Related papers: Statistical Dependence and Related Topics
Mutual information is fundamentally important for measuring statistical dependence between variables and for quantifying information transfer by signaling and communication mechanisms. It can, however, be challenging to evaluate for…
We study via Monte Carlo simulation the dynamics of the Nagel-Schreckenberg model on a finite system of length L with open boundary conditions and parallel updates. We find numerically that in both the high and low density regimes the…
In Markov-chain Monte Carlo simulations, estimating statistical errors or confidence intervals of numerically obtained values is an essential task. In this paper, we review several methods for error estimation, such as simple empirical…
Conditional Kendall's tau is a measure of dependence between two random variables, conditionally on some covariates. We assume a regression-type relationship between conditional Kendall's tau and some covariates, in a parametric setting…
Evaluating and validating the performance of prediction models is a fundamental task in statistics, machine learning, and their diverse applications. However, developing robust performance metrics for competing risks time-to-event data…
Control of complex turbulent dynamical systems involving strong nonlinearity and high degrees of internal instability is an important topic in practice. Different from traditional methods for controlling individual trajectories, controlling…
We show that the critical manifold of a statistical mechanical system in the vicinity of a critical point is locally accessible through correlation functions at that point. A practical numerical method is presented to determine the tangent…
Numerically simulating deformations in thin elastic sheets is a challenging problem in computational mechanics due to destabilizing compressive stresses that result in wrinkling. Determining the location, structure, and evolution of…
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…
Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…
A variety of methods have been proposed for inference about extreme dependence for multivariate or spatially-indexed stochastic processes and time series. Most of these proceed by first transforming data to some specific extreme value…
Measuring conditional dependencies among the variables of a network is of great interest to many disciplines. This paper studies some shortcomings of the existing dependency measures in detecting direct causal influences or their lack of…
The maximal information coefficient (MIC), which measures the amount of dependence between two variables, is able to detect both linear and non-linear associations. However, computational cost grows rapidly as a function of the dataset…
Statistical systems near a classical critical point have been intensively studied both from theoretical and experimental points of view. In particular, correlation functions are of relevance in comparing theoretical models with the…
The quotient correlation is defined here as an alternative to Pearson's correlation that is more intuitive and flexible in cases where the tail behavior of data is important. It measures nonlinear dependence where the regular correlation…
The effects of constraint relaxation on dynamic critical phenomena in the Minimum Vertex Cover (MVC) problem on Erd\H{o}s-R\'enyi random graphs are investigated using Markov chain Monte Carlo simulations. Following our previous work that…
We investigate the dynamic critical exponent of the two-dimensional Ising model defined on a curved surface with constant negative curvature. By using the short-time relaxation method, we find a quantitative alteration of the dynamic…
Considering some deposition models with limited mobility, we show that the typical decay of the interface width to its saturation value is exponential, which defines the crossover or saturation time \tau. We present a method to calculate a…
Accurate estimation for extent of cross{sectional dependence in large panel data analysis is paramount to further statistical analysis on the data under study. Grouping more data with weak relations (cross{sectional dependence) together…
We study the statistical properties of the sum $S_t=\int_{0}^{t}dt' \sigma_{t'}$, that is the difference of time spent positive or negative by the spin $\sigma_{t}$, located at a given site of a $D$-dimensional Ising model evolving under…