Related papers: Statistical Dependence Analysis
We study the critical dynamics of the three-dimensional Heisenberg model with random cubic anisotropy in the out-of-equilibrium and equilibrium regimes. Analytical approaches based on field theory predict that the universality class of this…
We will consider multivariate stochastic processes indexed either by vertices or pairs of vertices of a dynamic network. Under a dynamic network we understand a network with a fixed vertex set and an edge set which changes randomly over…
We consider the estimation of large covariance and precision matrices from high-dimensional sub-Gaussian or heavier-tailed observations with slowly decaying temporal dependence. The temporal dependence is allowed to be long-range so with…
We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…
We consider the out-of-equilibrium, purely relaxational dynamics of a weakly diluted Ising model in the aging regime at criticality. We derive at first order in a $\sqrt{\epsilon}$ expansion the two-time response and correlation functions…
Conditional independence testing is a key problem required by many machine learning and statistics tools. In particular, it is one way of evaluating the usefulness of some features on a supervised prediction problem. We propose a novel…
The dynamical critical exponent $z$ is a fundamental quantity in characterizing quantum criticality, and it is well known that the presence of dissipation in a quantum model has significant impact on the value of $z$. Studying quantum Ising…
We present results of numerical simulations on a one-dimensional Ising spin glass with long-range interactions. Parameters of the model are chosen such that it is a proxy for a short-range spin glass above the upper critical dimension (i.e.…
We consider two-dimensional Ising models with randomly distributed ferromagnetic bonds and study the local critical behavior at defect lines by extensive Monte Carlo simulations. Both for ladder and chain type defects, non-universal…
We study the off-equilibrium critical dynamics of the three dimensional diluted Ising model. We compute the dynamical critical exponent $z$ and we show that it is independent of the dilution only when we take into account the…
Accurate modelling of the joint extremal dependence structure within a stationary time series is a challenging problem that is important in many applications.\ Several previous approaches to this problem are only applicable to certain types…
A measure of primal importance for capturing the serial dependence of a stationary time series at extreme levels is provided by the limiting cluster size distribution. New estimators based on a blocks declustering scheme are proposed and…
We establish a theory for multivariate extreme value analysis of dynamical systems. Namely, we provide conditions adapted to the dynamical setting which enable the study of dependence between extreme values of the components of…
Vortex lines in type-II superconductors display complicated relaxation processes due to the intricate competition between their mutual repulsive interactions and pinning to attractive point or extended defects. We perform extensive Monte…
Assessing the predictive power of both data and models holds paramount significance in time-series machine learning applications. Yet, preparing time series data accurately and employing an appropriate measure for predictive power seems to…
As a crucial problem in statistics is to decide whether additional variables are needed in a regression model. We propose a new multivariate test to investigate the conditional mean independence of Y given X conditioning on some known…
This paper introduces the \textit{weighted partial copula} function for testing conditional independence. The proposed test procedure results from these two ingredients: (i) the test statistic is an explicit Cramer-von Mises transformation…
We consider the Ising model on the square lattice with biaxially correlated random ferromagnetic couplings, the critical point of which is fixed by self-duality. The disorder represents a relevant perturbation according to the extended…
Testing cross-sectional independence in panel data models is of fundamental importance in econometric analysis with high-dimensional panels. Recently, econometricians began to turn their attention to the problem in the presence of serial…
Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…