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Manos Papadakis

Publications and source records attributed to Manos Papadakis.

3 recordsLinked to original sources

Fast and light-weight energy statistics using the \textit{R} package \textsf{estats}

Energy statistics ($\mathcal{\varepsilon}$--statistics) enable powerful non-linear dependence measures such as distance correlation, but their computational burden has limited application to large datasets. We present memory-efficient algorithms that compute $\mathcal{\varepsilon}$--statistics related quantities by calculating pairwise distances on-the-fly rather than storing full distance matrices. Our methods achieve 5-156$\times$ speed improvements over existing implementations while reducing memory requirements from $O(n^2)$ to $O(n)$. These advances enable energy statistics computation with sample sizes exceeding tens of thousands observations-previously infeasible with standard implementations-facilitating their use in modern applications across statistics, bioinformatics, and machine learning where large-scale datasets are frequently met. The following cases are demonstrated: energy distance, univariate and multivariate distance variance, distance covariance, (partial) distance correlation and hypothesis testing for the equality of univariate distributions. Functions to compute the aforementioned energy statistics, among others, are available in the \textit{R} package \textsf{estats}.

stat.CO

On the Design of Multi-Dimensional Compactly Supported Parseval Framelets with Directional Characteristics

In this paper, we propose a new method for the construction of multi-dimensional, wavelet-like families of affine frames, commonly referred to as framelets, with specific directional characteristics, small and compact support in space, directional vanishing moments (DVM), and axial symmetries or anti-symmetries. The framelets we construct arise from readily available refinable functions. The filters defining these framelets have few non-zero coefficients, custom-selected orientations and can act as finite-difference operators.

cs.IT

Extremely efficient permutation and bootstrap hypothesis tests using R

Re-sampling based statistical tests are known to be computationally heavy, but reliable when small sample sizes are available. Despite their nice theoretical properties not much effort has been put to make them efficient. In this paper we treat the case of Pearson correlation coefficient and two independent samples t-test. We propose a highly computationally efficient method for calculating permutation based p-values in these two cases. The method is general and can be applied or be adopted to other similar two sample mean or two mean vectors cases.

stat.ME