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We propose a nonparametric procedure to test for changes in correlation matrices at an unknown point in time. The new test requires only mild assumptions on the serial dependence structure and has considerable power in finite samples. We…

统计方法学 · 统计学 2014-10-29 Dominik Wied

Maximizing the likelihood has been widely used for estimating the unknown covariance parameters of spatial Gaussian processes. However, evaluating and optimizing the likelihood function can be computationally intractable, particularly for…

统计理论 · 数学 2019-07-16 Hossein Keshavarz , XuanLong Nguyen , Clayton Scott

Determining the relevant spatial covariates is one of the most important problems in the analysis of point patterns. Parametric methods may lead to incorrect conclusions, especially when the model of interactions between points is wrong.…

统计方法学 · 统计学 2022-10-12 Jiří Dvořák , Tomáš Mrkvička

Statistical inference based on lossy or incomplete samples is often needed in research areas such as signal/image processing, medical image storage, remote sensing, signal transmission. In this paper, we propose a nonparametric testing…

统计理论 · 数学 2023-08-14 Kexuan Li , Ruiqi Liu , Ganggang Xu , Zuofeng Shang

Evaluating spatial patterns in data is an integral task across various domains, including geostatistics, astronomy, and spatial tissue biology. The analysis of transcriptomics data in particular relies on methods for detecting…

统计方法学 · 统计学 2025-05-26 Katharina Limbeck , Bastian Rieck

Based on a generalized cosine measure between two symmetric matrices, we propose a general framework for one-sample and two-sample tests of covariance and correlation matrices. We also develop a set of associated permutation algorithms for…

统计方法学 · 统计学 2018-12-05 Longyang Wu , Chengguo Weng , Xu Wang , Kesheng Wang , Xuefeng Liu

Distance correlation has gained much recent attention in the data science community: the sample statistic is straightforward to compute and asymptotically equals zero if and only if independence, making it an ideal choice to discover any…

机器学习 · 统计学 2024-06-27 Cencheng Shen , Sambit Panda , Joshua T. Vogelstein

This paper introduces a simple measure of a concordance pattern among observed outcomes along a network, i.e., the pattern in which adjacent outcomes tend to be more strongly correlated than non-adjacent outcomes. The graph concordance…

统计方法学 · 统计学 2017-09-04 Kyungchul Song

In spatial statistics, point processes are often assumed to be isotropic meaning that their distribution is invariant under rotations. Statistical tests for the null hypothesis of isotropy found in the literature are based either on…

统计方法学 · 统计学 2024-04-17 Chiara Fend , Claudia Redenbach

Symmetry plays a central role in the sciences, machine learning, and statistics. For situations in which data are known to obey a symmetry, a multitude of methods that exploit symmetry have been developed. Statistical tests for the presence…

统计方法学 · 统计学 2024-12-24 Kenny Chiu , Benjamin Bloem-Reddy

A central tool in the study of nonhomogeneous random matrices, the noncommutative Khintchine inequality, yields a nonasymptotic bound on the spectral norm of general Gaussian random matrices $X=\sum_i g_i A_i$ where $g_i$ are independent…

概率论 · 数学 2023-09-18 Afonso S. Bandeira , March T. Boedihardjo , Ramon van Handel

Given observations from a stationary time series, permutation tests allow one to construct exactly level $\alpha$ tests under the null hypothesis of an i.i.d. (or, more generally, exchangeable) distribution. On the other hand, when the null…

统计理论 · 数学 2020-09-09 Joseph P. Romano , Marius A. Tirlea

This paper studies a novel spatial auto-correlation model of voter uncertainty across districts. We use the Moran $I$ index to measure the auto-correlation of Shannon, relative Shannon, Tsallis and relative Tsallis entropies of regional…

物理与社会 · 物理学 2023-03-21 Omar El Deeb

Hypothesis tests based on linear models are widely accepted by organizations that regulate clinical trials. These tests are derived using strong assumptions about the data-generating process so that the resulting inference can be based on…

应用统计 · 统计学 2018-09-13 Kellie Ottoboni , Fraser Lewis , Luigi Salmaso

The assumption of Gaussianity of the primordial perturbations plays an important role in modern cosmology. The most direct test of this hypothesis consists in testing Gaussianity of the CMB maps. Counting the pixels with the temperatures in…

天体物理学 · 物理学 2011-05-10 Sergei F. Shandarin

In spite of considerable practical importance, current algorithmic fairness literature lacks technical methods to account for underlying geographic dependency while evaluating or mitigating bias issues for spatial data. We initiate the…

应用统计 · 统计学 2022-01-31 Subhabrata Majumdar , Cheryl Flynn , Ritwik Mitra

The permutation test is known as the exact test procedure in statistics. However, often it is not exact in practice and only an approximate method since only a small fraction of every possible permutation is generated. Even for a small…

Linear regression without correspondences is the problem of performing a linear regression fit to a dataset for which the correspondences between the independent samples and the observations are unknown. Such a problem naturally arises in…

机器学习 · 计算机科学 2019-10-07 Manolis C. Tsakiris , Liangzu Peng , Aldo Conca , Laurent Kneip , Yuanming Shi , Hayoung Choi

Compositional observations arise when measurements are recorded as parts of a whole, so that only relative information is meaningful and the natural sample space is the simplex equipped with Aitchison geometry. Despite extensive development…

统计方法学 · 统计学 2025-12-16 Lina Buitrago , Juan Sosa , Oscar Melo

We propose the density ratio permutation test, a hypothesis test that assesses whether the ratio between two densities is proportional to a known function based on independent samples from each distribution. The test uses an efficient…

统计方法学 · 统计学 2026-01-14 Alberto Bordino , Thomas B. Berrett