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Multivariate distributions are fundamental to modeling. Discrete copulas can be used to construct diverse multivariate joint distributions over random variables from estimated univariate marginals. The space of discrete copulas admits a…

Statistics Theory · Mathematics 2018-05-31 Elisa Perrone , Liam Solus , Caroline Uhler

The bivariate normal density with unit variance and correlation $\rho$ is well-known. We show that by integrating out $\rho$, the result is a function of the maximum norm. The Bayesian interpretation of this result is that if we put a…

Statistics Theory · Mathematics 2015-11-20 Kai Zhang , Lawrence D. Brown , Edward George , Linda Zhao

The two-dimensional propagation of small-amplitude waves through an infinite periodic array of freely-floating rectangular floes is considered under the assumptions of inviscid linearised wave theory. Fluid gaps between adjacent floes allow…

Fluid Dynamics · Physics 2026-03-17 Lloyd Dafydd , Richard Porter

The paper focuses on a class of light-tailed multivariate probability distributions. These are obtained via a transformation of the margins from a heavy-tailed original distribution. This class was introduced in Balkema et al. (J.…

Probability · Mathematics 2012-11-26 Guus Balkema , Paul Embrechts , Natalia Nolde

Two ubiquitous aspects of large-scale data analysis are that the data often have heavy-tailed properties and that diffusion-based or spectral-based methods are often used to identify and extract structure of interest. Perhaps surprisingly,…

Machine Learning · Computer Science 2010-05-11 Michael W. Mahoney , Hariharan Narayanan

This paper is devoted to a fractional generalization of the Dirichlet distribution. The form of the multivariate distribution is derived assuming that the $n$ partitions of the interval $[0,W_n]$ are independent and identically distributed…

Probability · Mathematics 2021-02-17 Elvira Di Nardo , Federico Polito , Enrico Scalas

Categorical data are often observed as counts resulting from a fixed number of trials in which each trial consists of making one selection from a prespecified set of categories. The multinomial distribution serves as a standard model for…

Methodology · Statistics 2024-01-19 Darcy Steeg Morris , Andrew M. Raim , Kimberly F. Sellers

The convex hull of a set of points, $C$, serves to expose extremal properties of $C$ and can help identify elements in $C$ of high interest. For many problems, particularly in the presence of noise, the true vertex set (and facets) may be…

Computational Geometry · Computer Science 2016-11-07 Lori Ziegelmeier , Michael Kirby , Chris Peterson

We consider the detection of multivariate spatial clusters in the Bernoulli model with $N$ locations, where the design distribution has weakly dependent marginals. The locations are scanned with a rectangular window with sides parallel to…

Statistics Theory · Mathematics 2010-02-26 Guenther Walther

We examine the metrics that arise when a finite set of points is embedded in the real line, in such a way that the distance between each pair of points is at least 1. These metrics are closely related to some other known metrics in the…

Combinatorics · Mathematics 2011-08-02 Adam N. Letchford , Hanna Seitz , Dirk Oliver Theis

A probabilistic generative network model with $n$ nodes and $m$ overlapping layers is obtained as a superposition of $m$ mutually independent Bernoulli random graphs of varying size and strength. When $n$ and $m$ are large and of the same…

Probability · Mathematics 2021-06-01 Mindaugas Bloznelis , Joona Karjalainen , Lasse Leskelä

We develop a formalism to describe the equilibrium distributions for segments of confined branched networks consisting of stiff filaments. This is applicable to certain situations of cytoskeleton in cells, such as for example actin…

Soft Condensed Matter · Physics 2019-02-21 Somiéalo Azote , Kristian K. Müller-Nedebock

We introduce a new class of multivariate heavy-tailed distributions that are convolutions of heterogeneous multivariate t-distributions. Unlike commonly used heavy-tailed distributions, the multivariate convolution-t distributions embody…

Econometrics · Economics 2024-04-02 Peter Reinhard Hansen , Chen Tong

We study the convex hull of a set $S\subset \mathbb{R}^n$ defined by three quadratic inequalities. A simple way of generating inequalities valid on $S$ is to take nonnegative linear combinations of the defining inequalities of $S$. We call…

Algebraic Geometry · Mathematics 2024-05-29 Grigoriy Blekherman , Alex Dunbar

Regression with distribution-valued responses and Euclidean predictors has gained increasing scientific relevance. While methodology for univariate distributional data has advanced rapidly in recent years, multivariate distributions, which…

Methodology · Statistics 2026-03-10 Junyoung Park , Irina Gaynanova

This article introduces a new class of models for multiple networks. The core idea is to parametrize a distribution on labelled graphs in terms of a Fr\'{e}chet mean graph (which depends on a user-specified choice of metric or graph…

Methodology · Statistics 2020-03-09 Simón Lunagómez , Sofia C. Olhede , Patrick J. Wolfe

In this paper we present a method for exact generation of multivariate samples with pre-specified marginal distributions and a given correlation matrix, based on a mixture of Fr\'echet-Hoeffding bounds and marginal products. The bivariate…

Probability · Mathematics 2013-03-18 Vanja Dukic , Nevena Maric

Multiview latent-variable models provide a fundamental framework for discrete data analysis, with applications to latent structure models, topic models, and mixtures of product distributions. In the discrete setting, the joint distribution…

Methodology · Statistics 2026-05-26 Runshi Tang , Julien Chhor , Olga Klopp , Alexandre B. Tsybakov , Anru R. Zhang

We simulate numerically Boussinesq convection in non-rotating spherical shells for a fluid with a unity Prandtl number and Rayleigh numbers up to $10^9$. In this geometry, curvature and radial variations of the gravitationnal acceleration…

Fluid Dynamics · Physics 2015-10-28 T. Gastine , J. Wicht , J. M. Aurnou

We prove an exponential deviation inequality for the convex hull of a finite sample of i.i.d. random points with a density supported on an arbitrary convex body in $\R^d$, $d\geq 2$. When the density is uniform, our result yields rate…

Probability · Mathematics 2017-04-07 Victor-Emmanuel Brunel