Three simple and explicit procedures for testing the independence of two multi-dimensional random variables are described. Two of the associated test statistics (L1, log-likelihoo...
Abstract. Three simple and explicit procedures for testing the independence of two multi-dimensional random variables are described. Two of the associated test statistics (L1, log-...
We show that Kolmogorov complexity and such its estimators as universal codes (or data compression methods) can be applied for hypothesis testing in a framework of classical mathe...
The problem of clustering is considered, for the case when each data point is a sample generated by a stationary ergodic process. We propose a very natural asymptotic notion of co...
— Nonparametric estimation is usually inconsistent without some form of regularization. One way to impose regularity is through a prior measure. Barron and Cover [1], [2] have sh...