Distribution-Free Tests of Independence in High Dimensions

We consider the testing of mutual independence among all entries in a $d$-dimensional random vector based on $n$ independent observations. We study two families of distribution-free test statistics, which include Kendall's tau and Spearman's rho as important examples. We show that under the null hypothesis the test statistics of these two families converge weakly to Gumbel distributions, and propose tests that control the type I error in the high-dimensional setting where $d>n$. We further show that the two tests are rate-optimal in terms of power against sparse alternatives, and outperform competitors in simulations, especially when $d$ is large.Comment: to appear in Biometrik

Smooth local solutions to weingarten equations and σk\sigma_k-equations

In this paper, we study the existence of smooth local solutions to Weingarten equations and $\sigma_k$-equations. We will prove that, for $2 \leq k \leq n$, the Weingarten equations and the $\sigma_k$-equations always have smooth local solutions regardless of the sign of the functions in the right-hand side of the equations. We will demonstrate that the associate linearized equations are uniformly elliptic if we choose the initial approximate solutions appropriately

Bright-dark mixed NN-soliton solutions of the multi-component Mel'nikov system

By virtue of the KP hierarchy reduction technique, we construct the general bright-dark mixed $N$-soliton solution to the multi-component Mel'nikov system comprised of multiple (say $M$) short-wave components and one long-wave component with all possible combinations of nonlinearities including all-positive, all-negative and mixed types. Firstly, the two-bright-one-dark (2-b-1-d) and one-bright-two-dark (1-b-2-d) mixed $N$-soliton solutions in short-wave components of the three-component Mel'nikov system are derived in detail. Then we extend our analysis to the $M$-component Mel'nikov system to obtain its general mixed $N$-soliton solution. The formula obtained unifies the all-bright, all-dark and bright-dark mixed $N$-soliton solutions. For the collision of two solitons, the asymptotic analysis shows that for a $M$-component Mel'nikov system with $M \geq 3$, inelastic collision takes place, resulting in energy exchange among the short-wave components supporting bright solitons only if the bright solitons appear at least in two short-wave components. Whereas, the dark solitons in the short-wave components and the bright solitons in the long-wave component always undergo elastic collision which just accompanied by a position shift.Comment: arXiv admin note: substantial text overlap with arXiv:1706.0549