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Related papers: Geometry of Discrete Copulas

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Copulas allow a flexible and simultaneous modeling of complicated dependence structures together with various marginal distributions. Especially if the density function can be represented as the product of the marginal density functions and…

Methodology · Statistics 2020-08-31 Jae Youn Ahn , Sebastian Fuchs , Rosy Oh

We introduce the notion of a bivariate random discrete copula on an equidistant mesh and explore its stochastic properties. A random discrete copula is a discrete random field, hence, its value at a given point on the mesh is a random…

Statistics Theory · Mathematics 2026-03-17 Damjana Kokol Bukovšek , Blaž Mojškerc , Nik Stopar

After reviewing a large body of literature on the modeling of bivariate discrete distributions with finite support, \cite{Gee20} made a compelling case for the use of $I$-projections in the sense of \cite{Csi75} as a sound way to attempt to…

Methodology · Statistics 2024-06-18 Ivan Kojadinovic , Tommaso Martini

In probability and statistics, copulas play important roles theoretically as well as to address a wide range of problems in various application areas. We introduce the concept of multivariate discrete copulas, discuss their equivalence to…

Methodology · Statistics 2015-12-18 Roman Schefzik

Building on the one-to-one relationship between generalized FGM copulas and multivariate Bernoulli distributions, we prove that the class of multivariate distributions with generalized FGM copulas is a convex polytope. Therefore, we find…

Mathematical Finance · Quantitative Finance 2024-10-10 Hélène Cossette , Etienne Marceau , Alessandro Mutti , Patrizia Semeraro

In many applications involving binary variables, only pairwise dependence measures, such as correlations, are available. However, for multi-way tables involving more than two variables, these quantities do not uniquely determine the joint…

Methodology · Statistics 2026-01-13 Roberto Fontana , Elisa Perrone , Fabio Rapallo

In this work we study a class of random convex sets that "interpolate" between polytopes and zonotopes. These sets arise from considering a $q^{th}$-moment ($q\geq 1$) of an average of order statistics of $1$-dimensional marginals of a…

Metric Geometry · Mathematics 2017-01-06 David Alonso-Gutiérrez , Joscha Prochno

We present a framework for modeling complex, high-dimensional distributions on convex polytopes by leveraging recent advances in discrete and continuous normalizing flows on Riemannian manifolds. We show that any full-dimensional polytope…

Machine Learning · Computer Science 2025-03-18 Tomek Diederen , Nicola Zamboni

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…

Machine Learning · Statistics 2013-11-15 Alfredo Kalaitzis , Ricardo Silva

We study some special almost complex structures on strictly pseudoconvex domains. They appear naturally as limits under a nonisotroping scaling procedure and play a role of model objects in the geometry of almost complex manifolds with…

Complex Variables · Mathematics 2007-05-23 H. Gaussier , A. Sukhov

Cycloids, hipocycloids and epicycloids have an often forgotten common property: they are homothetic to their evolutes. But what if use convex symmetric polygons as unit balls, can we define evolutes and cycloids which are genuinely…

Differential Geometry · Mathematics 2017-02-08 Marcos Craizer , Ralph Teixeira , Vitor Balestro

Sampling algorithms, hypergraph degree sequences, and polytopes play a crucial role in statistical analysis of network data. This article offers a brief overview of open problems in this area of discrete mathematics from the point of view…

Discrete Mathematics · Computer Science 2016-01-11 Sonja Petrović

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.…

Statistics Theory · Mathematics 2024-11-08 Tomaž Košir , Elisa Perrone

Marginal polytopes are important geometric objects that arise in statistics as the polytopes underlying hierarchical log-linear models. These polytopes can be used to answer geometric questions about these models, such as determining the…

Combinatorics · Mathematics 2023-12-06 Jane Ivy Coons , Joseph Cummings , Benjamin Hollering , Aida Maraj

Copula modeling consists in finding a probabilistic distribution, called copula, whereby its coupling with the marginal distributions of a set of random variables produces their joint distribution. The present work aims to use this…

Data Analysis, Statistics and Probability · Physics 2018-04-24 Pierre Nazé

We formulate a geometric measurement theory of dynamical classical systems possessing both continuous and discrete degrees of freedom. The approach is covariant with respect to choices of clocks and canonically incorporates laboratories.…

Mathematical Physics · Physics 2023-11-13 Subhobrata Chatterjee , Andrew Waldron , Cem Yetişmişoğlu

In this paper, we concentrate on new methodologies for copulas introduced and developed by Joe, Cooke, Bedford, Kurowica, Daneshkhah and others on the new class of graphical models called vines as a way of constructing higher dimensional…

Computation · Statistics 2012-10-30 Alireza Daneshkhah , Golamali Parham , Omid Chatrabgoun , M. Jokar

This paper shows that the topological structures of particle orbits generated by a generic class of vector fields on spherical surfaces, called {\it the flow of finite type}, are in one-to-one correspondence with discrete structures such as…

Dynamical Systems · Mathematics 2022-08-18 Takashi Sakajo , Tomoo Yokoyama

A new family of distributions indexed by the class of matrix variate contoured elliptically distribution is proposed as an extension of some bimatrix variate distributions. The termed \emph{multimatrix variate distributions} open new…

Statistics Theory · Mathematics 2024-05-07 José A. Díaz-García , Francisco J. Caro-Lopera

A new method for constructing absolutely continuous two--dimensional copulas by differential equations is presented. The copulas are symmetric with respect to reflection in the opposite diagonal. The support of the copula density may be…

Probability · Mathematics 2019-05-24 Oscar Björnham , Niklas Brännström , Leif Persson
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