Related papers: Block-Maxima of Vines
The assumption of independent subvectors arises in many aspects of multivariate analysis. In most real-world applications, however, we lack prior knowledge about the number of subvectors and the specific variables within each subvector.…
Fully describing the entire data set is essential in multivariate risk assessment, since moderate levels of one variable can influence another, potentially leading it to be extreme. Additionally, modelling both non-extreme and extreme…
The hard-sphere model is one of the most extensively studied models in statistical physics. It describes the continuous distribution of spherical particles, governed by hard-core interactions. An important quantity of this model is the…
A method for estimating the Shannon differential entropy of multidimensional random variables using independent samples is described. The method is based on decomposing the distribution into a product of the marginal distributions and the…
We propose a novel structure selection method for high dimensional (d > 100) sparse vine copulas. Current sequential greedy approaches for structure selection require calculating spanning trees in hundreds of dimensions and fitting the pair…
We study systems of String Equations where block variables need to be assigned strings so that their concatenation gives a specified target string. We investigate this problem under a multivariate complexity framework, searching for…
In this paper, a novel approach to the problem of estimating the heavy-tail exponent alpha>0 of a distribution is proposed. It is based on the fact that block-maxima of size m of the independent and identically distributed data scale at a…
The conventional use of the Generalized Extreme Value (GEV) distribution to model block maxima may be inappropriate when extremes are actually structured into multiple heterogeneous groups. In this work, we propose a novel approach for…
Our article addresses the problem of flexibly estimating a multivariate density while also attempting to estimate its marginals correctly. We do so by proposing two new estimators that try to capture the best features of mixture of normals…
We carry out a high-precision Monte Carlo simulation of the two-dimensional $O(3)$-invariant $\sigma$-model at correlation lengths $\xi$ up to $\sim 10^5$. Our work employs a new and powerful method for extrapolating finite-volume Monte…
This study suggests a coupling uncertainty analysis method to investigate the stiffness characteristics of variable stiffness (VS) composite. The D-vine copula function is used to address the coupling of random variables. To identify the…
We establish that the limiting spectral distribution of a block-rescaled empirical covariance matrix is an arcsine law when the ratio between the dimension and the underlying sample size converges to 1 and when the samples corresponding to…
Excluded-volume effects can play an important role in determining transport properties in diffusion of particles. Here, the diffusion of finite-sized hard-core interacting particles in two or three dimensions is considered systematically…
We perform numerical simulations of isolated, partially active polymers, driven out-of-equilibrium by a fraction of their monomers. We show that, if the active beads are all gathered in a contiguous block, the position of the section along…
The study of times to nonterminal events of different types and their interrelation is a compelling area of interest. The primary challenge in analyzing such multivariate event times is the presence of informative censoring by the terminal…
Learning the joint dependence of discrete variables is a fundamental problem in machine learning, with many applications including prediction, clustering and dimensionality reduction. More recently, the framework of copula modeling has…
We derive an expression for the free energy of the blends of block copolymers expressed as a functional of the density distribution of the monomer of each block. The expression is a generalization of the Flory-Huggins-de Gennes theory for…
We study the 3D Edwards-Anderson model with binary interactions by Monte Carlo simulations. Direct evidence of finite-size scaling is provided, and the universal finite-size scaling functions are determined. Using an iterative extrapolation…
Diagnostic test accuracy studies observe the result of a gold standard procedure that defines the presence or absence of a disease and the result of a diagnostic test. They typically report the number of true positives, false positives,…
We calculate the distribution function of the end--to--end distance of a semiflexible polymer with large bending rigidity. This quantity is directly observable in experiments on single semiflexible polymers (e.g., DNA, actin) and relevant…