Related papers: Quantitative analysis of non-exchangeability in bi…
We study covariate shift in the context of nonparametric regression. We introduce a new measure of distribution mismatch between the source and target distributions that is based on the integrated ratio of probabilities of balls at a given…
We study a class of strongly irreducible, multidimensional, topological Markov shifts, comparing two notions of "symmetric measure": exchangeability and the Gibbs (or conformal) property. We show that equilibrium measures for such shifts…
The problem of detecting variance breaks in the case of smooth time-varying variance structure is studied. It is highlighted that the tests based on (piecewise) constant specification of the variance are not able to distinguish between…
Using one of the key property of copulas that they remain invariant under an arbitrary monotonous change of variable, we investigate the null hypothesis that the dependence between financial assets can be modeled by the Gaussian copula. We…
We review the main "omnibus procedures" for goodness-of-fit testing for copulas: tests based on the empirical copula process, on probability integral transformations, on Kendall's dependence function, etc, and some corresponding reductions…
We consider finite-sample inference for a single regression coefficient in the fixed-design linear model $Y = Z\beta + bX + \varepsilon$, where $\varepsilon\in\mathbb{R}^n$ may exhibit complex dependence or heterogeneity. We develop a group…
Given a random sample of observations, mixtures of normal densities are often used to estimate the unknown continuous distribution from which the data come. Here we propose the use of this semiparametric framework for testing symmetry about…
When the copula of the conditional distribution of two random variables given a covariate does not depend on the value of the covariate, two conflicting intuitions arise about the best possible rate of convergence attainable by…
We propose a new bivariate symmetric copula with positive and negative dependence properties. The main features of the proposed copula are its simple mathematical structure, wider dependence range compared to FGM copula and its…
Symmetry plays a central role in the sciences, machine learning, and statistics. For situations in which data are known to obey a symmetry, a multitude of methods that exploit symmetry have been developed. Statistical tests for the presence…
What does it mean for a boundary condition to be symmetric with respect to a non-invertible global symmetry? We discuss two possible definitions in 1+1d. On the one hand, we call a boundary weakly symmetric if the symmetry defects can…
Gaussian scale mixtures are constructed as Gaussian processes with a random variance. They have non-Gaussian marginals and can exhibit asymptotic dependence unlike Gaussian processes, which are asymptotically independent except in the case…
We compute asymptotic non-linear shrinkage formulas for covariance and precision matrix estimators for weighted sample covariances, and the joint sample-population eigenvector overlap distribution, in the spirit of Ledoit and P\'ech\'e. We…
The aim of the paper is to present numerical results supporting the presence of conformal invariance in three dimensional statistical mechanics models at criticality and to elucidate the geometric aspects of universality. As a case study we…
Multidimensional combinatorial substitutions are rules that replace symbols by finite patterns of symbols in $\mathbb Z^d$. We focus on the case where the patterns are not necessarily rectangular, which requires a specific description of…
Permutation tests are a distribution free way of performing hypothesis tests. These tests rely on the condition that the observed data are exchangeable among the groups being tested under the null hypothesis. This assumption is easily…
We use hyper-entanglement to experimentally realize deterministic entanglement swapping based on quantum Elegant Joint Measurements. These are joint projections of two qubits onto highly symmetric, iso-entangled, bases. We report…
Testing uniformity on the $p$-dimensional unit sphere is arguably the most fundamental problem in directional statistics. In this paper, we consider this problem in the framework of axial data, that is, under the assumption that the $n$…
We study the statistical mechanics of a model describing the coevolution of species interacting in a random way. We find that at high competition replica symmetry is broken. We solve the model in the approximation of one step replica…
Besides the classical distinction of correlation and dependence, many dependence measures bear further pitfalls in their application and interpretation. The aim of this paper is to raise and recall awareness of some of these limitations by…