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We consider a sequence of random vectors on \(\mathbb{R}^d, \ d\geq 1\). We consider the record values based on the simultaneous strict inequality of the coordinates. The indicator record variable (irv) of the j-th observation is the…

Probability · Mathematics 2026-02-25 Gane Samb Lo , El Hadji Babou

Factorial designs have broad applications in agricultural, engineering and scientific studies. In constructing and studying properties of factorial designs, traditional design theory treats all factors as nominal. However, this is not…

Statistics Theory · Mathematics 2007-06-13 Shao-Wei Cheng , Kenny Q. Ye

The distance covariance of two random vectors is a measure of their dependence. The empirical distance covariance and correlation can be used as statistical tools for testing whether two random vectors are independent. We propose an analogs…

Statistics Theory · Mathematics 2017-03-31 Muneya Matsui , Thomas Mikosch , Gennady Samorodnitsky

We define a characteristic function for probability measures on the signatures of geometric rough paths. We determine sufficient conditions under which a random variable is uniquely determined by its expected signature, thus partially…

Probability · Mathematics 2017-05-19 Ilya Chevyrev , Terry Lyons

The Contextuality-by-Default approach to determining and measuring the (non)contextuality of a system of random variables requires that every random variable in the system be represented by an equivalent set of dichotomous random variables.…

Quantum Physics · Physics 2022-01-05 Janne V. Kujala , Ehtibar N. Dzhafarov

Finite dimensional (FD) models, i.e., deterministic functions of time/space and finite sets of random variables, are constructed for target vector-valued random processes/fields. They are required to have two properties. First, standard…

Probability · Mathematics 2023-10-06 Hui Xu , Mircea D. Grigoriu

The examples of rhythmical signals with variable period are considered. The definition of periodic function with the variable period is given as a model of such signals. The examples of such functions are given and their variable periods…

General Mathematics · Mathematics 2010-06-15 M. V Pryjmak

In this paper, a function on any pair of graphs is defined whose properties are similar to the properties of dot product in vector space. This function enables us to define graph orthogonality and, also, a new metric on isomorphism classes…

Combinatorics · Mathematics 2018-10-23 Ameneh Farhadian

While any symmetric and positive semidefinite mapping can be the non-centered covariance of a Gaussian random field, it is known that these conditions are no longer sufficient when the random field is valued in a two-point set. The question…

Probability · Mathematics 2026-02-04 Xavier Emery , Christian Lantuéjoul

Random variables representing measurements, broadly understood to include any responses to any inputs, form a system in which each of them is uniquely identified by its content (that which it measures) and its context (the conditions under…

Quantum Physics · Physics 2019-01-24 Ehtibar N. Dzhafarov , Víctor H. Cervantes , Janne V. Kujala

A new notion is introduced of matrix order indices which relate the matrix norm and its trace. These indices can be defined for any given matrix. They are especially important for matrices describing many-body systems, equilibrium as well…

Condensed Matter · Physics 2009-11-07 V. I. Yukalov

Recent variational inference methods use stochastic gradient estimators whose variance is not well understood. Theoretical guarantees for these estimators are important to understand when these methods will or will not work. This paper…

Machine Learning · Computer Science 2019-10-29 Justin Domke

The identifiability problem arises naturally in a number of contexts in mathematics and computer science. Specific instances include local or global rigidity of graphs and unique completability of partially-filled tensors subject to rank…

Metric Geometry · Mathematics 2024-01-24 James Cruickshank , Fatemeh Mohammadi , Anthony Nixon , Shin-ichi Tanigawa

The modeling of dependence between maxima is an important subject in several applications in risk analysis. To this aim, the extreme value copula function, characterised via the madogram, can be used as a margin-free description of the…

Statistics Theory · Mathematics 2022-05-02 Alexis Boulin , Elena Di Bernardino , Thomas Laloë , Gwladys Toulemonde

The family of visibility algorithms were recently introduced as mappings between time series and graphs. Here we extend this method to characterize spatially extended data structures by mapping scalar fields of arbitrary dimension into…

Data Analysis, Statistics and Probability · Physics 2017-09-13 Lucas Lacasa , Jacopo Iacovacci

Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are, however, difficult to characterize. Here, we…

Random graphs with a given degree sequence are often constructed using the configuration model, which yields a random multigraph. We may adjust this multigraph by a sequence of switchings, eventually yielding a simple graph. We show that,…

Probability · Mathematics 2019-02-01 Svante Janson

Proper scoring rules are commonly applied to quantify the accuracy of distribution forecasts. Given an observation they assign a scalar score to each distribution forecast, with the the lowest expected score attributed to the true…

Methodology · Statistics 2021-02-01 Carol Alexander , Michael Coulon , Yang Han , Xiaochun Meng

We derive an explicit link between Gaussian Markov random fields on metric graphs and graphical models, and in particular show that a Markov random field restricted to the vertices of the graph is, under mild regularity conditions, a…

Probability · Mathematics 2025-01-08 David Bolin , Alexandre B. Simas , Jonas Wallin

Quantifying the similarity between two mathematical structures or datasets constitutes a particularly interesting and useful operation in several theoretical and applied problems. Aimed at this specific objective, the Jaccard index has been…

Machine Learning · Computer Science 2021-11-19 Luciano da F. Costa