Notes on sum-tests and independence tests

We study statistical sum-tests and independence tests, in particular for computably enumerable semimeasures on a discrete domain. Among other things, we prove that for universal semimeasures every Sigma0/1-sum-test is bounded, but unbounded Pi0/1-sum-tests exist, and we study to what extent the latter can be universal. For universal semimeasures, in the unary case of sum-test we leave open whether universal Pi0/1-sum-tests exist, whereas in the binary case of independence tests we prove that they do not exist

Influence tests I: ideal composite hypothesis tests, and causal semimeasures

Ratios of universal enumerable semimeasures corresponding to hypotheses are investigated as a solution for statistical composite hypotheses testing if an unbounded amount of computation time can be assumed. Influence testing for discrete time series is defined using generalized structural equations. Several ideal tests are introduced, and it is argued that when Halting information is transmitted, in some cases, instantaneous cause and consequence can be inferred where this is not possible classically. The approach is contrasted with Bayesian definitions of influence, where it is left open whether all Bayesian causal associations of universal semimeasures are equal within a constant. Finally the approach is also contrasted with existing engineering procedures for influence and theoretical definitions of causation.Comment: 29 pages, 3 figures, draf

Statistics of the electromagnetic response of a chaotic reverberation chamber

This article presents a study of the electromagnetic response of a chaotic reverberation chamber (RC) in the presence of losses. By means of simulations and of experiments, the fluctuations in the maxima of the field obtained in a conventional mode-stirred RC are compared with those in a chaotic RC in the neighborhood of the Lowest Useable Frequency (LUF). The present work illustrates that the universal spectral and spatial statistical properties of chaotic RCs allow to meet more adequately the criteria required by the Standard IEC 61000-4-21 to perform tests of electromagnetic compatibility.Comment: 6 pages, 9 figure

Sub-computable Boundedness Randomness

This paper defines a new notion of bounded computable randomness for certain classes of sub-computable functions which lack a universal machine. In particular, we define such versions of randomness for primitive recursive functions and for PSPACE functions. These new notions are robust in that there are equivalent formulations in terms of (1) Martin-L\"of tests, (2) Kolmogorov complexity, and (3) martingales. We show these notions can be equivalently defined with prefix-free Kolmogorov complexity. We prove that one direction of van Lambalgen's theorem holds for relative computability, but the other direction fails. We discuss statistical properties of these notions of randomness

On high-dimensional sign tests

Sign tests are among the most successful procedures in multivariate nonparametric statistics. In this paper, we consider several testing problems in multivariate analysis, directional statistics and multivariate time series analysis, and we show that, under appropriate symmetry assumptions, the fixed-$p$ multivariate sign tests remain valid in the high-dimensional case. Remarkably, our asymptotic results are universal, in the sense that, unlike in most previous works in high-dimensional statistics, $p$ may go to infinity in an arbitrary way as $n$ does. We conduct simulations that (i) confirm our asymptotic results, (ii) reveal that, even for relatively large $p$, chi-square critical values are to be favoured over the (asymptotically equivalent) Gaussian ones and (iii) show that, for testing i.i.d.-ness against serial dependence in the high-dimensional case, Portmanteau sign tests outperform their competitors in terms of validity-robustness.Comment: Published at http://dx.doi.org/10.3150/15-BEJ710 in the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm