Related papers: Statistical Dependence Analysis
We consider a general statistical estimation problem wherein binary labels across different observations are not independent conditioned on their feature vectors, but dependent, capturing settings where e.g. these observations are collected…
We propose new statistical tests, in high-dimensional settings, for testing the independence of two random vectors and their conditional independence given a third random vector. The key idea is simple, i.e., we first transform each…
We study the dynamic and metastable properties of the fully connected Ising $p$-spin model with finite number of variables. We define trapping energies, trapping times and self correlation functions and we analyse their statistical…
We consider the three-dimensional randomly diluted Ising model and study the critical behavior of the static and dynamic spin-spin correlation functions (static and dynamic structure factors) at the paramagnetic-ferromagnetic transition in…
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…
In this work we performed numerical simulations for the Ising model on three dimensional lattices with coordination number equal 5. With Monte Carlo simulations in the static case we evaluated the critical temperature and the static…
The Ising model doesn't have a strictly defined dynamics, only a spectrum. There are different ways to equip it with a time dependence e.g. the Glauber or the Kawasaki dynamics, which are both stochastic, but it means there is a master…
This paper extends the work of Arcidiacono and Miller (2011, 2019) by introducing a novel characterization of finite dependence within dynamic discrete choice models, demonstrating that numerous models display 2-period finite dependence. We…
We study purely dissipative relaxational dynamics in the three-dimensional Ising universality class. To this end, we simulate the improved Blume-Capel model on the simple cubic lattice by using local algorithms. We perform a finite size…
Understanding the dependence structure between response variables is an important component in the analysis of correlated multivariate data. This article focuses on modeling dependence structures in multivariate binary data, motivated by a…
We perform numerical simulations to study static and dynamic critical behaviour of the 3d random-site Ising model. A distinct feature of our approach is a combination of the Metropolis, Swendsen-Wang, and Wolff Monte Carlo algorithms. For…
We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…
Measuring conditional dependence is an important topic in statistics with broad applications including graphical models. Under a factor model setting, a new conditional dependence measure based on projection is proposed. The corresponding…
In this paper, we model dependence between operational risks by allowing risk profiles to evolve stochastically in time and to be dependent. This allows for a flexible correlation structure where the dependence between frequencies of…
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…
The problem of estimating the coefficient of bivariate tail dependence is considered here from the robustness point of view; it combines two apparently contradictory theories of robust statistics and extreme value statistics. The usual…
Measuring a strength of dependence of random variables is an important problem in statistical practice. In this paper, we propose a new function valued measure of dependence of two random variables. It allows one to study and visualize…
Recently Mayer et al. [Phys. Rev. E {\bf 68}, 016116 (2003)] proposed a new way to compute numerically the fluctuation-dissipation ratios in nonequilibrium critical systems. Using well-known facts of nonequilibrium critical dynamics I show…
We study numerically the nonequilibrium dynamical behavior of an Ising model with mixed two-spin and four-spin interactions after a sudden quench from the high-temperature phase to the first-order phase transition point. The autocorrelation…
We investigate nonequilibrium relaxations of Ising models at the critical point by using a cluster update. While preceding studies imply that nonequilibrium cluster-flip dynamics at the critical point are universally described by the…