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In this paper a constructive method to determine and compute probabilistic reachable and invariant sets for linear discrete-time systems, excited by a stochastic disturbance, is presented. The samples of the disturbance signal are not…

Systems and Control · Electrical Eng. & Systems 2020-04-16 Mirko Fiacchini , Teodoro Alamo

Predicting the evolution of a large system of units using its structure of interaction is a fundamental problem in complex system theory. And so is the problem of reconstructing the structure of interaction from temporal observations. Here,…

Statistical Mechanics · Physics 2025-02-10 Charles Murphy , Vincent Thibeault , Antoine Allard , Patrick Desrosiers

Predictive uncertainty estimation remains a challenging problem precluding the use of deep neural networks as subsystems within safety-critical applications. Aleatoric uncertainty is a component of predictive uncertainty that cannot be…

Machine Learning · Computer Science 2023-12-12 Angel Daruna , Yunye Gong , Abhinav Rajvanshi , Han-Pang Chiu , Yi Yao

In this work we study the problem of constructing stochastic processes with a predetermined covariance decay by parameterizing its marginals and a given family of copulas. We show that the proposed methodology is compatibility-free and…

Statistics Theory · Mathematics 2025-07-01 Guilherme Pumi , Sílvia R. C. Lopes

We show posterior convergence for the community structure in the planted bi-section model, for several interesting priors. Examples include where the label on each vertex is iid Bernoulli distributed, with some parameter $r\in(0,1)$. The…

Statistics Theory · Mathematics 2021-08-16 J. van Waaij , B. J. K. Kleijn

Unlike classical and free independence, the boolean and monotone notions of independence lack of the property of independent constants. In the scalar case, this leads to restrictions for the central limit theorems, as observed by F.…

Probability · Mathematics 2021-09-14 Carlos Dias-Aguilera , Tulio Gaxiola , Jorge Santos , Carlos Vargas

Copula models have been widely used to model the dependence between continuous random variables, but modeling count data via copulas has recently become popular in the statistics literature. Spearman's rho is an appropriate and effective…

Methodology · Statistics 2020-12-21 Hadi Safari-Katesari , S. Yaser Samadi , Samira Zaroudi

Sensitivity analysis is an important tool used in many domains of computational science to either gain insight into the mathematical model and interaction of its parameters or study the uncertainty propagation through the input-output…

Methodology · Statistics 2023-06-02 Juraj Kardos , Wouter Edeling , Diana Suleimenova , Derek Groen , Olaf Schenk

To interpret uncertainty estimates from differentiable probabilistic models, recent work has proposed generating Counterfactual Latent Uncertainty Explanations (CLUEs). However, for a single input, such approaches could output a variety of…

Machine Learning · Computer Science 2021-12-06 Dan Ley , Umang Bhatt , Adrian Weller

We present a framework to compute non-Gaussian likelihoods for two-point correlation functions. The non-Gaussianity is most pronounced on large scales that will be well-measured by stage-IV weak-lensing surveys. We show how such a…

Cosmology and Nongalactic Astrophysics · Physics 2026-04-09 Veronika Oehl , Tilman Tröster

We propose a score test for dependence predictability in conditional copulas that is robust to temporal instabilities. Our semiparametric procedure accommodates flexible dynamics in the marginal processes and remains agnostic about the…

Econometrics · Economics 2026-03-03 Alexander Mayer , Tatsushi Oka , Dominik Wied

In this paper we address the problem of uncertainty management for robust design, and verification of large dynamic networks whose performance is affected by an equally large number of uncertain parameters. Many such networks (e.g. power,…

Computation · Statistics 2011-10-12 Amit Surana , Tuhin Sahai , Andrzej Banaszuk

We use here a recent idea of studying functions of free random variables using Boolean cumulants. We develop idea of explicit calculations of conditional expectation using Boolean cumulants. We demonstrate Boolean cumulants approach allows…

Operator Algebras · Mathematics 2020-09-24 Kamil Szpojankowski , Jacek Wesołowski

Temporal correlations of time series or event sequences in natural and social phenomena have been characterized by power-law decaying autocorrelation functions with decaying exponent $\gamma$. Such temporal correlations can be understood in…

Data Analysis, Statistics and Probability · Physics 2017-12-19 Hang-Hyun Jo

An operational approach to the study of computation based on correlations considers black-boxes with one-bit inputs and outputs, controlled by a limited classical computer capable only of performing sums modulo-2. In this setting, it was…

Quantum Physics · Physics 2017-12-06 André L. Oestereich , Ernesto F. Galvão

We introduce a novel bivariate copula model able to capture both the central and tail dependence of the joint probability distribution. Model that can capture the dependence structure within the joint tail have important implications in…

Methodology · Statistics 2025-08-01 Maria Concepción Ausín , Maria Kalli

We study the expressivity and the complexity of various logics in probabilistic team semantics with the Boolean negation. In particular, we study the extension of probabilistic independence logic with the Boolean negation, and a recently…

Logic in Computer Science · Computer Science 2024-05-24 Miika Hannula , Minna Hirvonen , Juha Kontinen , Yasir Mahmood , Arne Meier , Jonni Virtema

Little attention has been given to the correlation coefficient when data come from discrete or continuous non-normal populations. In this article, we consider the efficiency of two correlation coefficients which are from the same family,…

Methodology · Statistics 2015-11-06 Michael Tsagris , Ioannis Elmatzoglou , Christos C. Frangos

Copulas are a powerful tool to model dependence between the components of a random vector. One well-known class of copulas when working in two dimensions is the Farlie-GumbelMorgenstern (FGM) copula since their simple analytic shape enables…

Statistics Theory · Mathematics 2022-05-24 Christopher Blier-Wong , Hélène Cossette , Etienne Marceau

A monotone Boolean circuit is composed of OR gates, AND gates and input gates corresponding to the input variables and the Boolean constants. It is $q$-multilinear if for each its output gate $o$ and for each prime implicant $s$ of the…

Computational Complexity · Computer Science 2023-05-15 Andrzej Lingas , Mia Persson