A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
A new particle filter avoids resampling to improve state estimation in high dimensions.
MULTIFIT tests independence between two random vectors using multiscale Fisher's test.
The paper analyzes the power of MX CI tests and finds likelihood-based statistics most powerful.
Identifying dependency in multivariate data is a common inference task that arises in numerous applications. However, existing nonparametric independence tests typically require computation that scales at least quadratically with the sample size, making it difficult to apply them to massive data. Moreover, resampling i…