Related papers: Concurrence: A dependence criterion for time serie…
In unsupervised ensemble learning, one obtains predictions from multiple sources or classifiers, yet without knowing the reliability and expertise of each source, and with no labeled data to assess it. The task is to combine these possibly…
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…
Extracting useful information from data is a fundamental challenge across disciplines as diverse as climate, neuroscience, genetics, and ecology. In the era of ``big data'', data is ubiquitous, but appropriated methods are needed for…
Diseases and other contagion phenomena in nature and society can interact asymmetrically, such that one can benefit from the other, which in turn impairs the first, in analogy with predator-prey systems. Here, we consider two models for…
Graphical models have gained a lot of attention recently as a tool for learning and representing dependencies among variables in multivariate data. Often, domain scientists are looking specifically for differences among the dependency…
Multivariate time series in domains such as finance, climate science, and healthcare often exhibit long-term trends, seasonal patterns, and short-term fluctuations, complicating causal inference under non-stationarity and autocorrelation.…
This article studies the estimation of the causal effect of a time-varying treatment on time-to-an-event or on some other continuously distributed outcome. The paper applies to the situation where treatment is repeatedly adapted to…
Although living organisms are affected by many interrelated and unidentified variables, this complexity does not automatically impose a fundamental limitation on statistical inference. Nor need one invoke such complexity as an explanation…
Conditional Mutual Information (CMI) is a measure of conditional dependence between random variables X and Y, given another random variable Z. It can be used to quantify conditional dependence among variables in many data-driven inference…
Many of life's most fascinating phenomena emerge from interactions among many elements--many amino acids determine the structure of a single protein, many genes determine the fate of a cell, many neurons are involved in shaping our thoughts…
A major challenge in estimating treatment effects in observational studies is the reliance on untestable conditions such as the assumption of no unmeasured confounding. In this work, we propose an algorithm that can falsify the assumption…
We discuss the construction of component importance measures for binary coherent reliability systems from known stochastic dependence measures by measuring the dependence between system and component failures. We treat both the…
We define the concept of dependence among multiple variables using maximum entropy techniques and introduce a graphical notation to denote the dependencies. Direct inference of information theoretic quantities from data uncovers…
This topic review communicates working experiences regarding interaction of a multiplicity of processes. Our experiences come from climate change modelling, materials science, cell physiology and public health, and macroeconomic modelling.…
Individual choices often depend on the order in which the decisions are made. In this paper, we expose a general theory of measurable systems (an example of which is an individual's preferences) allowing for incompatible (non-commuting)…
Time series are ubiquitous, and a measure to assess their similarity is a core part of many computational systems. In particular, the similarity measure is the most essential ingredient of time series clustering and classification systems.…
Time series classification is an important task in its own right, and it is often a precursor to further downstream analytics. To date, virtually all works in the literature have used either shape-based classification using a distance…
Many biological systems are governed by difference equations and exhibit discrete-time dynamics. Examples include the size of a population when generations are non-overlapping, and the incidence of a disease when infections are recorded at…
Temporal information conveyed by language describes how the world around us changes through time. Events, durations and times are all temporal elements that can be viewed as intervals. These intervals are sometimes temporally related in…
This paper presents and analyzes an approach to cluster-based inference for dependent data. The primary setting considered here is with spatially indexed data in which the dependence structure of observed random variables is characterized…