相关论文: Measuring Dependence with Matrix-based Entropy Fun…

Measuring the statistical dependence between observed signals is a primary tool for scientific discovery. However, biological systems often exhibit complex non-linear interactions that currently cannot be captured without a priori knowledge…

Spatial models for occupancy data are used to estimate and map the true presence of a species, which may depend on biotic and abiotic factors as well as spatial autocorrelation. Traditionally researchers have accounted for spatial…

Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…

Constraint-based causal discovery algorithms utilize many statistical tests for conditional independence to uncover networks of causal dependencies. These approaches to causal discovery rely on an assumed correspondence between the…

Neural networks have dramatically increased our capacity to learn from large, high-dimensional datasets across innumerable disciplines. However, their decisions are not easily interpretable, their computational costs are high, and building…

Machine learning is the science of discovering statistical dependencies in data, and the use of those dependencies to perform predictions. During the last decade, machine learning has made spectacular progress, surpassing human performance…

Many tools exist to detect dependence between random variables, a core question across a wide range of machine learning, statistical, and scientific endeavors. Although several statistical tests guarantee eventual detection of any…

In this paper we present an exploratory research on quantifying the impact that data distribution has on the performance and evaluation of NLP models. We propose an automated framework that measures the data point distribution across 6…

We define and study a metric independence notion in a homogeneous metric abstract elementary class with perturbations that is $d^p$-superstable (superstable wrt. the perturbation topology), weakly simple and has complete type spaces and we…

In this paper we study covariance estimation with missing data. We consider missing data mechanisms that can be independent of the data, or have a time varying dependency. Additionally, observed variables may have arbitrary (non uniform)…

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…

We revisit the classical problem of comparing regression functions, a fundamental question in statistical inference with broad relevance to modern applications such as data integration, transfer learning, and causal inference. Existing…

Information theory provides ideas for conceptualising information and measuring relationships between objects. It has found wide application in the sciences, but economics and finance have made surprisingly little use of it. We show that…

Besides the classical distinction of correlation and dependence, many dependence measures bear further pitfalls in their application and interpretation. The aim of this paper is to raise and recall awareness of some of these limitations by…

We investigate the in-distribution generalization of machine learning algorithms. We depart from traditional complexity-based approaches by analyzing information-theoretic bounds that quantify the dependence between a learning algorithm and…

Many statistical applications require the quantification of joint dependence among more than two random vectors. In this work, we generalize the notion of distance covariance to quantify joint dependence among d >= 2 random vectors. We…

We present a general central limit theorem with simple, easy-to-check covariance-based sufficient conditions for triangular arrays of random vectors when all variables could be interdependent. The result is constructed from Stein's method,…

In data science, it is often required to estimate dependencies between different data sources. These dependencies are typically calculated using Pearson's correlation, distance correlation, and/or mutual information. However, none of these…

The matrix-variate normal distribution is a popular model for high-dimensional transposable data because it decomposes the dependence structure of the random matrix into the Kronecker product of two covariance matrices: one for each of the…

Independence analysis is an indispensable step before regression analysis to find out essential factors that influence the objects. With many applications in machine Learning, medical Learning and a variety of disciplines, statistical…