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Bivariate copulas with prescribed diagonal section were first studied by Bertino. Their maximality was studied so far only from the point of view of upper bounds which brings quasi-copulas into the picture and limits the resulting set…
The minimum information copula principle initially suggested in \cite{MeeBed97} is a maximum entropy-like approach for finding the least informative copula, if it exists, that satisfies a certain number of expectation constraints specified…
The characterizations when two natural upper bounds of the set of copulas with a given diagonal section are copulas have been well studied in the literature. Given a curvilinear section, however, there is only a partial result concerning…
In Science, Reshef et al. (2011) proposed the concept of equitability for measures of dependence between two random variables. To this end, they proposed a novel measure, the maximal information coefficient (MIC). Recently a PNAS paper…
We answer a 15-year-old open question about the exact upper bound for bivariate copulas with a given diagonal section by giving an explicit formula for this bound. As an application, we determine the maximal asymmetry of bivariate copulas…
We reformulate Pearl's three rules of do-calculus in the language of completely positive (CP) trace-preserving maps, thereby extending them to quantum systems with entanglement. We prove that Rule~2 fails whenever the underlying process…
The reconstruction of an unknown quantity from noisy measurements is a mathematical problem relevant in most applied sciences, for example, in medical imaging, radar inverse scattering, or astronomy. This underlying mathematical problem is…
We present a constructive and self-contained approach to data driven infinite partition-of-unity copulas that were recently introduced in the literature. In particular, we consider negative binomial and Poisson copulas and present a…
F. Wehrung has asked: Given a family $\mathcal{C}$ of subsets of a set $\Omega$, under what conditions will there exist a total ordering on $\Omega$ under which every member of $\mathcal{C}$ is convex? <p> Note that if $A$ and $B$ are…
Assume that there is no quasi-measurable cardinal smaller than $2^\omega$. ($\kappa$ is quasi measurable if there exists $\kappa $-additive ideal $\ci $ of subsets of $\kappa $ such that the Boolean algebra $P(\kappa)/\ci$ satisfies c.c.c.)…
Finding upper and lower bounds to integrals with respect to copulas is a quite prominent problem in applied probability. In their 2014 paper, Hofer and Iaco showed how particular two dimensional copulas are related to optimal solutions of…
Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…
We show that the category of comodules over a coassociative coalgebra in a complete, cocomplete and well-powered category has limits and colimits under additional assumptions.
This paper studies the complexity of query evaluation for databases whose relations are partially ordered; the problem commonly arises when combining or transforming ordered data from multiple sources. We focus on queries in a useful…
Copulas are essential tools in statistics and probability theory, enabling the study of the dependence structure between random variables independently of their marginal distributions. Among the various types of copulas, Ratio-Type Copulas…
Copula modelling has become ubiquitous in modern statistics. Here, the problem of nonparametrically estimating a copula density is addressed. Arguably the most popular nonparametric density estimator, the kernel estimator is not suitable…
We discuss the so-called "simplifying assumption" of conditional copulas in a general framework. We introduce several tests of the latter assumption for non- and semiparametric copula models. Some related test procedures based on…
Motivated by the increasing popularity and the seemingly broad applicability of pair-copula constructions underlined by numerous publications in the last decade, in this contribution we tackle the unavoidable question on how flexible and…
The purpose of this paper is to provide tools for analyzing the compactness of sequences in Sobolev spaces, in particular if the sequence gets mapped onto a compact set by some nonlinear operator. Here, our focus lies on a very general…
This work deals with the definability problem by quantifier-free first-order formulas over a finite algebraic structure. We show the problem to be coNP-complete and present two decision algorithms based on a semantical characterization of…