an experiment is conducted on pairs of objects with outcome responses a continuous variable measuring the interactions among the pairs. Furthermore, assume the response variable is hard to measure numerically but easy to be coded…

Methodology · Statistics 2015-05-11 Abdul-Hamid Al-Ibrahim

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

Probability · Mathematics 2024-05-28 Terence Tao , Van Vu

This paper is concerned with statistical inference for infinite range interaction Gibbs point processes and in particular for the large class of Ruelle superstable and lower regular pairwise interaction models. We extend classical…

Statistics Theory · Mathematics 2015-10-05 Jean-François Coeurjolly , Frédéric Lavancier

The distribution of errors is a central object in the assesment and benchmarking of computational chemistry methods. The popular and often blind use of the mean unsigned error as a benchmarking statistic leads to ignore distributions…

Chemical Physics · Physics 2021-02-19 Pascal Pernot , Andreas Savin

We provide formulas for the moments of the real and complex noncentral Wishart distributions of general degrees. The obtained formulas for the real and complex cases are described in terms of the undirected and directed graphs,…

Statistics Theory · Mathematics 2014-03-28 Satoshi Kuriki , Yasuhide Numata

Reichel (2025) defined the bariance as a pairwise-difference measure that can be rewritten in linear time using only scalar sums. We extend this idea to the covariance matrix by showing that the standard matrix expression involving the…

Computation · Statistics 2025-12-09 Felix Reichel
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