arXiv Statistics ML

Assumption-Lean Inference for Spectral Differential Network Analysis of High-Dimensional Time Series

arXiv Statistics ML
Sep 24

Outlier Detection for Multi-Network Data

arXiv:2205.06398v2 Announce Type: cross Abstract: It has become routine in neuroscience studies to measure brain networks for different individuals using neuroimaging. These networks are typically ex...

By Pritam Dey, Zhengwu Zhang, David B. Dunson
arXiv Statistics ML
6d ago

High-dimensional Gaussian Graphical Model Testing for Long-Memory Time Series

The paper introduces a data‑adaptive test statistic for evaluating conditional independence in the graph structure of stationary Gaussian time series, addressing both short‑memory and long‑memory regimes. It provides a finite‑sample Berry–Esseen type Gaussian approximation and validates the testing procedure via block bootstrap, even in ultra‑high‑dimensional settings. The authors also propose a consistency‑enhancing correction, achieving asymptotic consistency in size and power, and demonstrate the method on fMRI data to explore brain functional connectivity.

By Percy S. Zhai, Ping-Shou Zhong, Wei Biao Wu
Hugging Face Trending Papers
Jul 15

Linear Independent Component Analysis via Optimal Transport

Linear Independent Component Analysis (ICA) recovers jointly independent source signals from their linear mixtures. To achieve this, classical ICA algorithms attempt to maximize non-Gaussianity, measured by negentropy, which is linked to independence by information theory.

arXiv Machine Learning
Sep 15

Time Series Analysis in Frequency Domain: A Survey of Open Challenges, Opportunities and Benchmarks

The survey reviews frequency‑domain techniques for time‑series analysis, covering classical Fourier methods to modern neural operators. It identifies three main research challenges: preserving causal structure during spectral transformations, quantifying uncertainty in learned frequency representations, and performing topology‑aware analysis for non‑Euclidean data. By reviewing over 100 studies, the authors propose a unified taxonomy, establish standardized benchmarks, and highlight gaps in geometric deep learning and quantum‑enhanced spectral analysis.

By Qianru Zhang, Yuting Sun, Honggang Wen, Peng Yang, Xinzhu Li, Ming Li, Kwok-Yan Lam, Siu-Ming Yiu, Hongzhi Yin
arXiv Machine Learning
Aug 26

Multi-Source Complex Network Reconstruction via Wasserstein Distributionally Robust Optimization and Algorithm Unrolling

The paper introduces MS‑WDRO, a multi‑source Wasserstein distributionally robust optimization framework for reconstructing complex network topologies from scarce target‑domain data and abundant heterogeneous source data. It fuses sources via a weighted Wasserstein barycenter, builds an ambiguity set around it, and solves a regularized Laplacian estimator using a provably convergent ADMM scheme. The authors provide finite‑sample guarantees, demonstrate that naive aggregation is suboptimal, and show through experiments on synthetic data and the ABIDE I neuroimaging dataset that MS‑WDRO outperforms seven baselines in graph recovery, sample efficiency, and diagnostic utility, especially when target samples are limited.

By Chuansen Peng, Yifan Xia, Jinshan Zhong, Xiaojing Shen