Related papers: Maximum entropy copula with given diagonal section
Consider the hyperplanes at a fixed distance $t$ from the center of the hypercube $[0,1]^d$. Significant attention has been given to determining the hyperplanes $H$ among these such that the $(d-1)$-dimensional volume of $H\cap[0,1]^d$ is…
The classic double bubble theorem says that the least-perimeter way to enclose and separate two prescribed volumes in $\mathbb{R}^N$ is the standard double bubble. We seek the optimal double bubble in $\mathbb{R}^N$ with density, which we…
We consider near-critical two-dimensional statistical systems at phase coexistence on the half plane with boundary conditions leading to the formation of a droplet separating coexisting phases. General low-energy properties of…
The first degree-based entropy of a graph is the Shannon entropy of its degree sequence normalized by the degree sum. Its correct interpretation as a measure of uniformity of the degree sequence requires the determination of its extremal…
We consider the weighted least squares spline approximation of a noisy dataset. By interpreting the weights as a probability distribution, we maximize the associated entropy subject to the constraint that the mean squared error is…
We study holographic entropy inequalities and their structural properties by making use of a judicious grouping of terms into certain multipartite information quantities. This allows us to recast cumbersome entropic expressions into much…
In this paper, we study discrete quasi-copulas associated with imprecise copulas. We focus on discrete imprecise copulas that are in correspondence with the Alternating Sign Matrices and provide some construction techniques of dual pairs.…
We find minimal and maximal length of intersections of lines at a fixed distance to the origin with the cross-polytope. We also find maximal volume noncentral sections of the cross-polypote by hyperplanes which are at a fixed large distance…
We study a curve of Gibbsian families of complex 3x3-matrices and point out new features, absent in commutative finite-dimensional algebras: a discontinuous maximum-entropy inference, a discontinuous entropy distance and non-exposed faces…
This paper deals with the problem of the multivariate copula density estimation. Using wavelet methods we provide two shrinkage procedures based on thresholding rules for which the knowledge of the regularity of the copula density to be…
This paper deals with a situation when one is interested in the dependence structure of a multidimensional response variable in the presence of a multivariate covariate. It is assumed that the covariate affects only the marginal…
We introduce a new measure of interdependence among the components of a random vector along the main diagonal of the vector copula, i.e. along the line $u_{1}=\ldots=u_{J}$, for $\left(u_{1},\ldots,u_{J}\right)\in\left[0,1\right]^{J}$. Our…
Recently, a new type of set, named as random permutation set (RPS), is proposed by considering all the permutations of elements in a certain set. For measuring the uncertainty of RPS, the entropy of RPS is presented. However, the maximum…
Maximum entropy models are increasingly being used to describe the collective activity of neural populations with measured mean neural activities and pairwise correlations, but the full space of probability distributions consistent with…
This paper lays out a principled approach to compare copula forecasts via strictly consistent scores. We first establish the negative result that, in general, copulas fail to be elicitable, implying that copula predictions cannot sensibly…
We derive the maximum entropy of a flow (information utility) which conforms to traffic constraints imposed by a generalized token bucket regulator, by taking into account the covert information present in the randomness of packet lengths.…
Abstract Equivalent conditions that make the convex subdifferential maximal monotone are investigated in the general settings of locally convex spaces.
In this paper, the maximum entropy property of the discrete-time first-order stable spline kernel is studied. The advantages of studying this property in discrete-time domain instead of continuous-time domain are outlined. One of such…
We study in this paper optimal mass transport over a strongly connected, directed graph on a given discrete time interval. Differently from previous literature, we do not assume full knowledge of the initial and final goods distribution…
Position probability distribution of a set of massive mutually exclusive particles in one dimension has been defined. Examples with a given two mutually exclusive particles system are considered. It is emphasized that quantum particles at…