相关论文: Statistical Dependence Analysis
We propose a dynamic model of dependence structure between financial institutions within a financial system and we construct measures for dependence and financial instability. Employing Markov structures of joint credit migrations, our…
Notwithstanding great strides that statistical mechanics has made in recent decades, an analytic solution of arguably the simplest model of relaxation dynamics, the Ising model in an applied external field remains elusive even in $1d$.…
This paper is concerned with testing and dating structural breaks in the dependence structure of multivariate time series. We consider a cumulative sum (CUSUM) type test for constant copula-based dependence measures, such as Spearman's rank…
Statistical dependence measures like mutual information is ideal for analyzing autoencoders, but it can be ill-posed for deterministic, static, noise-free networks. We adopt the variational (Gaussian) formulation that makes dependence among…
The problem of measuring conditional dependence between two random phenomena arises when a third one (a confounder) has a potential influence on the amount of information between them. A typical issue in this challenging problem is the…
Spin-dynamics techniques can now be used to study the deterministic time-dependent behavior of magnetic systems containing over 10^5 spins with quite good accuracy. This approach will be introduced, including the theoretical foundations of…
The maximal correlation coefficient is a well-established generalization of the Pearson correlation coefficient for measuring non-linear dependence between random variables. It is appealing from a theoretical standpoint, satisfying…
The critical relaxation from the low-temperature ordered state of the three-dimensional fully frustrated Ising model on a simple cubic lattice has been studied using the short time dynamics method. Particles with the periodic boundary…
Motivated by the experimental search for the QCD critical point we perform simulations of a stochastic field theory with purely relaxational dynamics (model A). We verify the expected dynamic scaling of correlation functions. Using a finite…
Given a high-dimensional data set we often wish to find the strongest relationships within it. A common strategy is to evaluate a measure of dependence on every variable pair and retain the highest-scoring pairs for follow-up. This strategy…
We investigate the nonequilibrium behavior of the d-dimensional Ising model with purely dissipative dynamics during its critical relaxation from a magnetized initial configuration. The universal scaling forms of the two-time response and…
Spin relaxation in a site-disordered Ising model within master equation approach is studied. The $\vec{q},\omega$-dependent susceptibility of the model is calculated and investigated. Effects described by the two-site cluster approximation…
Comprehensive Monte Carlo simulations of the short-time dynamic behaviour are reported for the three-dimensional Ising model at criticality. Besides the exponent $\theta$ of the critical initial increase and the dynamic exponent $z$, the…
The universality class, even the order of the transition, of the two-dimensional Ising model depends on the range and the symmetry of the interactions (Onsager model, Baxter-Wu model, Turban model, etc.), but the critical temperature is…
There has been a lot of work fitting Ising models to multivariate binary data in order to understand the conditional dependency relationships between the variables. However, additional covariates are frequently recorded together with the…
We review some statistical many-agent models of economic and social systems inspired by microscopic molecular models and discuss their stochastic interpretation. We apply these models to wealth exchange in economics and study how the…
We explore the critical properties of the recently discovered finite-time dynamical phase transition in the non-equilibrium relaxation of Ising magnets after a temperature quench. The transition is characterized by a sudden switch in the…
In exploratory data analysis, we are often interested in identifying promising pairwise associations for further analysis while filtering out weaker, less interesting ones. This can be accomplished by computing a measure of dependence on…
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…
We study an irreversible Markov chain Monte Carlo method based on a skew detailed balance condition for an one-dimensional Ising model. Dynamical behavior of the magnetization density is analyzed in order to understand the properties of…