Related papers: Dependence control chart using maximum copula entr…
Woodall and Montgomery [35] in a discussion paper, state that multivariate process control is one of the most rapidly developing sections of statistical process control. Nowadays, in industry, there are many situations in which the…
We study the problem of choosing the copula when the marginal distributions of a random vector are not all continuous. Inspired by four motivating examples including simulation from copulas, stress scenarios, co-risk measures, and…
Technological advances allow manufacturers to collect and access data from a production system effectively. The objective of data collection is to deploy the collected data in developing decision support systems for performance evaluation,…
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…
In multivariate analysis, uncertainty arises from two sources: the marginal distributions of the variables and their dependence structure. Quantifying the dependence structure is crucial, as it provides valuable insights into the…
In this paper, we analyze the relative errors in various reliability measures due to the tacit assumption that the components associated with a $n$-component series system or a parallel system are independently working where the components…
Dependency functions of dependent variables are relevant for i) performing uncertainty quantification and sensitivity analysis in presence of dependent variables and/or correlated variables, and ii) simulating random dependent variables. In…
In the practical industry, the most commonly used application of statistical analysis for monitoring the process mean is the control chart. Control charts are generated based on the presumption that we have a sample from a stable process.…
Herding is a deterministic algorithm used to generate data points that can be regarded as random samples satisfying input moment conditions. The algorithm is based on the complex behavior of a high-dimensional dynamical system and is…
Biological and engineered systems operate by coupling function to the transfer of heat and/or particles down a thermal or chemical gradient. In idealized \textit{deterministically} driven systems, thermodynamic control can be exerted…
We study the statistics of infima, stopping times and passage probabilities of entropy production in nonequilibrium steady states, and show that they are universal. We consider two examples of stopping times: first-passage times of entropy…
Over the last couple of decades, several copula based methods have been proposed in the literature to test for the independence among several random variables. But these existing tests are not invariant under monotone transformations of the…
For the purpose of causal inference we employ a stochastic model of the data generating process, utilizing individual propensity probabilities for the treatment, and also individual and counterfactual prognosis probabilities for the…
Verification and validation of fully automated vehicles is linked to an almost intractable challenge of reflecting the real world with all its interactions in a virtual environment. Influential stochastic parameters need to be extracted…
A new index based on empirical copulas, termed the Copula Statistic (CoS), is introduced for assessing the strength of multivariate dependence and for testing statistical independence. New properties of the copulas are proved. They allow us…
To achieve efficient and reliable control of microscopic systems one should look for driving protocols that mitigate both the average dissipation and stochastic fluctuations in work. This is especially important in fast driving regimes in…
The empirical copula process plays a central role for statistical inference on copulas. Recently, Segers (2011) investigated the asymptotic behavior of this process under non-restrictive smoothness assumptions for the case of i.i.d. random…
We introduce an independence criterion based on entropy regularized optimal transport. Our criterion can be used to test for independence between two samples. We establish non-asymptotic bounds for our test statistic and study its…
Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…
We are studying the problems of modeling and inference for multivariate count time series data with Poisson marginals. The focus is on linear and log-linear models. For studying the properties of such processes we develop a novel conceptual…