Related papers: Copulas in three dimensions with prescribed correl…
In this paper, we revisit the notion of partial copula, originally introduced to test conditional independence, highlighting its capability to represent the dependence between two random variables after removing their dependence with a…
Do there exist circular and spherical copulas in $R^d$? That is, do there exist circularly symmetric distributions on the unit disk in $R^2$ and spherically symmetric distributions on the unit ball in $R^d$, $d\ge3$, whose one-dimensional…
Working with so-called linkages allows to define a copula-based, $[0,1]$-valued multivariate dependence measure $\zeta^1(\boldsymbol{X},Y)$ quantifying the scale-invariant extent of dependence of a random variable $Y$ on a $d$-dimensional…
A three parameter family of probability distributions is constructed such that its Mellin transform is defined over the same domain as the 2D GMC on the Riemann sphere with three insertion points $(\alpha_1,\alpha_2,\alpha_3)$ and satisfies…
Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…
Many biomolecules have flexible structures, requiring distributional estimates of their conformations. Experiments to acquire distributional data typically measure pairs of labels separately, losing information on the joint distribution.…
The empirical copula process, a fundamental tool for copula inference, is studied in the high dimensional regime where the dimension is allowed to grow to infinity exponentially in the sample size. Under natural, weak smoothness assumptions…
Fixing the relationship of a set of experimental quantities is a fundamental issue in many scientific disciplines. In the 2D case, the classical approach is to compute the linear correlation coefficient from a scatterplot. This method,…
Copulas are now frequently used to construct or estimate multivariate distributions because of their ability to take into account the multivariate dependence of the different variables while separately specifying marginal distributions.…
In a very high-dimensional vector space, two randomly-chosen vectors are almost orthogonal with high probability. Starting from this observation, we develop a statistical factor model, the random factor model, in which factors are chosen at…
Some remarkable properties of the beta distribution are based on relations involving independence between beta random variables such that a parameter of one among them is the sum of the parameters of an other (see (1.1) et (1.2) below).…
We develop improved rearrangement algorithms to find the dependence structure that minimizes a convex function of the sum of dependent variables with given margins. We propose a new multivariate dependence measure, which can assess the…
Conformation-dependent design of polymer sequences can be considered as a tool to control macromolecular self-assembly. We consider the monomer unit sequences created via the modification of polymers in a homogeneous melt in accordance with…
Copulas are widely used in financial economics as well as in other areas of applied mathematics. Yet, there is much arbitrariness in their choice. The author proposes "a natural copula" concept, which minimizes Wasserstein distance between…
The probability distribution for the number of top to bottom spanning clusters in Directed percolation in two and three dimensions appears to be universal and is of the form $P(n) \sim \exp(-\alpha n^2)$. We argue that $\alpha$ is a new…
Let $\Lambda$ be the collection of all probability distributions for $(X,\widetilde{X})$, where $X$ is a fixed random vector and $\widetilde{X}$ ranges over all possible knockoff copies of $X$ (in the sense of \cite{CFJL18}). Three topics…
Two dimensional condensed matter is realised in increasingly diverse forms that are accessible to experiment and of potential technological value. The properties of these systems are influenced by many length scales and reflect both generic…
Suppose that a binary operation $\circ$ on a finite set $X$ is injective in each variable separately and also associative. It is easy to prove that $(X,\circ)$ must be a group. In this paper we examine what happens if one knows only that a…
Geometrical model of structure of the universe is examined to obtain analytical expression for the two points nonlinear correlation function. According to the model the objects (galaxies) are concentrated into two types of structure…
An intuitive property of a random graph is that its subgraphs should also appear randomly distributed. We consider graphs whose subgraph densities exactly match their expected values. We call graphs with this property for all subgraphs with…