相关论文: On a comparative study between dependence scales d…
Most work in algorithmic fairness to date has focused on discrete outcomes, such as deciding whether to grant someone a loan or not. In these classification settings, group fairness criteria such as independence, separation and sufficiency…
This paper is concerned with modeling the dependence structure of two (or more) time-series in the presence of a (possible multivariate) covariate which may include past values of the time series. We assume that the covariate influences…
In this paper, we study measures of quantum non-Markovianity based on the conditional mutual information. We obtain such measures by considering multiple parts of the total environment such that the conditional mutual information can be…
How should one assess the credibility of assumptions weaker than statistical independence, like quantile independence? In the context of identifying causal effects of a treatment variable, we argue that such deviations should be chosen…
The paper presents a new copula based method for measuring dependence between random variables. Our approach extends the Maximum Mean Discrepancy to the copula of the joint distribution. We prove that this approach has several advantageous…
We demonstrate that a popular class of nonparametric mutual information (MI) estimators based on k-nearest-neighbor graphs requires number of samples that scales exponentially with the true MI. Consequently, accurate estimation of MI…
Quantum nonlocality concerns correlations among spatially separated systems that cannot be classically explained without post-measurement communication among the parties. Thus, a natural measure of nonlocal correlations is provided by the…
We describe in detail two numerical simulation methods valid to study systems whose thermostatistics is described by generalized entropies, such as Tsallis. The methods are useful for applications to non-trivial interacting systems with a…
Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…
There is a commonly recognized paradigm in which a multipartite quantum system described by a density matrix having no product eigenbasis is considered to possess nonclassical correlation. Supporting this paradigm, we define two entropic…
The ability to compress observational data and accurately estimate physical parameters relies heavily on informative summary statistics. In this paper, we introduce the use of mutual information (MI) as a means of evaluating the quality of…
We investigate the nature of friction in granular layers by means of numerical simulation focusing on the critical slip distance, over which the system relaxes to a new stationary state. Analyzing a transient process in which the sliding…
We propose three measures of mutual dependence between multiple random vectors. All the measures are zero if and only if the random vectors are mutually independent. The first measure generalizes distance covariance from pairwise dependence…
Recent work has sought to quantify large language model uncertainty to facilitate model control and modulate user trust. Previous works focus on measures of uncertainty that are theoretically grounded or reflect the average overt behavior…
Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…
In this article we introduce an entropy-based, scale-dependent centrality that is evaluated as the Shannon entropy of the distribution at time t of a continuous-time random walk. It ranks nodes as a function of the time t, which acts as a…
We show that the stochastic independence of real-valued random variables is equivalent to the conditional uncorrelation, where the conditioning takes place over the Cartesian products of intervals. Next, we express the mutual independence…
We show that the scale dependence of the fluctuations of the natural time itself under time reversal provides a useful tool for the discrimination of seismic electric signals (critical dynamics) from noises emitted from man made sources as…
While it is an important problem to identify the existence of causal associations between two components of a multivariate time series, a topic addressed in Runge et al. (2012), it is even more important to assess the strength of their…
We develop new econometric methods for the comparison of nonparametric time trends. In many applications, practitioners are interested in whether the observed time series all have the same time trend. Moreover, they would often like to know…