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Found 5 papers, 3 papers with code
On confidence intervals for precision matrices and the eigendecomposition of covariance matrices
Moreover, we derive a method to bound the entries of the inverse covariance matrix, the so-called precision matrix.
Fast Non-Parametric Tests of Relative Dependency and Similarity
The second test, called the relative test of similarity, is use to determine which of the two samples from arbitrary distributions is significantly closer to a reference sample of interest and the relative measure of similarity is based on the Maximum Mean Discrepancy (MMD).
A U-statistic Approach to Hypothesis Testing for Structure Discovery in Undirected Graphical Models
For some class of probability distributions, an edge between two variables is present if and only if the corresponding entry in the precision matrix is non-zero.
A Test of Relative Similarity For Model Selection in Generative Models
Probabilistic generative models provide a powerful framework for representing data that avoids the expense of manual annotation typically needed by discriminative approaches.
A low variance consistent test of relative dependency
Such a test enables us to determine whether one source variable is significantly more dependent on a first target variable or a second.
