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We introduce a new family of copula densities constructed from univariate distributions on $[0,1]$. Although our construction is structurally simple, the resulting family is versatile: it includes both smooth and irregular examples, and…

Statistics Theory · Mathematics 2025-10-01 Michaël Lalancette , Robert Zimmerman

Prior elicitation methods for Bayesian analyses transfigure prior information into quantifiable prior distributions. Recently, methods that leverage copulas have been proposed to accommodate more flexible dependence structures when…

Methodology · Statistics 2024-11-22 Luke Hagar , Nathaniel T. Stevens

Subsurface storage of CO$_2$ is an important means to mitigate climate change, and to investigate the fate of CO$_2$ over several decades in vast reservoirs, numerical simulation based on realistic models is essential. Faults and other…

Numerical Analysis · Mathematics 2023-12-12 Per Pettersson , Eirik Keilegavlen , Tor Harald Sandve , Sarah Gasda , Sebastian Krumscheid

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

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

To estimate cosmological parameters from a given dataset, we need to construct a likelihood function, which sometimes has a complicated functional form. We introduce the copula, a mathematical tool to construct an arbitrary multivariate…

Cosmology and Nongalactic Astrophysics · Physics 2011-02-25 Masanori Sato , Kiyotomo Ichiki , Tsutomu T. Takeuchi

The management of uncertainty in expert systems has usually been left to ad hoc representations and rules of combinations lacking either a sound theory or clear semantics. The objective of this paper is to establish a theoretical basis for…

Artificial Intelligence · Computer Science 2013-04-15 Piero P. Bonissone , Keith S. Decker

Sarmanov copulas offer a simple and tractable way to build multivariate distributions by perturbing the independence copula. They admit closed-form expressions for densities and many functionals of interest, making them attractive for…

Statistics Theory · Mathematics 2026-01-15 Christopher Blier-Wong

We consider two variables that are related to each other by an invertible function. While it has previously been shown that the dependence structure of the noise can provide hints to determine which of the two variables is the cause, we…

Chaotic functions are characterized by sensitivity to initial conditions, transitivity, and regularity. Providing new functions with such properties is a real challenge. This work shows that one can associate with any Boolean network a…

Discrete Mathematics · Computer Science 2011-12-08 J. M. Bahi , J. -F. Couchot , C. Guyeux , A. Richard

Copulas have now become ubiquitous statistical tools for describing, analysing and modelling dependence between random variables. Sklar's theorem, "the fundamental theorem of copulas", makes a clear distinction between the continuous case…

Methodology · Statistics 2019-02-12 Gery Geenens

Probabilistic computers replace logic gates with networks of interacting random variables, creating bidirectional systems that can back-derive inputs from outputs. Such architectures enable efficient generation of random samples,…

Mesoscale and Nanoscale Physics · Physics 2026-01-21 Shreyes Nallan , Jian-Gang Zhu

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…

Methodology · Statistics 2025-02-19 Swaroop Georgy Zachariah , Mohd. Arshad , Ashok Kumar Pathak

Variational inference (VI) has become a widely used approach for scalable Bayesian inference, but its performance strongly depends on the flexibility of the chosen variational family. In this work, we propose a novel variational family that…

Methodology · Statistics 2026-04-03 Giovanni Piccirilli , Aluísio Pinheiro

We investigate the expressive power of neural networks from the point of view of descriptive complexity. We study neural networks that use floating-point numbers and piecewise polynomial activation functions from two perspectives: 1) the…

Computational Complexity · Computer Science 2025-05-12 Veeti Ahvonen , Damian Heiman , Antti Kuusisto

We present here a new and universal approach for the study of random and/or trees, unifying in one framework many different models, including some novel ones not yet understood in the literature. An and/or tree is a Boolean expression…

Probability · Mathematics 2017-06-09 Nicolas Broutin , Cécile Mailler

The inference of causal relationships among observed variables is a pivotal, longstanding problem in the scientific community. An intuitive method for quantifying these causal links involves examining the response of one variable to…

Statistical Mechanics · Physics 2025-03-27 Gabriele Di Antonio , Gianni Valerio Vinci

In this paper, we study dependence uncertainty and the resulting effects on tail risk measures, which play a fundamental role in modern risk management. We introduce the notion of a regular dependence measure, defined on multi-marginal…

Risk Management · Quantitative Finance 2024-06-28 Corrado De Vecchi , Max Nendel , Jan Streicher

Nonlinear behavior in the hopping transport of interacting charges enables reconfigurable logic in disordered dopant network devices, where voltages applied at control electrodes tune the relation between voltages applied at input…

Emerging Technologies · Computer Science 2023-12-27 Henri Tertilt , Jonas Mensing , Marlon Becker , Wilfred G. van der Wiel , Peter A. Bobbert , Andreas Heuer

This paper proposes a new method to propagate uncertainties undergoing nonlinear dynamics using the Koopman Operator (KO). Probability density functions are propagated directly using the Koopman approximation of the solution flow of the…

Information Theory · Computer Science 2024-07-30 Simone Servadio , Giovanni Lavezzi , Christian Hofmann , Di Wu , Richard Linares