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Related papers: Vector copulas

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In many applied fields incomplete covariate vectors are commonly encountered. It is well known that this can be problematic when making inference on model parameters, but its impact on prediction performance is less understood. We develop a…

Methodology · Statistics 2020-07-14 Garritt L. Page , Fernando A. Quintana , Peter Müller

This paper develops a geometrical model of dislocations and disclinations in single crystals at the mesoscopic scale. In the continuation of previous work the distribution theory is used to represent concentrated effects in the defect lines…

Mathematical Physics · Physics 2015-03-13 Nicolas Van Goethem , Francois Dupret

Graphs are commonly used to represent and visualize causal relations. For a small number of variables, this approach provides a succinct and clear view of the scenario at hand. As the number of variables under study increases, the graphical…

Machine Learning · Statistics 2023-08-16 Santtu Tikka , Jouni Helske , Juha Karvanen

The sequential response of frustrated materials - ranging from crumpled sheets and amorphous media to metamaterials - reveals their memory effects and emergent computational potential. Despite their spatial extension, most studies rely on a…

Soft Condensed Matter · Physics 2025-03-12 Colin M. Meulblok , Amitesh Singh , Matthieu Labousse , Martin van Hecke

A notion of tail dependence based on operator regular variation is introduced for copulas, and the standard tail dependence used in the copula literature is included as a special case. The non-standard tail dependence with marginal power…

Probability · Mathematics 2017-09-11 Haijun Li

Building on the theory of causal discovery from observational data, we study interactions between multiple (sets of) random variables in a linear structural equation model with non-Gaussian error terms. We give a correspondence between…

Statistics Theory · Mathematics 2020-07-21 Elina Robeva , Jean-Baptiste Seby

Machine learning methods based on statistical principles have proven highly successful in dealing with a wide variety of data analysis and analytics tasks. Traditional data models are mostly concerned with independent identically…

Computer Vision and Pattern Recognition · Computer Science 2020-09-02 Jun Li , Wanrong Hong , Yusheng Xiang

Multivariate distributions are fundamental to modeling. Discrete copulas can be used to construct diverse multivariate joint distributions over random variables from estimated univariate marginals. The space of discrete copulas admits a…

Statistics Theory · Mathematics 2018-05-31 Elisa Perrone , Liam Solus , Caroline Uhler

Graph embedding provides a feasible methodology to conduct pattern classification for graph-structured data by mapping each data into the vectorial space. Various pioneering works are essentially coding method that concentrates on a…

Machine Learning · Computer Science 2022-10-04 Xue Liu , Dan Sun , Xiaobo Cao , Hao Ye , Wei Wei

Motivated by recently investigated results on dependence measures and robust risk models, this paper provides an overview of dependence properties of many well-known bivariate copula families, where the focus is on the Schur order for…

Statistics Theory · Mathematics 2024-04-09 Jonathan Ansari , Marcus Rockel

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.…

Mathematical Finance · Quantitative Finance 2017-02-13 Sabrina Mulinacci

There is an increasing interest to understand the dependence structure of a random vector not only in the center of its distribution but also in the tails. Extreme-value theory tackles the problem of modelling the joint tail of a…

Methodology · Statistics 2014-11-04 Anna Kiriliouk , Johan Segers , Michal Warchol

In this paper we describe an approach to construct large extendable collections of vectors in predefined spaces of given dimensions. These collections are useful for neural network latent space configuration and training. For classification…

Algebraic Geometry · Mathematics 2025-12-05 Igor V. Netay

In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate elliptically contoured stable distributions. It is demonstrated that these distributions form a special subclass of…

Probability · Mathematics 2019-12-05 Victor Korolev , Alexander Zeifman

We study the convergence of distributions on finite paths of weighted digraphs, namely the family of Boltzmann distributions and the sequence of uniform distributions. Targeting applications to the convergence of distributions on paths, we…

Probability · Mathematics 2024-10-04 Samy Abbes

In this short note we provide an analytical formula for the conditional covariance matrices of the elliptically distributed random vectors, when the conditioning is based on the values of any linear combination of the marginal random…

Probability · Mathematics 2017-03-06 Piotr Jaworski , Marcin Pitera

In this paper, we concentrate on new methodologies for copulas introduced and developed by Joe, Cooke, Bedford, Kurowica, Daneshkhah and others on the new class of graphical models called vines as a way of constructing higher dimensional…

Computation · Statistics 2012-10-30 Alireza Daneshkhah , Golamali Parham , Omid Chatrabgoun , M. Jokar

Most common parametric families of copulas are totally ordered, and in many cases they are also positively or negatively regression dependent and therefore they lead to monotone regression functions, which makes them not suitable for…

Methodology · Statistics 2017-02-28 Arturo Erdely

Chance constraints describe a set of given random inequalities depending on the decision vector satisfied with a large enough probability. They are widely used in decision making under uncertain data in many engineering problems. This paper…

Optimization and Control · Mathematics 2025-04-01 Heng Zhang , Abdel Lisser

Vector representations of graphs and relational structures, whether hand-crafted feature vectors or learned representations, enable us to apply standard data analysis and machine learning techniques to the structures. A wide range of…

Machine Learning · Computer Science 2020-03-31 Martin Grohe