Related papers: Log normal claim models with common shocks
The analysis of intermittent data is improved. The standard method of recovering the history of a particle cascade is proved in general not to reproduce the structure of the true cascade. The recovering corrections to the standard method…
We introduce a flexible framework for high-dimensional matrix estimation to incorporate side information for both rows and columns. Existing approaches, such as inductive matrix completion, often impose restrictive structure-for example, an…
The contribution of this work is the introduction of a multivariate circular-linear (or poly- cylindrical) distribution obtained by combining the projected and the skew-normal. We show the flexibility of our proposal, its property of…
Aggregate shocks affect most households' and firms' decisions. Using three stylized models we show that inference based on cross-sectional data alone generally fails to correctly account for decision making of rational agents facing…
In this article, we define general normal forms for any logic that has propositional part and whose non-propositional connectives distribute over the finite disjunctions. We do not require the non-propositional connectives to be closed on…
Normalizing flows are a popular class of models for approximating probability distributions. However, their invertible nature limits their ability to model target distributions whose support have a complex topological structure, such as…
Power grids, road maps, and river streams are examples of infrastructural networks which are highly vulnerable to external perturbations. An abrupt local change of load (voltage, traffic density, or water level) might propagate in a…
The notion of regular cell complexes plays a central role in topological combinatorics because of its close relationship with posets. A generalization, called totally normal cellular stratified spaces, was introduced by the third author by…
Online misinformation remains a critical challenge, and fact-checkers increasingly rely on claim matching systems that use sentence embedding models to retrieve relevant fact-checks. However, as users interact with claims online, they often…
First, we show that implied normal volatility is intimately linked with the incomplete Gamma function. Then, we deduce an expansion on implied normal volatility in terms of the time-value of a European call option. Then, we formulate an…
Within the framework of linear elasticity we assume the availability of internal full-field measurements of the continuum deformations of a non-homogeneous isotropic solid. The aim is the quantitative reconstruction of the associated…
The muliplicative attribute graph (MAG) model was introduced by Kim and Leskovec as a mathematically tractable model for networks where network structure is believed to be shaped by features or attributes associated with individual nodes.…
The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in the biological and medical sciences. The statistical analysis…
Statistical inference for stochastic block models typically relies on the spectrum of the normalized adjacency matrix $\A^*$. In practice, the true probability matrix $\mathbf{B}$ is unknown and must be replaced by a plug-in estimator…
Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…
When approximating the joint distribution of the component counts of a decomposable combinatorial structure that is `almost' in the logarithmic class, but nonetheless has irregular structure, it is useful to be able first to establish that…
Background: Any sample of individuals has its own, unique distribution of preferences for choices that they make. Discrete choice models try to capture these distributions. Mixed logits are by far the most commonly used choice model in…
General log-linear models specified by non-negative integer design matrices have a potentially wide range of applications, although using models without the genuine overall effect, that is, ones which cannot be reparameterized to include a…
In Monoidal Computer I, we introduced a categorical model of computation where the formal reasoning about computability was supported by the simple and popular diagrammatic language of string diagrams. In the present paper, we refine and…
A causal claim is any assertion that invokes causal relationships between variables, for example that a drug has a certain effect on preventing a disease. Causal claims are established through a combination of data and a set of causal…