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一种简单的条件依赖度量AI 解读

We propose a coefficient of conditional dependence between two random variables Y and Z given a set of other variables X1,…,Xp, based on an i.i.d. sample. The coefficient has a long list of desirable properties, the most important of which is that under absolutely no distributional assumptions, it converges to a limit in [0,1], where the limit is 0 if and only if Y and Z are conditionally independent given X1,…,Xp, and is 1 if and only if Y is equal to a measurable function…

一种新的相关系数AI 解读

–Is it possible to define a coefficient of correlation which is (a) as simple as the classical coefficients like Pearson’s correlation or Spearman’s correlation, and yet (b) consistently estimates some simple and interpretable measure of the degree of dependence between the variables, which is 0 if and only if the variables are independent and 1 if and only if one is a measurable function of the other, and (c) has a simple asymptotic theory under the hypothesis of…

通用奇异值阈值法的矩阵估计AI 解读

Consider the problem of estimating the entries of a large matrix, when the observed entries are noisy versions of a small random fraction of the original entries. This problem has received widespread attention in recent times, especially after the pioneering works of Emmanuel Candès and collaborators. This paper introduces a simple estimation procedure, called Universal Singular Value Thresholding (USVT), that works for any matrix that has “a little bit of structure.”…

凸约束最小二乘的新视角AI 解读

Consider the problem of estimating the mean of a Gaussian random vector when the mean vector is assumed to be in a given convex set. The most natural solution is to take the Euclidean projection of the data vector on to this convex set; in other words, performing “least squares under a convex constraint.” Many problems in modern statistics and statistical signal processing theory are special cases of this general situation. Examples include the lasso and other…

谱聚类与高维随机块模型AI 解读

Networks or graphs can easily represent a diverse set of data sources that are characterized by interacting units or actors. Social networks, representing people who communicate with each other, are one example. Communities or clusters of highly connected actors form an essential feature in the structure of several empirical networks. Spectral clustering is a popular and computationally feasible method to discover these communities. The stochastic blockmodel [Social Networks…

平面变形各向同性高斯随机场的一致估计AI 解读

This paper proves fixed domain asymptotic results for estimating a smooth invertible transformation f: ℝ2→ℝ2 when observing the deformed random field Z○f on a dense grid in a bounded, simply connected domain Ω, where Z is assumed to be an isotropic Gaussian random field on ℝ2. The estimate f̂ is constructed on a simply connected domain U, such that U̅⊂Ω and is defined using kernel smoothed quadratic variations, Bergman projections and results from quasiconformal theory. We…

自旋玻璃中的估计：第一步AI 解读

The Sherrington–Kirkpatrick model of spin glasses, the Hopfield model of neural networks and the Ising spin glass are all models of binary data belonging to the one-parameter exponential family with quadratic sufficient statistic. Under bare minimal conditions, we establish the $\sqrt{N}$-consistency of the maximum pseudolikelihood estimate of the natural parameter in this family, even at critical temperatures. Since very little is known about the low and critical…