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The test of independence is a crucial component of modern data analysis. However, traditional methods often struggle with the complex dependency structures found in high-dimensional data. To overcome this challenge, we introduce a novel…

统计方法学 · 统计学 2024-09-13 Mingshuo Liu , Doudou Zhou , Hao Chen

In this survey, we present and compare different approaches to estimate Mutual Information (MI) from data to analyse general dependencies between variables of interest in a system. We demonstrate the performance difference of MI versus…

机器学习 · 统计学 2015-06-18 D. Gencaga , N. K. Malakar , D. J. Lary

When multiple investigators analyze a common dataset, the data reuse induces dependence across testing procedures, affecting the distribution of errors. Existing techniques of managing dependent tests require either cross-study coordination…

统计理论 · 数学 2026-04-10 Reid Dale , Jordan Rodu , Maria E. Currie , Mike Baiocchi

We propose and axiomatize preferences on a product state space in light of uncertainty regarding the dependency of different payoff-relevant factors. Dependence structures allow to decompose probabilities and allow to pin down behavior…

理论经济学 · 经济学 2026-05-28 Gerrit Bauch , Lorenz Hartmann

A driving force behind the diverse applicability of modern machine learning is the ability to extract meaningful features across many sources. However, many practical domains involve data that are non-identically distributed across sources,…

机器学习 · 统计学 2024-10-16 Thomas T. Zhang , Bruce D. Lee , Ingvar Ziemann , George J. Pappas , Nikolai Matni

This work addresses testing the independence of two continuous and finite-dimensional random variables from the design of a data-driven partition. The empirical log-likelihood statistic is adopted to approximate the sufficient statistics of…

机器学习 · 统计学 2022-01-19 Mauricio E. Gonzalez , Jorge F. Silva , Miguel Videla , Marcos E. Orchard

We discuss the construction of component importance measures for binary coherent reliability systems from known stochastic dependence measures by measuring the dependence between system and component failures. We treat both the…

应用统计 · 统计学 2017-10-16 Mario Hellmich

The need to test whether two random vectors are independent has spawned a large number of competing measures of dependence. We are interested in nonparametric measures that are invariant under strictly increasing transformations, such as…

统计理论 · 数学 2017-08-21 Luca Weihs , Mathias Drton , Nicolai Meinshausen

A crucial assumption in most statistical learning theory is that samples are independently and identically distributed (i.i.d.). However, for many real applications, the i.i.d. assumption does not hold. We consider learning problems in…

机器学习 · 计算机科学 2019-09-10 Rui Ray Zhang , Xingwu Liu , Yuyi Wang , Liwei Wang

This paper is concerned with cross-sectional dependence arising because observations are interconnected through an observed network. Following Doukhan and Louhichi (1999), we measure the strength of dependence by covariances of nonlinearly…

计量经济学 · 经济学 2025-03-10 Denis Kojevnikov , Vadim Marmer , Kyungchul Song

Tactical selection of experiments to estimate an underlying model is an innate task across various fields. Since each experiment has costs associated with it, selecting statistically significant experiments becomes necessary. Classic linear…

最优化与控制 · 数学 2021-03-30 Raj K. Velicheti , Amber Srivastava , Srinivasa M. Salapaka

Machine learning algorithms are increasingly used for consequential decision making regarding individuals based on their relevant features. Features that are relevant for accurate decisions may however lead to either explicit or implicit…

机器学习 · 计算机科学 2021-06-09 Sajad Khodadadian , Mohamed Nafea , AmirEmad Ghassami , Negar Kiyavash

Given two relations containing multiple measurements - possibly with uncertainties - our objective is to find which sets of attributes from the first have a corresponding set on the second, using exclusively a sample of the data. This…

数据库 · 计算机科学 2022-07-20 Alejandro Alvarez-Ayllon , Manuel Palomo-Duarte , Juan-Manuel Dodero

Classical causal and statistical inference methods typically assume the observed data consists of independent realizations. However, in many applications this assumption is inappropriate due to a network of dependences between units in the…

机器学习 · 计算机科学 2019-07-02 Rohit Bhattacharya , Daniel Malinsky , Ilya Shpitser

In multivariate analysis, uncertainty arises from two sources: the marginal distributions of the variables and their dependence structure. Quantifying the dependence structure is crucial, as it provides valuable insights into the…

统计方法学 · 统计学 2025-02-19 Swaroop Georgy Zachariah , Mohd. Arshad , Ashok Kumar Pathak

Measures of tail dependence between random variables aim to numerically quantify the degree of association between their extreme realizations. Existing tail dependence coefficients (TDCs) are based on an asymptotic analysis of relevant…

应用统计 · 统计学 2021-06-11 Davide Lauria , Svetlozar T. Rachev , A. Alexandre Trindade

This work is motivated by a question at the heart of unsupervised learning approaches: Assume we are collecting a number K of (subjective) opinions about some event E from K different agents. Can we infer E from them? Prima facie this seems…

信息论 · 计算机科学 2018-05-15 Janis Nötzel , Walter Swetly

Recently a class of generalized information measures was defined on sets of items parametrized by submodular functions. In this paper, we propose and study various notions of independence between sets with respect to such information…

信息论 · 计算机科学 2021-08-21 Himanshu Asnani , Jeff Bilmes , Rishabh Iyer

In this paper we present a method ofcomputing the posterior probability ofconditional independence of two or morecontinuous variables from data,examined at several resolutions. Ourapproach is motivated by theobservation that the appearance…

人工智能 · 计算机科学 2013-01-14 Dimitris Margaritis , Sebastian Thrun

Labeling training data is a key bottleneck in the modern machine learning pipeline. Recent weak supervision approaches combine labels from multiple noisy sources by estimating their accuracies without access to ground truth labels; however,…

机器学习 · 统计学 2019-03-15 Paroma Varma , Frederic Sala , Ann He , Alexander Ratner , Christopher Ré