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For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…

Statistics Theory · Mathematics 2008-10-10 T. Royen

We review and study some of the properties of smooth Gaussian random fields defined on a homogeneous space, under the assumption that the probability distribution is invariant under the isometry group of the space. We first give an…

Probability · Mathematics 2022-04-22 Alexandre Afgoustidis

We present a general construction for dependent random measures based on thinning Poisson processes on an augmented space. The framework is not restricted to dependent versions of a specific nonparametric model, but can be applied to all…

Machine Learning · Statistics 2012-11-21 Nicholas J. Foti , Joseph D. Futoma , Daniel N. Rockmore , Sinead Williamson

We establish a central limit theorem and an invariance principle for stationary random fields, with projective-type conditions. Our result is obtained via an m-dependent approximation method. As applications, we establish invariance…

Probability · Mathematics 2012-04-12 Yizao Wang , Michael Woodroofe

Categorical random variables are a common staple in machine learning methods and other applications across disciplines. Many times, correlation within categorical predictors exists, and has been noted to have an effect on various algorithm…

Probability · Mathematics 2017-01-25 Rachel Traylor

A number of recent studies have estimated the inter-galactic void probability function and investigated its departure from various random models. We study a family of parametric statistical models based on gamma distributions, which do give…

Mathematical Physics · Physics 2008-11-27 C. T. J. Dodson

We propose a test of independence of two multivariate random vectors, given a sample from the underlying population. Our approach, which we call MINT, is based on the estimation of mutual information, whose decomposition into joint and…

Methodology · Statistics 2017-11-20 Thomas B. Berrett , Richard J. Samworth

A disorder-dependent Gaussian variational approach is applied to the $d$-dimensional ferromagnetic XY model in a random field. The randomness yields a non extensive contribution to the variational free energy, implying a random mass term in…

Condensed Matter · Physics 2009-10-28 T. Garel , G. Iori , H. Orland

We consider a multivariate piecewise linear interpolation of a continuous random field on a d-dimensional cube. The approximation performance is measured by the integrated mean square error. Multivariate piecewise linear interpolator is…

Probability · Mathematics 2011-02-10 Konrad Abramowicz , Oleg Seleznjev

This article introduces new methods for inference with count data registered on a set of aggregation units. Such data are omnipresent in epidemiology due to confidentiality issues: it is much more common to know the county in which an…

Methodology · Statistics 2017-04-20 Benjamin M. Taylor , Ricardo Andrade-Pacheco , Hugh J. W. Sturrock

Multivariate spatial fields are of interest in many applications, including climate model emulation. Not only can the marginal spatial fields be subject to nonstationarity, but the dependence structure among the marginal fields and between…

Methodology · Statistics 2023-11-21 Paul F. V. Wiemann , Matthias Katzfuss

We develop a unified framework for testing independence and quantifying association between random objects that are located in general metric spaces. Special cases include functional and high-dimensional data as well as networks, covariance…

Methodology · Statistics 2025-10-07 Hang Zhou , Hans-Georg Müller

This paper proposes a geometric estimator of dependency between a pair of multivariate samples. The proposed estimator of dependency is based on a randomly permuted geometric graph (the minimal spanning tree) over the two multivariate…

Machine Learning · Computer Science 2019-10-02 Salimeh Yasaei Sekeh , Alfred O. Hero

We discuss a general mean field plus random phase approximation (RPA) for describing composite systems at zero and finite temperature. We analyze in particular its implementation in finite systems invariant under translations, where for…

Quantum Physics · Physics 2011-04-20 Juan Mauricio Matera , Raul Rossignoli , Norma Canosa

Covariate-adaptive randomization (CAR) procedures are frequently used in comparative studies to increase the covariate balance across treatment groups. However, because randomization inevitably uses the covariate information when forming…

Statistics Theory · Mathematics 2022-07-08 Wei Ma , Yichen Qin , Yang Li , Feifang Hu

We consider the problem of estimating the common mean of independently sampled data, where samples are drawn in a possibly non-identical manner from symmetric, unimodal distributions with a common mean. This generalizes the setting of…

Statistics Theory · Mathematics 2019-07-09 Ankit Pensia , Varun Jog , Po-Ling Loh

Variable selection for a multiple regression model (Noisy Linear Perceptron) is studied with a mean field approximation. In our Bayesian framework, variable selection is formulated as estimation of discrete parameters that indicate a subset…

Disordered Systems and Neural Networks · Physics 2007-05-23 Yukito Iba

The pointwise mutual information profile, or simply profile, is the distribution of pointwise mutual information for a given pair of random variables. One of its important properties is that its expected value is precisely the mutual…

Machine Learning · Statistics 2024-05-30 Paweł Czyż , Frederic Grabowski , Julia E. Vogt , Niko Beerenwinkel , Alexander Marx

Modeling data with multivariate count responses is a challenging problem due to the discrete nature of the responses. Existing methods for univariate count responses cannot be easily extended to the multivariate case since the dependency…

Methodology · Statistics 2016-08-15 Hao Wu , Xinwei Deng , Naren Ramakrishnan

We consider the mean field theory of the Random Field Ising Model obtained by weighing the many solutions of the mean field equations with Boltzmann-like factors. These solutions are found numerically in three dimensions and we observe…

Condensed Matter · Physics 2009-10-22 David Lancaster , Enzo Marinari , Giorgio Parisi