activity
20182025
most citedOn the power of Chatterjee rank correlation

7 citations · 24 across the 10 of their papers we have counts for

collaborators

10 papers

cs.DC2025

Distributed Bilevel Optimization with Dual Pruning for Resource-limited Clients

Mingyi Li, Xiao Zhang, Ruisheng Zheng +4

With the development of large-scale models, traditional distributed bilevel optimization algorithms cannot be applied directly in low-resource clients. The key reason lies in the e…

math.ST2025

Existence of Direct Density Ratio Estimators

Erika Banzato, Mathias Drton, Kian Saraf-Poor +1

Many two-sample problems call for a comparison of two distributions from an exponential family. Density ratio estimation methods provide ways to solve such problems through direct…

math.ST2024

On universal inference in Gaussian mixture models

Hongjian Shi, Mathias Drton

A recent line of work provides new statistical tools based on game-theory and achieves safe anytime-valid inference without assuming regularity conditions. In particular, the frame…

math.ST2023

Discussion of "A note on universal inference" by Timmy Tse and Anthony Davison

Mathias Drton, Hongjian Shi, David Strieder

Invited discussion for Stat of "A note on universal inference" by Timmy Tse and Anthony Davison (2022)

math.ST2021★ 1 cited

Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics

Hongjian Shi, Mathias Drton, Marc Hallin +1

Due to the lack of a canonical ordering in for , defining multivariate generalizations of the classical univariate ranks has been a long-standing open problem…

math.ST2021★ 3 cited

On Azadkia-Chatterjee's conditional dependence coefficient

Hongjian Shi, Mathias Drton, Fang Han

In recent work, Azadkia and Chatterjee (2021) laid out an ingenious approach to defining consistent measures of conditional dependence. Their fully nonparametric approach forms sta…

math.ST2020★ 7 cited

On the power of Chatterjee rank correlation

Hongjian Shi, Mathias Drton, Fang Han

Chatterjee (2021) introduced a simple new rank correlation coefficient that has attracted much recent attention. The coefficient has the unusual appeal that it not only estimates a…

math.ST2020★ 3 cited

On universally consistent and fully distribution-free rank tests of vector independence

Hongjian Shi, Marc Hallin, Mathias Drton +1

Rank correlations have found many innovative applications in the last decade. In particular, suitable rank correlations have been used for consistent tests of independence between…

math.ST2019★ 4 cited

Distribution-free consistent independence tests via center-outward ranks and signs

Hongjian Shi, Mathias Drton, Fang Han

This paper investigates the problem of testing independence of two random vectors of general dimensions. For this, we give for the first time a distribution-free consistent test. O…

math.ST2018★ 6 cited

High dimensional consistent independence testing with maxima of rank correlations

Mathias Drton, Fang Han, Hongjian Shi

Testing mutual independence for high-dimensional observations is a fundamental statistical challenge. Popular tests based on linear and simple rank correlations are known to be inc…