Related papers: On the connection between cherry-tree copulas and …

This paper investigates the a-posteriori analysis of Branch-and-Bound~(BB) trees to extract structural information about the feasible region of mixed-binary linear programs. We introduce three novel outer approximations of the feasible…

Tree ensemble models such as random forests and boosted trees are among the most widely used and practically successful predictive models in applied machine learning and business analytics. Although such models have been used to make…

This paper introduces the Bradley-Terry Regression Trunk model, a novel probabilistic approach for the analysis of preference data expressed through paired comparison rankings. In some cases, it may be reasonable to assume that the…

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.…

This paper proposes a novel multivariate time series model named Copula-linked univariate D-vines (CuDvine), which enables the simultaneous copula-based modeling of both temporal and cross-sectional dependence for multivariate time series.…

A bivariate copula mixed model has been recently proposed to synthesize diagnostic test accuracy studies and it has been shown that is superior to the standard generalized linear mixed model (GLMM) in this context. Here we call trivariate…

We propose to use nonparametric Bernstein copulas as bivariate pair-copulas in high-dimensional vine models. The resulting smooth and nonparametric vine copulas completely obviate the error-prone need for choosing the pair-copulas from…

Copulas are powerful statistical tools for capturing dependencies across data dimensions. Applying Copulas involves estimating independent marginals, a straightforward task, followed by the much more challenging task of determining a single…

Higher-order methods for dependency parsing can partially but not fully address the issue that edges in dependency trees should be constructed at the text span/subtree level rather than word level. In this paper, we propose a new method for…

The class of index-mixed copulas is introduced and its properties are investigated. Index-mixed copulas are constructed from given base copulas and a random index vector, and show a rather remarkable degree of analytical tractability. The…

Multivariate mixed-type outcomes are difficult to model jointly, and additional complexity arises when both marginal effects and dependence structures vary with a covariate such as age or time. Existing approaches often impose restrictive…

Background: In clinical research, the Bland-Altman analysis is commonly used to assess agreement of metric measurements made by two or more techniques, devices or methods. The approach can also deal with repeated measurements per subject or…

In this paper we present an enhancement of the regression-based variance reduction approaches recently proposed in Belomestny et al. This enhancement is based on a truncation of the control variate and allows for a significant reduction of…

Use of copula for the purpose of modeling dependence has been receiving considerable attention in recent times. On the other hand, search for multivariate copulas with desirable dependence properties also is an important area of research.…

Chance constraints describe a set of given random inequalities depending on the decision vector satisfied with a large enough probability. They are widely used in decision making under uncertain data in many engineering problems. This paper…

Randomized neural networks (RdNNs) enable efficient, backpropagation-free training by freezing randomly initialized input-to-hidden weights, which permits a closed-form solution for the output layer. However, conventional random…

This paper explores the impact of perturbations of copulas on dependence properties of the Markov chains they generate. We use an observation that is valid for convex combinations of copulas to establish sufficient conditions for the mixing…

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…

This paper intends to develop tools for characterizing non-linear spectral dependence between spontaneous brain signals. We use parametric copula models (both bivariate and vine models) applied on the magnitude of Fourier coefficients…

Conditional copulas are flexible statistical tools that couple joint conditional and marginal conditional distributions. In a linear regression setting with more than one covariate and two dependent outcomes, we propose the use of additive…