相关论文: The correlation measures of finite sequences: limi…
The "maximum similarity correlation" definition introduced in this study is motivated by the seminal work of Szekely et al on "distance covariance" (Ann. Statist. 2007, 35: 2769-2794; Ann. Appl. Stat. 2009, 3: 1236-1265). Instead of using…
Since human randomness production has been studied and widely used to assess executive functions (especially inhibition), many measures have been suggested to assess the degree to which a sequence is random-like. However, each of them…
In the classical many normal means with different variances, we consider the situation when the observer is allowed to allocate the available measurement budget over the coordinates of the parameter of interest. The benchmark is the minimax…
In this paper, a new method is presented to compute the 2-adic complexity of pseudo-random sequences. With this method, the 2-adic complexities of all the known sequences with ideal 2-level autocorrelation are uniformly determined. Results…
We propose a new sufficient dimension reduction approach designed deliberately for high-dimensional classification. This novel method is named maximal mean variance (MMV), inspired by the mean variance index first proposed by Cui, Li and…
Distributions of strictly positive numbers are common and can be characterized by standard statistical measures such as mean, standard deviation, and skewness. We demonstrate that for these distributions the skewness $D_3$ is bounded from…
Using a characterization of Mutual Complete Dependence copulas, we show that, with respect to the Sobolev norm, the MCD copulas can be approximated arbitrarily closed by shuffles of Min. This result is then used to obtain a characterization…
We propose a convergence mode for positive Radon measures which allows a sequence of probability measures to have an improper limiting measure. We define a sequence of vague priors as a sequence of probability measures that converges to an…
Two families of dependence measures between random variables are introduced. They are based on the R\'enyi divergence of order $\alpha$ and the relative $\alpha$-entropy, respectively, and both dependence measures reduce to Shannon's mutual…
An open question contributed by Yu. Orlov to a recently published volume "Unsolved Problems in Mathematical Systems and Control Theory", V.D. Blondel, A. Megretski (eds), Princeton Univ. Press, 2004, concerns regularization of optimal…
Given finite-dimensional random vectors $Y$, $X$, and $Z$ that form a Markov chain in that order (i.e., $Y \to X \to Z$), we derive upper bounds on the excess minimum risk using generalized information divergence measures. Here, $Y$ is a…
Non-local correlations that obey the no-signalling principle contain intrinsic randomness. In particular, for a specific Bell experiment, one can derive relations between the amount of randomness produced, as quantified by the min-entropy…
This paper re-examines the limit theorems of Abadie and Imbens for nearest-neighbor matching estimators of average treatment effects with a fixed number of matches. We establish, for the first time, a non-normalized central limit theorem…
For a probability measure $\mu$ on $[0,1]$ without discrete component, the best possible order of approximation by a finite point set in terms of the star-discrepancy is $\frac{1}{2N}$ as has been proven relatively recently. However, if…
We study the problem of distributed mean estimation and optimization under communication constraints. We propose a correlated quantization protocol whose leading term in the error guarantee depends on the mean deviation of data points…
Universal outlier hypothesis testing refers to a hypothesis testing problem where one observes a large number of length-$n$ sequences -- the majority of which are distributed according to the typical distribution $\pi$ and a small number…
In a recent remarkable paper, Babadi and Tarokh proved the "randomness" of sequences arising from binary linear block codes in the sense of spectral distribution, provided that their dual distances are sufficiently large. However, numerical…
We introduce new goodness-of-fit tests and corresponding confidence bands for distribution functions. They are inspired by multi-scale methods of testing and based on refined laws of the iterated logarithm for the normalized uniform…
In this article, we show that the recently introduced ordinal pattern dependence fits into the axiomatic framework of general multivariate dependence measures, i.e., measures of dependence between two multivariate random objects.…
A key tool in recent advances in understanding arithmetic progressions and other patterns in subsets of the integers is certain norms or seminorms. One example is the norms on $\Z/N\Z$ introduced by Gowers in his proof of Szemer\'edi's…