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Related papers: Inference of Microbial Interactions Using Copula M…

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Microbial communities are widely studied using high-throughput sequencing techniques, such as 16S rRNA gene sequencing. These techniques have attracted biologists as they offer powerful tools to explore microbial communities and investigate…

Applications · Statistics 2021-04-06 Elham Bayat Mokhtari , Benjamin Ridenhour

This paper proposes a regression tree procedure to estimate conditional copulas. The associated algorithm determines classes of observations based on covariate values and fits a simple parametric copula model on each class. The association…

Statistics Theory · Mathematics 2024-03-20 Francesco Bonacina , Olivier Lopez , Maud Thomas

When modeling the distribution of a multivariate continuous random vector using the so-called \emph{copula approach}, it is not uncommon to have ties in the coordinate samples of the available data because of rounding or lack of measurement…

Methodology · Statistics 2017-02-07 Ivan Kojadinovic

Quantitatively predictive models of biomolecular circuits are important tools for the design of synthetic biology and molecular communication circuits. The information content of typical time-lapse single-cell data for the inference of…

Molecular Networks · Quantitative Biology 2021-01-11 Tim Prangemeier , Christian Wildner , Maleen Hanst , Heinz Koeppl

This paper investigates the probabilistic properties that determine the existence of space-time transformations between diffusion processes. We prove that two diffusions are related by a monotone space-time transformation if and only if…

Probability · Mathematics 2015-09-16 Enrico Bibbona , Laura Sacerdote , Emiliano Torre

Copulas are powerful statistical tools for capturing dependencies across data dimensions. Applying Copulas involves estimating independent marginals, a straightforward task, followed by the much more challenging task of determining a single…

Machine Learning · Computer Science 2024-05-29 Flavio Figueiredo , José Geraldo Fernandes , Jackson Silva , Renato M. Assunção

A new class of copulas, termed the MGL copula class, is introduced. The new copula originates from extracting the dependence function of the multivariate generalized log-Moyal-gamma distribution whose marginals follow the univariate…

Methodology · Statistics 2021-08-23 Zhengxiao Li , Jan Beirlant , Liang Yang

Thermoresponsive microgels find widespread use as colloidal model systems, because their temperature-dependent size allows facile tuning of their volume fraction "in situ". However, an interaction potential unifying their behavior across…

This paper presents the first application of Gaussian Mixture Copula Models to the statistical modeling of driving scenarios for the safety validation of automated driving systems. Knowledge of the joint probability distribution of scenario…

Robotics · Computer Science 2026-01-27 Christian Reichenbächer , Philipp Rank , Jochen Hipp , Oliver Bringmann

Copula modelling has in the past decade become a standard tool in many areas of applied statistics. However, a largely neglected aspect concerns the design of related experiments. Particularly the issue of whether the estimation of copula…

Methodology · Statistics 2014-06-12 Elisa Perrone , Werner G. Müller

In active matter, the lack of momentum conservation makes non-reciprocal interactions the rule rather than the exception. They lead to a rich set of emerging behaviors that are hard to account for and to predict starting from the…

Statistical Mechanics · Physics 2024-02-06 Alberto Dinelli , Jérémy O'Byrne , Agnese Curatolo , Yongfeng Zhao , Peter Sollich , Julien Tailleur

In actuarial research, a task of particular interest and importance is to predict the loss cost for individual risks so that informative decisions are made in various insurance operations such as underwriting, ratemaking, and capital…

Applications · Statistics 2019-10-15 Peng Shi , Zifeng Zhao

Variational Bayes methods approximate the posterior density by a family of tractable distributions whose parameters are estimated by optimisation. Variational approximation is useful when exact inference is intractable or very costly. Our…

Computation · Statistics 2023-08-15 David Gunawan , Robert Kohn , David Nott

This paper investigates Gaussian copula mixture models (GCMM), which are an extension of Gaussian mixture models (GMM) that incorporate copula concepts. The paper presents the mathematical definition of GCMM and explores the properties of…

Machine Learning · Computer Science 2023-05-25 Ke Wan , Alain Kornhauser

We investigate the behaviour of randomly cross-linked (co)polymer blends using a combination of replica theory and large-scale molecular dynamics simulations. In particular, we derive the analogue of the random phase approximation for…

Soft Condensed Matter · Physics 2009-11-13 A. V. Klopper , Carsten Svaneborg , Ralf Everaers

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

New nonparametric tests of copula exchangeability and radial symmetry are proposed. The novel aspect of the tests is a resampling procedure that exploits group invariance conditions associated with the relevant symmetry hypothesis. They may…

Econometrics · Economics 2020-12-16 Brendan K. Beare , Juwon Seo

Key to effective generic, or "black-box", variational inference is the selection of an approximation to the target density that balances accuracy and speed. Copula models are promising options, but calibration of the approximation can be…

Methodology · Statistics 2022-07-01 Michael Stanley Smith , Rubén Loaiza-Maya

Although the independent censoring assumption is commonly used in survival analysis, it can be violated when the censoring time is related to the survival time, which often happens in many practical applications. To address this issue, we…

Methodology · Statistics 2024-08-28 Huazhen Yu , Lixin Zhang

Meta-analysis is an important statistical technique for synthesizing the results of multiple studies regarding the same or closely related research question. So-called meta-regression extends meta-analysis models by accounting for…

Methodology · Statistics 2023-02-22 Thilo Welz , Eric S. Knop , Tim Friede , Markus Pauly
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