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We propose a semiparametric family of copulas based on a set of orthonormal functions and a matrix. This new copula permits to reach values of Spearman's Rho arbitrarily close to one without introducing a singular component. Moreover, it…
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.…
Masked diffusion models (MDMs) have emerged as a promising alternative to autoregressive models for language modeling, yet the effective design of transformer architectures for MDMs remains underexplored. In this paper, we show that…
In this paper, we present a new Marshall-Olkin exponential shock model. The new construction method gives the proposed model further ability to allocate the common joint shock on each of the components, making it suitable for application in…
Pulay's Residual Metric Minimization (RMM) method is one of the standard techniques for achieving self consistency in ab initio electronic structure calculations. We describe a reformulation of Pulay's RMM which guarantees reduction of the…
Maximum-length sequences (m-sequences for short) over finite fields are generated by linear feedback shift registers with primitive characteristic polynomials. These sequences have nice mathematical structures and good randomness properties…
Magnetic reconnection is commonly perceived to drive flow and particle acceleration in flares of solar, stellar, and astrophysical disk coronae but the relative roles of different acceleration mecha- nisms in a given reconnection…
Seemingly unrelated regression models generalize linear regression models by considering multiple regression equations that are linked by contemporaneously correlated disturbances. Robust inference for seemingly unrelated regression models…
Study of recurrences in earthquakes, climate, financial time-series, etc. is crucial to better forecast disasters and limit their consequences. However, almost all the previous phenomenological studies involved only a long-ranged…
Reversible Markov chains play a central role in stochastic modelling and in algorithms such as Markov chain Monte Carlo (MCMC). Motivated by the fundamental importance of reversibility in classical settings, this paper develops a…
The formalism developed in Refs.~\cite{Guo:2023ecc,Guo:2024zal,Guo:2024pvt} that relates the integrated correlation functions for a trapped system to the infinite volume scattering phase shifts through a weighted integral is further…
We consider dependence coefficients for stationary Markov chains. We emphasize on some equivalencies for reversible Markov chains. We improve some known results and provide a necessary condition for Markov chains based on Archimedean…
When modeling multivariate phenomena, properly capturing the joint extremal behavior is often one of the many concerns. Archimax copulas appear as successful candidates in case of asymptotic dependence. In this paper, the class of Archimax…
Observations of gamma-ray burst afterglows suggest that the correlation length of magnetic field fluctuations downstream of relativistic non-magnetized collisionless shocks grows with distance from the shock to scales much larger than the…
In the copula-based approach to univariate time series modeling, the finite dimensional temporal dependence of a stationary time series is captured by a copula. Recent studies investigate how copula-based time series models can be…
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…
The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…
This paper presents a simulation study comparing the performance of generalized joint regression models (GJRM) with generalized linear mixed models (GLMM) and generalized estimating equations (GEE) for regression of longitudinal data with…
Recently, the steady states of non-unitary free fermion dynamics are found to exhibit novel critical phases with power-law squared correlations and a logarithmic subsystem entanglement. In this work, we theoretically understand the…
We analytically and numerically study the probabilistic properties of inverted and mirror repeats in model sequences of nucleic acids. We consider both perfect and non-perfect repeats, i.e. repeats with mismatches and gaps. The considered…