Related papers: Universal Codes as a Basis for Nonparametric Testi…
We introduce nonparametric tests of independence for bivariate circular data based on trigonometric moments. Our contributions lie in (i) proposing nonparametric tests that are locally and asymptotically optimal against bivariate cosine von…
A real time coding system with lookahead consists of a memoryless source, a memoryless channel, an encoder, which encodes the source symbols sequentially with knowledge of future source symbols upto a fixed finite lookahead, d, with or…
We consider nonparametric sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution with some loose constraints. We…
For a real number $r>0$, let $F(r)$ be the family of all stationary ergodic quantum sources with von Neumann entropy rates less than $r$. We prove that, for any $r>0$, there exists a blind, source-independent block compression scheme which…
We propose consistent nonparametric tests of conditional independence for time series data. Our methods are motivated from the difference between joint conditional cumulative distribution function (CDF) and the product of conditional CDFs.…
We propose an approach to construct Bernoulli trials $\{X_i, i\ge 1\}$ combining dependence and independence periods, and call it Bernoulli sequence with random dependence (BSRD). The structure of dependence, on the past $S_i = X_1 + \ldots…
We describe a generalization of the group testing problem termed symmetric group testing. Unlike in classical binary group testing, the roles played by the input symbols zero and one are "symmetric" while the outputs are drawn from a…
The setting is a stationary, ergodic time series. The challenge is to construct a sequence of functions, each based on only finite segments of the past, which together provide a strongly consistent estimator for the conditional probability…
We propose new concepts in order to analyze and model the dependence structure between two time series. Our methods rely exclusively on the order structure of the data points. Hence, the methods are stable under monotone transformations of…
In this paper we develop a novel nonparametric framework to test the independence of two random variables $\mathbf{X}$ and $\mathbf{Y}$ with unknown respective marginals $H(dx)$ and $G(dy)$ and joint distribution $F(dx dy)$, based on {\it…
A coding theorem is proved for a class of stationary channels with feedback in which the output Y_n = f(X_{n-m}^n, Z_{n-m}^n) is the function of the current and past m symbols from the channel input X_n and the stationary ergodic channel…
In 1977, Keane and Smorodinsky showed that there exists a finitary homomorphism from any finite-alphabet Bernoulli process to any other finite-alphabet Bernoulli process of strictly lower entropy. In 1996, Serafin proved the existence of a…
We provide a framework for empirical process theory of locally stationary processes using the functional dependence measure. Our results extend known results for stationary Markov chains and mixing sequences by another common possibility to…
We consider a pair of causally independent processes, modelled as the tensor product of two channels, acting on a possibly correlated input to produce random outputs X and Y. We show that, assuming the processes produce a sufficient amount…
Consider $d$ dependent change point tests, each based on a CUSUM-statistic. We provide an asymptotic theory that allows us to deal with the maximum over all test statistics as both the sample size $n$ and $d$ tend to infinity. We achieve…
We study inhomogeneous semilinear parabolic equations with source term f independent of time u_{t}={\Delta}u+u^{p}+f(x) on a metric measure space, subject to the conditions that f(x)\geq 0 and u(0,x)=\phi(x)\geq 0. By establishing…
We treat the problem of testing independence between m continuous variables when m can be larger than the available sample size n. We consider three types of test statistics that are constructed as sums or sums of squares of pairwise rank…
Consider a sequence $X^n$ of length $n$ emitted by a Discrete Memoryless Source (DMS) with unknown distribution $p_X$. The objective is to construct a lossless source code that maps $X^n$ to a sequence $\widehat{Y}^m$ of length $m$ that is…
A statistical language model assigns probability to strings of arbitrary length. Unfortunately, it is not possible to gather reliable statistics on strings of arbitrary length from a finite corpus. Therefore, a statistical language model…
Random geometric graphs are widely used in modeling geometry and dependence structure in networks. In a random geometric graph, nodes are independently generated from some probability distribution $F$ over a metric space, and edges link…