Related papers: Log normal claim models with common shocks
Complex networks are ubiquitous: a cell, the human brain, a group of people and the Internet are all examples of interconnected many-body systems characterized by macroscopic properties that cannot be trivially deduced from those of their…
Researchers often impute continuous variables under an assumption of normality, yet many incomplete variables are skewed. We find that imputing skewed continuous variables under a normal model can lead to bias; the bias is usually mild for…
Log analysis is one of the main techniques engineers use to troubleshoot faults of large-scale software systems. During the past decades, many log analysis approaches have been proposed to detect system anomalies reflected by logs. They…
A general formulation was developed to represent material models for applications in dynamic loading. Numerical methods were devised to calculate response to shock and ramp compression, and ramp decompression, generalizing previous…
We derive normal approximation results for a class of stabilizing functionals of binomial or Poisson point process, that are not necessarily expressible as sums of certain score functions. Our approach is based on a flexible notion of the…
Sequential data collection has emerged as a widely adopted technique for enhancing the efficiency of data gathering processes. Despite its advantages, such data collection mechanism often introduces complexities to the statistical inference…
The collective risk model differentiates usually between claims frequencies (and their distribution) and claim sizes (and their distribution). For the claims frequencies typically classical discrete distributions are considered, such as…
Traditional survival analysis techniques focus on the occurrence of failures over the time. During analysis of such events, ignoring the related unobserved covariates or heterogeneity involved in data sample may leads us to adverse…
Isomorphs are curves in the thermodynamic phase diagram along which structure and dynamics are invariant to a good approximation. There are two main ways to trace out isomorphs, the configurational-adiabat method and the…
The properties of a particle diffusing on a one-dimensional lattice where at each site a random barrier and a random trap act simultaneously on the particle are investigated by numerical and analytical techniques. The combined effect of…
This paper describes the Difference-of-Log-Normals (DLN) distribution. A companion paper makes the case that the DLN is a fundamental distribution in nature, and shows how a simple application of the CLT gives rise to the DLN in many…
The theory of dependency graphs is a powerful toolbox to prove asymptotic normality of sums of random variables. In this article, we introduce a more general notion of weighted dependency graphs and give normality criteria in this context.…
Different types of reasoning impose different structural demands on representational systems, yet no systematic account of these demands exists across psychology, AI, and philosophy of mind. I propose a framework identifying four structural…
We consider a generalized coagulation-decoagulation system on a one-dimensional discrete lattice with reflecting boundaries. It is known that a Bernoulli shock measure with two shock fronts might have a simple random-walk dynamics, provided…
Multimodal normal incestual systems are investigated in terms of multiple categories. The different sorted composition of operators are exhibited as 2-cells in multiple categories built up from 2-categories giving rise to different axioms.…
We propose a new modeling paradigm for large dimensional aggregates of stochastic systems by Generalized Factor Analysis (GFA) models. These models describe the data as the sum of a flocking plus an uncorrelated idiosyncratic component. The…
We present a unifying framework for type systems for process calculi. The core of the system provides an accurate correspondence between essentially functional processes and linear logic proofs; fragments of this system correspond to…
Case-control sampling is a commonly used retrospective sampling design to alleviate imbalanced structure of binary data. When fitting the logistic regression model with case-control data, although the slope parameter of the model can be…
This paper presents numerical solutions and idealized analytical solutions of axisymmetric, $f$-plane models of the tropical cyclone boundary layer. In the numerical model, the boundary layer radial and tangential flow is forced by a…
Nonparanormal models describe the joint distribution of multivariate responses via latent Gaussian, and thus parametric, copulae while allowing flexible nonparametric marginals. Some aspects of such distributions, for example conditional…