Related papers: Archimedean Survival Processes
The increasing use of vine copulas in high-dimensional settings, where the number of parameters is often of the same order as the sample size, calls for asymptotic theory beyond the traditional fixed-$p$, large-$n$ framework. We establish…
Normalizing flows, a popular class of deep generative models, often fail to represent extreme phenomena observed in real-world processes. In particular, existing normalizing flow architectures struggle to model multivariate extremes,…
In recent years, the growing availability of biomedical datasets featuring numerous longitudinal covariates has motivated the development of several multi-step methods for the dynamic prediction of survival outcomes. These methods employ…
In this paper, we analyze the dynamics of spreading processes taking place over time-varying networks. A common approach to model time-varying networks is via Markovian random graph processes. This modeling approach presents the following…
This article extends the literature on copulas with discrete or continuous marginals to the case where some of the marginals are a mixture of discrete and continuous components. We do so by carefully defining the likelihood as the density…
This paper introduces the novel class of modulated cyclostationary processes, a class of non-stationary processes exhibiting frequency coupling, and proposes a method of their estimation from repeated trials. Cyclostationary processes also…
Stable distributions are a celebrated class of probability laws used in various fields. The $\alpha$-stable process, and its exponentially tempered counterpart, the Classical Tempered Stable (CTS) process, are also prominent examples of…
We define Almost Sure Productivity (ASP), a probabilistic generalization of the productivity condition for coinductively defined structures. Intuitively, a probabilistic coinductive stream or tree is ASP if it produces infinitely many…
A new class of copulas, termed the MGL copula class, is introduced. The new copula originates from extracting the dependence function of the multivariate generalized log-Moyal-gamma distribution whose marginals follow the univariate…
Among Monte Carlo techniques, the importance sampling requires fine tuning of a proposal distribution, which is now fluently resolved through iterative schemes. The Adaptive Multiple Importance Sampling (AMIS) of Cornuet et al. (2012)…
In the following article we consider approximate Bayesian computation (ABC) for certain classes of time series models. In particular, we focus upon scenarios where the likelihoods of the observations and parameter are intractable, by which…
Given a discrete spatial structure $X$, we define continuous-time branching processes that model a population breeding and dying on $X$. These processes are usually called branching random walks. They are characterized by breeding rates…
One of the aims of systems biology is to build multiple layered and multiple scale models of living systems which can efficiently describe phenomena occurring at various level of resolution. Such models should consist of layers of various…
Trophic coherence, a measure of the extent to which the nodes of a directed network are organised in levels, has recently been shown to be closely related to many structural and dynamical aspects of complex systems, including graph…
This article analyzes the problem of estimating the time until an event occurs, also known as survival modeling. We observe through substantial experiments on large real-world datasets and use-cases that populations are largely…
We present sufficient conditions for sums of dependent point processes to converge in distribution to a Poisson process. This extends the classical result of Grigelionis [Theory Probab. Appl. 8 (1963) 172--182] for sums of uniformly null…
In this paper I describe a cellular automaton model of a multi-species ecosystem, suitable for the study of emergent properties of macroevolution. Unlike majority of ecological models, the number of coexisting species is not fixed. Starting…
Bivariate imprecise copulas have recently attracted substantial attention. However, the multivariate case seems still to be a "blank slate". It is then natural that this idea be tested first on shock model induced copulas, a family which…
We present an analytically tractable model of Internet evolution at the level of Autonomous Systems (ASs). We call our model the multiclass preferential attachment (MPA) model. As its name suggests, it is based on preferential attachment.…
Multi-type Markov point processes offer a flexible framework for modelling complex multi-type point patterns where it is pertinent to capture both interactions between points as well as large scale trends depending on observed covariates.…