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This paper introduces a method for studying the correlation structure of a range of responses modelled by a multivariate generalised linear mixed model (MGLMM). The methodology requires the existence of clusters of observations and that…

Methodology · Statistics 2021-08-02 Jeanett S. Pelck , Rodrigo Labouriau

A graphical model is a statistical model that is associated to a graph whose nodes correspond to variables of interest. The edges of the graph reflect allowed conditional dependencies among the variables. Graphical models admit…

Methodology · Statistics 2016-06-09 Mathias Drton , Marloes H. Maathuis

This paper describes a decision theoretic formulation of learning the graphical structure of a Bayesian Belief Network from data. This framework subsumes the standard Bayesian approach of choosing the model with the largest posterior…

Artificial Intelligence · Computer Science 2013-02-01 Paola Sebastiani , Marco Ramoni

Finding parametric models that accurately describe the dependence structure of observed data is a central task in the analysis of time series. Classical frequency domain methods provide a popular set of tools for fitting and diagnostics of…

Methodology · Statistics 2019-01-18 Stefan Birr , Tobias Kley , Stanislav Volgushev

We formulate necessary and sufficient conditions for an arbitrary discrete probability distribution to factor according to an undirected graphical model, or a log-linear model, or other more general exponential models. For decomposable…

Statistics Theory · Mathematics 2007-06-13 Dan Geiger , Christopher Meek , Bernd Sturmfels

The dual normal factor graph and the factor graph duality theorem have been considered for discrete graphical models. In this paper, we show an application of the factor graph duality theorem to continuous graphical models. Specifically, we…

Methodology · Statistics 2021-11-04 Mehdi Molkaraie

The Multi Variate Mixture Dynamics model is a tractable, dynamical, arbitrage-free multivariate model characterized by transparency on the dependence structure, since closed form formulae for terminal correlations, average correlations and…

Pricing of Securities · Quantitative Finance 2018-11-01 Damiano Brigo , Camilla Pisani , Francesco Rapisarda

In this paper, we analyze the relative errors in various reliability measures due to the tacit assumption that the components associated with a $n$-component series system or a parallel system are independently working where the components…

Statistics Theory · Mathematics 2025-03-28 Subarna Bhattacharjee , Aninda Kumar Nanda , Subhashree Patra

Copula models are flexible tools to represent complex structures of dependence for multivariate random variables. According to Sklar's theorem (Sklar, 1959), any d-dimensional absolutely continuous density can be uniquely represented as the…

Methodology · Statistics 2021-03-05 Clara Grazian , Luciana Dalla Valle , Brunero Liseo

Modeling the dependence between multiple risk types is a central challenge in contemporary insurance risk management. The standard approaches, L\'evy copulas and zero-mixed models, often face practical difficulties in simulation and…

Risk Management · Quantitative Finance 2026-05-26 Roberto Baviera , Pietro Manzoni , Michele Domenico Massaria

We present a general framework for the estimation of corporate default based on a firm's capital structure, when its assets are assumed to follow a pure jump L\'evy processes; this setup provides a natural extension to usual default metrics…

Pricing of Securities · Quantitative Finance 2021-08-13 Jean-Philippe Aguilar , Nicolas Pesci , Victor James

Copula-based models provide a great deal of flexibility in modelling multivariate distributions, allowing for the specifications of models for the marginal distributions separately from the dependence structure (copula) that links them to…

Methodology · Statistics 2021-09-09 Nicolás Kuschinski , Alejandro Jara

We consider the problem of concurrent portfolio losses in two non-overlapping credit portfolios. In order to explore the full statistical dependence structure of such portfolio losses, we estimate their empirical pairwise copulas. Instead…

Mathematical Finance · Quantitative Finance 2017-01-24 Joachim Sicking , Thomas Guhr , Rudi Schäfer

Mixed Probit models are widely applied in many fields where prediction of a binary response is of interest. Typically, the random effects are assumed to be independent but this is seldom the case for many real applications. In the credit…

Applications · Statistics 2019-11-18 Elisa Tosetti , Veronica Vinciotti

Log-symmetric regression models are particularly useful when the response variable is continuous, strictly positive and asymmetric. In this paper, we proposed a class of log-symmetric regression models in the context of correlated errors.…

Methodology · Statistics 2018-10-22 Helton Saulo , Roberto Vila

In this contribution we deal with the problem of learning an undirected graph which encodes the conditional dependence relationship between variables of a complex system, given a set of observations of this system. This is a very central…

Methodology · Statistics 2019-07-26 Daniela De Canditiis , Armando Guardasole

Modeling returns on large portfolios is a challenging problem as the number of parameters in the covariance matrix grows as the square of the size of the portfolio. Traditional correlation models, for example, the dynamic conditional…

Methodology · Statistics 2024-06-25 Lupe Shun Hin Chan , Amanda Man Ying Chu , Mike Ka Pui So

Recent years have seen a rapid expansion of the model space explored in statistical phylogenetics, emphasizing the need for new approaches to statistical model representation and software development. Clear communication and representation…

Populations and Evolution · Quantitative Biology 2013-12-10 Sebastian Höhna , Tracy A. Heath , Bastien Boussau , Michael J. Landis , Fredrik Ronquist , John P. Huelsenbeck

A simple banking network model is proposed which features multiple waves of bank defaults and is analytically solvable in the limiting case of an infinitely large homogeneous network. The model is a collection of nodes representing…

Risk Management · Quantitative Finance 2012-04-02 Igor Tsatskis

Handling highly dependent data is crucial in clinical trials, particularly in fields related to ophthalmology. Incorrectly specifying the dependency structure can lead to biased inferences. Traditionally, models rely on three fixed…

Methodology · Statistics 2025-09-30 Shuyi Liang , Takeshi Emura , Chang-Xing Ma , Yijing Xin , Xin-Wei Huang
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