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Related papers: Correlated Boolean Operators for Uncertainty Logic

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This paper develops upper and lower bounds for the probability of Boolean expressions by treating multiple occurrences of variables as independent and assigning them new individual probabilities. Our technique generalizes and extends the…

Artificial Intelligence · Computer Science 2015-03-19 Wolfgang Gatterbauer , Dan Suciu

In recent years, conditional copulas, that allow dependence between variables to vary according to the values of one or more covariates, have attracted increasing attention. In high dimension, vine copulas offer greater flexibility compared…

Methodology · Statistics 2021-09-24 Rosario Barone , Luciana Dalla Valle

This paper considers the problem of approximating a Boolean function $f$ using another Boolean function from a specified class. Two classes of approximating functions are considered: $k$-juntas, and linear Boolean functions. The $n$ input…

Information Theory · Computer Science 2019-07-09 Mohsen Heidari , S. Sandeep Pradhan , Ramji Venkataramanan

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence, offer a great flexibility in building multivariate stochastic models. In statistics, a copula is used as a general way of…

Methodology · Statistics 2013-10-01 Abhik Ghosh , Aritra Chakravorty

Theoretical constructs of logical gates implemented with plant roots are morphological computing asynchronous devices. Values of Boolean variables are represented by plant roots. A presence of a plant root at a given site symbolises the…

Emerging Technologies · Computer Science 2016-10-17 Andrew Adamatzky , Georgios Sirakoulis , Genaro J. Martinez , Frantisek Baluska , Stefano Mancuso

Understanding the way in which random entities interact is of key interest in numerous scientific fields. This can range from a full characterization of the joint distribution to single scalar summary statistics. In this work we identify a…

Statistics Theory · Mathematics 2016-11-22 Yaniv Tenzer , Gal Elidan

This paper presents an introduction to the stochastic concepts of \emph{coupling} and \emph{copula}. Coupling means the construction of a joint distribution of two or more random variables that need not be defined on one and the same…

Methodology · Statistics 2015-11-18 Hans Colonius

The theory of matchgates is of interest in various areas in physics and computer science. Matchgates occur in e.g. the study of fermions and spin chains, in the theory of holographic algorithms and in several recent works in quantum…

Quantum Physics · Physics 2015-05-18 M. Van den Nest

The study of sums of possibly associated Bernoulli random variables has been hampered by an asymmetry between positive correlation and negative correlation. The Conway-Maxwell Binomial (COMB) distribution and its multivariate extension, the…

Methodology · Statistics 2014-04-08 Joseph B. Kadane

We propose the extension of Fr\'{e}chet-Hoeffding copula bounds for circular data. The copula is a powerful tool for describing the dependency of random variables. In two dimensions, the Fr\'{e}chet-Hoeffding upper (lower) bound indicates…

Statistics Theory · Mathematics 2023-11-17 Hiroaki Ogata

We present a joint copula-based model for insurance claims and sizes. It uses bivariate copulae to accommodate for the dependence between these quantities. We derive the general distribution of the policy loss without the restrictive…

Statistics Theory · Mathematics 2012-09-25 Nicole Kraemer , Eike C. Brechmann , Daniel Silvestrini , Claudia Czado

While probability theory is normally applied to external environments, there has been some recent interest in probabilistic modeling of the outputs of computations that are too expensive to run. Since mathematical logic is a powerful tool…

Artificial Intelligence · Computer Science 2016-10-10 Scott Garrabrant , Benya Fallenstein , Abram Demski , Nate Soares

We introduce a novel perspective by linking ordered probabilistic choice to copula theory, a mathematical framework for modeling dependencies in multivariate distributions. Each representation of ordered probabilistic choice behavior can be…

Theoretical Economics · Economics 2025-07-10 Christopher P. Chambers , Yusufcan Masatlioglu , Kemal Yildiz

The benefits of diversifying risks are difficult to estimate quantitatively because of the uncertainties in the dependence structure between the risks. Also, the modelling of multidimensional dependencies is a non-trivial task. This paper…

Risk Management · Quantitative Finance 2011-11-11 Jean-Philippe Bruneton

Baker (2008) introduced a new class of bivariate distributions based on distributions of order statistics from two independent samples of size n. Lin-Huang (2010) discovered an important property of Baker's distribution and showed that the…

Statistics Theory · Mathematics 2011-03-24 I. Bairamov , K. Bayramoglu

Dynamical processes in various natural and social phenomena have been described by a series of events or event sequences showing non-Poissonian, bursty temporal patterns. Temporal correlations in such bursty time series can be understood…

Physics and Society · Physics 2019-08-21 Hang-Hyun Jo , Byoung-Hwa Lee , Takayuki Hiraoka , Woo-Sung Jung

A new class of copulas based on order statistics was introduced by Baker (2008). Here, further properties of the bivariate and multivariate copulas are described, such as that of likelihood ratio dominance (LRD), and further bivariate…

Methodology · Statistics 2014-12-03 Rose Baker

In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…

Optimization and Control · Mathematics 2021-11-30 Romain Guillaume , Adam Kasperski , Pawel Zielinski

Systems subject to uncertain inputs produce uncertain responses. Uncertainty quantification (UQ) deals with the estimation of statistics of the system response, given a computational model of the system and a probabilistic model of its…

Methodology · Statistics 2018-08-13 E. Torre , S. Marelli , P. Embrechts , B. Sudret

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…

Statistics Theory · Mathematics 2019-11-15 Angshuman Roy , Anil Ghosh , Alok Goswami , C. A. Murthy
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