Related papers: Outer power transformations of hierarchical Archim…

We study stochastic ordering of system lifetimes with dependent and heterogeneous components whose marginal distributions are obtained through transformations of a common baseline. The dependence structure is modeled via Archimedean…

The use of ordinal patterns (OPs) for analyzing the dependence structure of univariate and continuously distributed processes has gained popularity in recent years. This research goes one step further and considers the transcripts being…

Several methods have been proposed in the literature to improve the quality of AC optimal power flow (AC-OPF) datasets used in machine learning (ML) models. Yet, scalability to large power systems remains unaddressed and comparing…

A new class of bivariate distributions is introduced that extends the Generalized Marshall-Olkin distributions of Li and Pellerey (2011). Their dependence structure is studied through the analysis of the copula functions that they induce.…

The class of Archimax copulas is generalized to hierarchical Archimax copulas in two ways. First, a hierarchical construction of $d$-norm generators is introduced to construct hierarchical stable tail dependence functions which induce a…

Alternating-Current Optimal Power Flow (AC-OPF) is framed as a NP-hard non-convex optimization problem that solves for the most economical dispatch of grid generation given the AC-network and device constraints. Although there are no…

In this paper, we focus on stochastic comparisons of extreme order statistics stemming from multiple-outlier scale models with dependence. Archimedean copula is used to model dependence structure among nonnegative random variables.…

The classical tail dependence coefficient (TDC) may fail to capture non-exchangeable features of bivariate tail dependence since it evaluates the underlying copula only along the diagonal. To address this limitation, several measures of…

W-transforms are introduced as uniformity-preserving univariate transformations on the unit interval induced by distribution functions and piecewise strictly monotone functions, and their properties are investigated. When applied…

We propose a new copula model that can be used with replicated spatial data. Unlike the multivariate normal copula, the proposed copula is based on the assumption that a common factor exists and affects the joint dependence of all…

Analysing dependent risks is an important task for insurance companies. A dependency is reflected in the fact that information about one random variable provides information about the likely distribution of values of another random…

This paper presents a scalable method for improving the solutions of AC Optimal Power Flow (AC OPF) with respect to deviations in predicted power injections from wind and other uncertain generation resources. The focus of the paper is on…

AC optimal power flow (AC OPF) is a fundamental problem in power system operation and control. Accurately modeling the network physics via the AC power flow equations makes AC OPF a challenging nonconvex problem that results in significant…

Standard generative models struggle with heavy-tailed data: Lipschitz architectures cannot produce power-law tails from Gaussian noise, and interpolating between heavy-tailed data and Gaussians is ill-posed. We propose a simple fix: apply…

Optimal Transmission Switching (OTS) problems minimize operational costs while treating both the transmission line energization statuses and generator setpoints as decision variables. The combination of nonlinearities from an AC power flow…

For multivariate distributions in the domain of attraction of a max-stable distribution, the tail copula and the stable tail dependence function are equivalent ways to capture the dependence in the upper tail. The empirical versions of…

We introduce a new functional measure of tail dependence for weakly dependent (asymptotically independent) random vectors, termed weak tail dependence function. The new measure is defined at the level of copulas and we compute it for…

Given a critical quantum spin chain described by a conformal field theory (CFT) at long distances, it is crucial to understand the universal conformal data. One most important ingredient is the operator product expansion (OPE) coefficients,…

This paper demonstrates that, under a particular convention, the convex functions that characterise the phi divergences also generate Archimedean copulas in at least two dimensions. As a special case, we develop the family of Archimedean…

Copulas provide an attractive approach for constructing multivariate distributions with flexible marginal distributions and different forms of dependences. Of particular importance in many areas is the possibility of explicitly forecasting…