Related papers: A Martingale Kernel Independence Test
Testing for pairwise independence for the case where the number of variables may be of the same size or even larger than the sample size has received increasing attention in the recent years. We contribute to this branch of the literature…
It is a common saying that testing for conditional independence, i.e., testing whether whether two random vectors $X$ and $Y$ are independent, given $Z$, is a hard statistical problem if $Z$ is a continuous random variable (or vector). In…
We consider testing marginal independence versus conditional independence in a trivariate Gaussian setting. The two models are non-nested and their intersection is a union of two marginal independences. We consider two sequences of such…
In the common nonparametric regression model the problem of testing for a specific parametric form of the variance function is considered. Recently Dette and Hetzler (2008) proposed a test statistic, which is based on an empirical process…
We propose a new class of metrics, called the survival independence divergence (SID), to test dependence between a right-censored outcome and covariates. A key technique for deriving the SIDs is to use a counting process strategy, which…
We propose a new, simple, and computationally inexpensive termination test for constant step-size stochastic gradient descent (SGD) applied to binary classification on the logistic and hinge loss with homogeneous linear predictors. Our…
A wild bootstrap method for nonparametric hypothesis tests based on kernel distribution embeddings is proposed. This bootstrap method is used to construct provably consistent tests that apply to random processes, for which the naive…
Time series forecasting relies on predicting future values from historical data, yet most state-of-the-art approaches-including transformer and multilayer perceptron-based models-optimize using Mean Squared Error (MSE), which has two…
Compelling evidence-though yet no formal proof-has been adduced that the probability that a generic (standard) two-qubit state ($\rho$) is separable/disentangled is $\frac{8}{33}$ (arXiv:1301.6617, arXiv:1109.2560, arXiv:0704.3723).…
Many relations of scientific interest are nonlinear, and even in linear systems distributions are often non-Gaussian, for example in fMRI BOLD data. A class of search procedures for causal relations in high dimensional data relies on sample…
Conditional independence is a fundamental concept in many areas of statistical research, including, for example, sufficient dimension reduction, causal inference, and statistical graphical models. In many modern applications, data arise in…
We investigate a bilayer honeycomb lattice model of spin-1/2 fermions at half-filling with local Heisenberg coupling of fermion spins across the two layers. Using variational Monte Carlo (VMC) simulation, we demonstrate that the system…
We propose a new algorithmic framework for sequential hypothesis testing with i.i.d. data, which includes A/B testing, nonparametric two-sample testing, and independence testing as special cases. It is novel in several ways: (a) it takes…
In this paper, we provide a precise characterization of generalization properties of high dimensional kernel ridge regression across the under- and over-parameterized regimes, depending on whether the number of training data n exceeds the…
Consider $N\times N$ hermitian or symmetric random matrices $H$ with independent entries, where the distribution of the $(i,j)$ matrix element is given by the probability measure $\nu_{ij}$ with zero expectation and with variance…
We analyze Riemannian Hamiltonian Monte Carlo (RHMC) for sampling a polytope defined by $m$ inequalities in $\R^n$ endowed with the metric defined by the Hessian of a convex barrier function. The advantage of RHMC over Euclidean methods…
Consider the $n!$ different unitary matrices that permute $n$ $d$-dimensional quantum systems. If $d\geq n$ then they are linearly independent. This paper discusses a sense in which they are approximately orthogonal (with respect to the…
We propose a conditional independence (CI) test based on a new measure, the \emph{spectral generalized covariance measure} (SGCM). The SGCM is constructed by expressing the squared norm of the conditional cross-covariance operator in…
We study unitary random matrix ensembles in the critical regime where a new cut arises away from the original spectrum. We perform a double scaling limit where the size of the matrices tends to infinity, but in such a way that only a…
In this paper, we introduce a ${\mathcal L}_2$ type test for testing mutual independence and banded dependence structure for high dimensional data. The test is constructed based on the pairwise distance covariance and it accounts for the…