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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

Toll optimization in a large-scale dynamic traffic network is typically characterized by an expensive-to-evaluate objective function. In this paper, we propose two toll level problems (TLPs) integrated with a large-scale simulation-based…

Optimization and Control · Mathematics 2020-09-24 Ziyuan Gu , S. Travis Waller , Meead Saberi

Optimum experimental design theory has recently been extended for parameter estimation in copula models. However, the choice of the correct dependence structure still requires wider analyses. In this work the issue of copula selection is…

Methodology · Statistics 2016-01-29 Elisa Perrone , Andreas Rappold , Werner G. Müller

The goal of this paper is to develop a measure for characterizing complex dependence between stationary time series that cannot be captured by traditional measures such as correlation and coherence. Our approach is to use copula models of…

Methodology · Statistics 2018-09-26 Charles Fontaine , Ron D. Frostig , Hernando Ombao

Electrical conduction among cardiac tissue is commonly modeled with partial differential equations, i.e., reaction-diffusion equation, where the reaction term describes cellular stimulation and diffusion term describes electrical…

Machine Learning · Computer Science 2021-09-21 Xinyu Zhao , Hao Yan , Zhiyong Hu , Dongping Du

Copulas are a fundamental tool for modelling multivariate dependencies in data, forming the method of choice in diverse fields and applications. However, the adoption of existing models for multimodal and high-dimensional dependencies is…

Machine Learning · Statistics 2026-05-20 David Huk , Theodoros Damoulas

The Spatio-Temporal Traffic Prediction (STTP) problem is a classical problem with plenty of prior research efforts that benefit from traditional statistical learning and recent deep learning approaches. While STTP can refer to many…

Machine Learning · Computer Science 2022-04-12 Leye Wang , Di Chai , Xuanzhe Liu , Liyue Chen , Kai Chen

Graph models are widely used to analyse diffusion processes embedded in social contacts and to develop applications. A range of graph models are available to replicate the underlying social structures and dynamics realistically. However,…

Social and Information Networks · Computer Science 2018-07-27 Md Shahzamal , Raja Jurdak , Bernard Mans , Frank de Hoog

Blocking is often used to reduce known variability in designed experiments by collecting together homogeneous experimental units. A common modelling assumption for such experiments is that responses from units within a block are dependent.…

Methodology · Statistics 2018-11-07 W. G. Mueller , A. Rappold , D. C. Woods

Quantitative studies in many fields involve the analysis of multivariate data of diverse types, including measurements that we may consider binary, ordinal and continuous. One approach to the analysis of such mixed data is to use a copula…

Statistics Theory · Mathematics 2007-06-13 Peter D. Hoff

Many types of bounded data defined on the unit interval arise naturally as ratios of the form $X/(X + Y)$. In the existing literature, the main statistical models proposed for this type of bounded data typically based on the assumption that…

Methodology · Statistics 2026-03-04 Roberto Vila , Felipe Quintino , Marcelo Bourguignon

We introduce a Bayesian model for estimating the distribution of ambulance travel times on each road segment in a city, using Global Positioning System (GPS) data. Due to sparseness and error in the GPS data, the exact ambulance paths and…

Applications · Statistics 2013-12-09 Bradford S. Westgate , Dawn B. Woodard , David S. Matteson , Shane G. Henderson

Copula models have become one of the most widely used tools in the applied modelling of multivariate data. Similarly, Bayesian methods are increasingly used to obtain efficient likelihood-based inference. However, to date, there has been…

Methodology · Statistics 2015-10-13 Michael Stanley Smith

Link prediction on graphs has applications spanning from recommender systems to drug discovery. Temporal link prediction (TLP) refers to predicting future links in a temporally evolving graph and adds additional complexity related to the…

Machine Learning · Computer Science 2025-04-18 Ayan Chatterjee , Barbara Ikica , Babak Ravandi , John Palowitch

The concept of mobility prediction represents one of the key enablers for an efficient management of future cellular networks, which tend to be progressively more elaborate and dense due to the aggregation of multiple technologies. In this…

Signal Processing · Electrical Eng. & Systems 2019-07-26 Giulio Siracusano , Aurelio La Corte

Railway systems form an important means of transport across the world. However, congestions or disruptions may significantly decrease these systems' efficiencies, making predicting and understanding the resulting train delays a priority for…

Physics and Society · Physics 2021-05-14 Mark M. Dekker , Alexey N. Medvedev , Jan Rombouts , Grzegorz Siudem , Liubov Tupikina

This study proposes a generalised macroscopic traffic simulation using a Mt/D/1/K queue to model congestion, using the Enniskillen to Belfast route as a case study. Empirical traffic data from Google's Directions API is used to calibrate…

Physics and Society · Physics 2025-01-27 Jyoutir Raj

Traffic forecasting is pivotal for intelligent transportation systems, where accurate and interpretable predictions can significantly enhance operational efficiency and safety. A key challenge stems from the heterogeneity of traffic…

Machine Learning · Computer Science 2025-11-17 Seyed Mohamad Moghadas , Bruno Cornelis , Alexandre Alahi , Adrian Munteanu

Previous methods that predict system-wide travel time, predominantly grounded in graph neural networks, remain limited to typical and recurring demand patterns. While they successfully predict future congestion following daily commute, they…

Multiagent Systems · Computer Science 2026-05-11 Łukasz Gorczyca , Kacper Drozd , Michał Bujak , Rafał Kucharski

An approach is proposed to determine structural shift in time-series assuming non-linear dependence of lagged values of dependent variable. Copulas are used to model non-linear dependence of time series components.

General Finance · Quantitative Finance 2016-09-19 Henry Penikas
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