Related papers: Densities of nested Archimedean copulas
While there is substantial need for dependence models in higher dimensions, most existing models quickly become rather restrictive and barely balance parsimony and flexibility. Hierarchical constructions may improve on that by grouping…
The spectral density of random graphs with topological constraints is analysed using the replica method. We consider graph ensembles featuring generalised degree-degree correlations, as well as those with a community structure. In each case…
In this paper we study nonparametric estimators of copulas and copula densities. We first focus our study on a density copula estimator based on a polynomial orthogonal projection of the joint density. A new copula estimator is then…
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 study stochastic ordering of system lifetimes with dependent and heterogeneous components whose marginal distributions are obtained through transformations of a common baseline. The dependence structure is modeled via Archimedean…
Nested space-filling designs are nested designs with attractive low-dimensional stratification. Such designs are gaining popularity in statistics, applied mathematics and engineering. Their applications include multi-fidelity computer…
Efficient extraction of useful knowledge from these data is still a challenge, mainly when the data is distributed, heterogeneous and of different quality depending on its corresponding local infrastructure. To reduce the overhead cost,…
Copulas are popular as models for multivariate dependence because they allow the marginal densities and the joint dependence to be modeled separately. However, they usually require that the transformation from uniform marginals to the…
The family of log-concave density functions contains various kinds of common probability distributions. Due to the shape restriction, it is possible to find the nonparametric estimate of the density, for example, the nonparametric maximum…
This study proposes a data condensation method for multivariate kernel density estimation by genetic algorithm. First, our proposed algorithm generates multiple subsamples of a given size with replacement from the original sample. The…
We introduce a notion of density which extends both the notion of Lelong number and the theory of intersection for positive closed currents on Kaehler manifolds. For arbitrary finite family of positive closed currents on a compact Kaehler…
We define a notion of complexity, which quantifies the nonlinearity of the computation of a neural network, as well as a complementary measure of the effective dimension of feature representations. We investigate these observables both for…
Generic computability has been studied in group theory and we now study it in the context of classical computability theory. A set A of natural numbers is generically computable if there is a partial computable function f whose domain has…
Most common parametric families of copulas are totally ordered, and in many cases they are also positively or negatively regression dependent and therefore they lead to monotone regression functions, which makes them not suitable for…
Many high dimensional integrals can be reduced to the problem of finding the relative measures of two sets. Often one set will be exponentially larger than the other, making it difficult to compare the sizes. A standard method of dealing…
Probability density estimation from observed data constitutes a central task in statistics. In this brief, we focus on the problem of estimating the copula density associated to any observed data, as it fully describes the dependence…
Even though Zaremba's conjecture remains open, Bourgain and Kontorovich solved the problem for a full density subset. Nevertheless, there are only a handful of explicit sequences known to satisfy the strong version of the conjecture, all of…
In this article we survey the development of generic and coarse computability and the main results on how classical asymptotic density interacts with the theory of computability.
We investigate some properties of topological groups related to disconnectedness or Archimedeanness. We prove or disprove the preservation of those under operations as subgroups, quotients, products, etc. Characterizations of…
Cellular actin structures are continuously turned over while keeping similar sizes. Since they all compete for a shared pool of actin monomers, the question arises how they can coexist in these dynamic steady states. Recently, the…