Related papers: A copula-based measure for quantifying asymmetry i…
Vine copulas are a type of multivariate dependence model, composed of a collection of bivariate copulas that are combined according to a specific underlying graphical structure. Their flexibility and practicality in moderate and high…
The concept of complexity appears in virtually all areas of knowledge. Its intuitive meaning shares similarities across fields, but disagreements between its details hinders a general definition, leading to a plethora of proposed…
Within the unified framework of exploiting the relative entropy as a distance measure of quantum correlations, we make explicit the hierarchical structure of quantum coherence, quantum discord and quantum entanglement in multipartite…
Entanglement asymmetry provides a quantitative measure of symmetry breaking in many-body quantum states. Focusing on inhomogeneous $U(1)$ charges, such as dipole and multipole moments, we show that the typical asymmetry is bounded by a…
We propose an alternative framework for quantifying coherence. The framework is based on a natural property of coherence, the additivity of coherence for subspace-independent states, which is described by an operation-independent equality…
Domain Adaptation (DA) is a typical problem in machine learning that aims to transfer the model trained on source domain to target domain with different distribution. Causal DA is a special case of DA that solves the problem from the view…
When modeling the distribution of a multivariate continuous random vector using the so-called \emph{copula approach}, it is not uncommon to have ties in the coordinate samples of the available data because of rounding or lack of measurement…
Quantum coherence quantifies the amount of superposition in a quantum system, and is the reason and resource behind several phenomena and technologies. It depends on the natural basis in which the quantum state of the system is expressed,…
We propose a class of flexible non-parametric tests for the presence of dependence between components of a random vector based on weighted Cram\'{e}r-von Mises functionals of the empirical copula process. The weights act as a tuning…
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…
Quantum coherence is a key resource in quantum information processing scenarios, and quantifying coherence is an important task for both quantum foundation and quantum technology. However, until now, all most of coherence measures are…
This paper proposes a variance-based measure of importance for coherent systems with dependent and heterogeneous components. The particular cases of independent components and homogeneous components are also considered. We model 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…
This paper is dedicated to the consistency of systemic risk measures with respect to stochastic dependence. It compares two alternative notions of Conditional Value-at-Risk (CoVaR) available in the current literature. These notions are both…
Building upon earlier work in which axioms were formulated for multivariate measures of concordance, we examine properties of such measures. In particular, we examine the relations between the measure of concordance of an $n$-copula and the…
Quantum coherence and quantum correlations lie in the center of quantum information science, since they both are considered as fundamental reasons for significant features of quantum mechanics different from classical mechanics. We present…
Causal investigations in observational studies pose a great challenge in research where randomized trials or intervention-based studies are not feasible. We develop an information geometric causal discovery and inference framework of…
We present a framework for selecting and developing measures of dependence when the goal is the quantification of a relationship between two variables, not simply the establishment of its existence. Much of the literature on dependence…
Quantum asymmetry is a physical resource which coincides with the amount of coherence between the eigenspaces of a generator responsible for phase encoding in interferometric experiments. We highlight an apparently counter-intuitive…
The study of survival data often requires taking proper care of the censoring mechanism that prohibits complete observation of the data. Under right censoring, only the first occurring event is observed: either the event of interest, or a…