Related papers: Statistical Dependence Analysis
The dynamic critical exponent $z$ is determined numerically for the $d$-dimensional XY model ($d=2, 3$, and 4) subject to relaxational dynamics and resistively shunted junction dynamics. We investigate both the equilibrium fluctuation and…
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…
Testing for association or dependence between pairs of random variables is a fundamental problem in statistics. In some applications, data are subject to selection bias that causes dependence between observations even when it is absent from…
This paper develops a model-free sequential test for conditional independence. The proposed test allows researchers to analyze an incoming i.i.d. data stream with any arbitrary dependency structure, and safely conclude whether a feature is…
We carry out overdamped simulations in a simple model of jamming - a collection of bi-disperse soft core frictionless disks in two dimensions - with the aim to explore the finite size dependence of different quantities, both the relaxation…
The Binder cumulant at the phase transition of Ising models on square lattices with ferromagnetic couplings between nearest neighbors and with competing antiferromagnetic couplings between next--nearest neighbors, along only one diagonal,…
Recognizing, quantifying and visualizing associations between two variables is increasingly important. This paper investigates how a new function-valued measure of dependence, the quantile dependence function, can be used to construct tests…
In this work the two-dimensional Ising model with nearest- and next-nearest-neighbor interactions is revisited. We obtain the dynamic critical exponents $z$ and $\theta$ from short-time Monte Carlo simulations. The dynamic critical exponent…
Estimating time-varying correlation matrices is challenging because existing methods may adapt slowly to structural changes, impose insufficient regularization, or produce diffuse posterior uncertainty. In moderate dimensions, an additional…
Classical and more recent tests for detecting distributional changes in multivariate time series often lack power against alternatives that involve changes in the cross-sectional dependence structure. To be able to detect such changes…
We investigate the dynamic relaxation for SU(2) gauge theory at finite temperatures in (3+1) dimensions. Using the Hybrid Monte Carlo algorithm, we examine the time dependence of the system in the short-time regime. Starting from the…
By considering the quench dynamics of two-dimensional frustrated Ising models through numerical simulations, we investigate the dynamical critical behavior on the multicritical Nishimori point (NP). We calculate several dynamical critical…
We investigate the dynamical critical behavior of the two- and three-dimensional Ising model with Glauber dynamics in equilibrium. In contrast to the usual standing, we focus on the mean-squared deviation of the magnetization $M$, MSD$_M$,…
We investigate the relative information content of six measures of dependence between two random variables $X$ and $Y$ for large or extreme events for several models of interest for financial time series. The six measures of dependence are…
This paper introduces coordinate-independent methods for analysing multiscale dynamical systems using numerical techniques based on the transfer operator and its adjoint. In particular, we present a method for testing whether an arbitrary…
Mutual information (MI) is a fundamental measure of statistical dependence, with a myriad of applications to information theory, statistics, and machine learning. While it possesses many desirable structural properties, the estimation of…
We study the quantum phase transition in the two-dimensional random Ising model in a transverse field by Monte Carlo simulations. We find results similar to those known analytically in one-dimension: the dynamical exponent is infinite and,…
Dependency functions of dependent variables are relevant for i) performing uncertainty quantification and sensitivity analysis in presence of dependent variables and/or correlated variables, and ii) simulating random dependent variables. In…
We study well-posedness for the relaxed linear elastic micromorphic continuum model with symmetric Cauchy force-stresses and curvature contribution depending only on the micro-dislocation tensor. In contrast to classical micromorphic models…
Independence and Conditional Independence (CI) are two fundamental concepts in probability and statistics, which can be applied to solve many central problems of statistical inference. There are many existing independence and CI measures…