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The identification of the dependent components in multiple data sets is a fundamental problem in many practical applications. The challenge in these applications is that often the data sets are high-dimensional with few observations or…

Methodology · Statistics 2023-06-02 Martin Gölz , Tanuj Hasija , Michael Muma , Abdelhak M. Zoubir

Measuring the dependence of data plays a central role in statistics and machine learning. In this work, we summarize and generalize the main idea of existing information-theoretic dependence measures into a higher-level perspective by the…

Machine Learning · Computer Science 2021-01-26 Shujian Yu , Francesco Alesiani , Xi Yu , Robert Jenssen , Jose C. Principe

A classical deterministic, reversible dynamical systems, reproducing the Einstein--Podolsky--Rosen (EPR) correlations in full respect of causality and locality and without the introduction of any ad hoc selection procedure, was constructed…

Quantum Physics · Physics 2007-06-14 Luigi Accardi , Satoshi Uchiyama

We consider the first-order theory of random variables with the probabilistic independence relation, which concerns statements consisting of random variables, the probabilistic independence symbol, logical operators, and existential and…

Information Theory · Computer Science 2021-08-18 Cheuk Ting Li

The maximal correlation coefficient is a well-established generalization of the Pearson correlation coefficient for measuring non-linear dependence between random variables. It is appealing from a theoretical standpoint, satisfying…

Information Theory · Computer Science 2019-06-04 Elad Domanovitz , Uri Erez

The classical theory of rank-based inference is entirely based either on ordinary ranks, which do not allow for considering location (intercept) parameters, or on signed ranks, which require an assumption of symmetry. If the median, in the…

Statistics Theory · Mathematics 2007-06-13 Marc Hallin , Catherine Vermandele , Bas Werker

The entropy power inequality for independent random vectors is a foundational result of information theory, with deep connections to probability and geometric functional analysis. Several extensions of the entropy power inequality have been…

Information Theory · Computer Science 2025-12-23 Mokshay Madiman , James Melbourne , Cyril Roberto

We introduce the coverage correlation coefficient, a novel nonparametric measure of statistical association designed to quantifies the extent to which two random variables have a joint distribution concentrated on a singular subset with…

Methodology · Statistics 2025-08-18 Xuzhi Yang , Mona Azadkia , Tengyao Wang

In many applications, data come with a natural ordering. This ordering can often induce local dependence among nearby variables. However, in complex data, the width of this dependence may vary, making simple assumptions such as a constant…

Statistics Theory · Mathematics 2017-12-11 Guo Yu , Jacob Bien

A given neural network in the brain is involved in many different tasks. This implies that, when considering a specific task, the network's connectivity contains a component which is related to the task and another component which can be…

Neurons and Cognition · Quantitative Biology 2021-03-17 Friedrich Schuessler , Alexis Dubreuil , Francesca Mastrogiuseppe , Srdjan Ostojic , Omri Barak

Systems with a long-term stationary state that possess as a spatio-temporally fluctuation quantity $\beta$ can be described by a superposition of several statistics, a "super statistics". We consider first, the Gamma, log-normal and…

Statistical Mechanics · Physics 2015-06-05 O. Obregón , A. Gil-Villegas

It is shown in this paper how a connection may be made between the symmetry generators of the Hamiltonian (or potential) invariant under a symmetry group $G$, and the subcasimirs that come about when the rank of the Poisson structure of a…

Mathematical Physics · Physics 2013-03-01 Vivek Narayanan , P. J. Morrison

We investigate a possible definition of expectation and conditional expectation for random variables with values in a local field such as the $p$-adic numbers. We define the expectation by analogy with the observation that for real-valued…

Probability · Mathematics 2007-05-23 Steven N. Evans , Tye Lidman

We study the existence, strong consistency and asymptotic normality of estimators obtained from estimating functions, that are p-dimensional martingale transforms. The problem is motivated by the analysis of evolutionary clustered data,…

Statistics Theory · Mathematics 2020-12-01 Laura Dumitrescu , Ioana Schiopu-Kratina

It is now a well-known fact that the correlations arising from local dichotomic measurements on an entangled quantum state may exhibit intrinsically non-classical features. In this paper we delve into a comprehensive study of random…

F. Labourie [arXiv:1212.5015] characterized the Hitchin components for $\operatorname{PSL}(n, \mathbb{R})$ for any $n>1$ by using the swapping algebra, where the swapping algebra should be understood as a ring equipped with a Poisson…

Differential Geometry · Mathematics 2021-01-01 Zhe Sun

In many problem settings, parameter vectors are not merely sparse but dependent in such a way that non-zero coefficients tend to cluster together. We refer to this form of dependency as "region sparsity." Classical sparse regression…

Machine Learning · Statistics 2019-01-28 Anqi Wu , Oluwasanmi Koyejo , Jonathan W. Pillow

We prove that certain natural random variables associated with the local eigenvalue statistics for generalized lattice Anderson models constructed with finite-rank perturbations are compound Poisson distributed. This distribution is…

Mathematical Physics · Physics 2015-09-30 Peter D. Hislop , M. Krishna

We give a general framework for approximations to combinatorial assemblies, especially suitable to the situation where the number $k$ of components is specified, in addition to the overall size $n$. This involves a Poisson process, which,…

Probability · Mathematics 2016-07-06 Richard Arratia , Stephen DeSalvo

Conformal prediction (CP) is widely presented as distribution-free predictive inference with finite-sample marginal coverage under exchangeability. We argue that CP is best understood as a rank-calibrated descendant of the…

Statistics Theory · Mathematics 2025-12-30 Jyotishka Datta , Nicholas G. Polson , Vadim Sokolov , Daniel Zantedeschi