Related papers: Constructing a bivariate distribution function wit…
Extended derivations regarding the cumulant-based formulation of higher-order fluorescence correlation spectroscopy (FCS) are presented. First, we review multivariate cumulants and their relation to photon counting distributions in single…
A new class of bivariate distributions is introduced that extends the Generalized Marshall-Olkin distributions of Li and Pellerey (2011). Their dependence structure is studied through the analysis of the copula functions that they induce.…
We propose a semiparametric family of copulas based on a set of orthonormal functions and a matrix. This new copula permits to reach values of Spearman's Rho arbitrarily close to one without introducing a singular component. Moreover, it…
We propose a new copula model that can be used with replicated spatial data. Unlike the multivariate normal copula, the proposed copula is based on the assumption that a common factor exists and affects the joint dependence of all…
The composite likelihood (CL) is amongst the computational methods used for the estimation of high-dimensional multivariate normal (MVN) copula models with discrete responses. Its computational advantage, as a surrogate likelihood method,…
We propose a method for post-processing an ensemble of multivariate forecasts in order to obtain a joint predictive distribution of weather. Our method utilizes existing univariate post-processing techniques, in this case ensemble Bayesian…
Variational inference (VI) has become a widely used approach for scalable Bayesian inference, but its performance strongly depends on the flexibility of the chosen variational family. In this work, we propose a novel variational family that…
We know that the marginals in a multinomial distribution are binomial variates exhibiting a negative correlation. But we can construct two linear combinations of such marginals in such a way to obtain a positive correlation. We discuss the…
Parametric factor copula models typically work well in modeling multivariate dependencies due to their flexibility and ability to capture complex dependency structures. However, accurately estimating the linking copulas within these models…
Context. Stars form in dense, dusty clumps of molecular clouds, but little is known about their origin, their evolution and their detailed physical properties. In particular, the relationship between the mass distribution of these clumps…
In this paper, we obtain two improved Amati correlations of the Gamma-Ray burst (GRB) data via a powerful statistical tool called copula. After calibrating, with the low-redshift GRB data, the improved Amati correlations based on a fiducial…
Some formulae are presented for finding two-integral distribution functions (DFs) which depends only on the two classical integrals of the energy and the magnitude of the angular momentum with respect to the axis of symmetry for stellar…
The angular two-point correlation function between background QSOs and foreground galaxies induced by gravitational lensing is derived. It is shown that the shape of this correlation function depends sensitively on the spectrum of the…
Zero-inflated continuous data ubiquitously appear in many fields, in which lots of exactly zero-valued data are observed while others distribute continuously. Due to the mixed structure of discreteness and continuity in its distribution,…
Gravitational microlensing is a powerful tool to probe the inner structure of strongly lensed quasars and to constrain parameters of the stellar mass function of lens galaxies. This is done by analysing microlensing light curves between the…
Context: Two-point correlation functions are used throughout cosmology as a measure for the statistics of random fields. When used in Bayesian parameter estimation, their likelihood function is usually replaced by a Gaussian approximation.…
We revise and extend the stochastic approach to cumulative weak lensing (hereafter the sGL method) first introduced in Ref. [1]. Here we include a realistic halo mass function and density profiles to model the distribution of mass between…
To construct flexible nonlinear predictive distributions, the paper introduces a family of softplus function based regression models that convolve, stack, or combine both operations by convolving countably infinite stacked gamma…
The galaxy Luminosity Function (LF) is a key observable for galaxy formation, evolution studies and for cosmology. In this work, we propose a novel technique to forward model wide-field broad-band galaxy surveys using the fast image…
Model selection is an important activity in modern data analysis and the conventional Bayesian approach to this problem involves calculation of marginal likelihoods for different models, together with diagnostics which examine specific…