Related papers: Log normal claim models with common shocks
This paper investigates asymptotic estimates for the entrance probability of the discounted aggregate claim vector from a multivariate renewal risk model into some rare set. We provide asymptotic results for the entrance probability on both…
Bifurcation phenomena are common in multi-dimensional multi-parameter dynamical systems. Normal form theory suggests that the bifurcations themselves are driven by relatively few parameters; however, these are often nonlinear combinations…
We establish selection of critical pulled fronts in invasion processes. Our result shows convergence to a pulled front with a logarithmic shift for open sets of steep initial data, including one-sided compactly supported initial conditions.…
A fairly general procedure is studied to perturbate a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is general enough to encompass a number of…
Event logs are widely used to record the status of high-tech systems, making log anomaly detection important for monitoring those systems. Most existing log anomaly detection methods take a log event count matrix or log event sequences as…
A probabilistic framework is introduced that represents stylized banking networks and aims to predict the size of contagion events. In contrast to previous work on random financial networks, which assumes independent connections between…
In physics we often use very simple models to describe systems with many degrees of freedom, but it is not clear why or how this success can be transferred to the more complex biological context. We consider models for the joint…
The conditional logit model is a standard workhorse approach to estimating customers' product feature preferences using choice data. Using these models at scale, however, can result in numerical imprecision and optimization failure due to a…
The robust detection of statistical dependencies between the components of a complex system is a key step in gaining a network-based understanding of the system. Because of their simplicity and low computation cost, pairwise statistics are…
Regression models for dichotomous data are ubiquitous in statistics. Besides being useful for inference on binary responses, these methods serve also as building blocks in more complex formulations, such as density regression, nonparametric…
The discovery of two fundamental laws concerning cellular dynamics with recursive growth is reported. First, the chemical abundances measured over many cells are found to obey a log-normal distribution and second, the relationship between…
We carry out a complete analytical stability study for the SO(8) symmetric phases in the weakly-interacting two-leg ladder. It is shown that the SO(8) symmetry is robust under generic perturbations. Since there are no fixed points in the…
This article gives a formal definition of a lognormal family of probability distributions on the set of symmetric positive definite (PD) matrices, seen as a matrix-variate extension of the univariate lognormal family of distributions. Two…
Linear regression with the classical normality assumption for the error distribution may lead to an undesirable posterior inference of regression coefficients due to the potential outliers. This paper considers the finite mixture of two…
Networks provide a skeleton for the spread of contagions, like, information, ideas, behaviors and diseases. Many times networks over which contagions diffuse are unobserved and need to be inferred. Here we apply survival theory to develop…
In the simplest form of event structure, a prime event structure, an event is associated with a unique causal history, its prime cause. However, it is quite common for an event to have disjunctive causes in that it can be enabled by any one…
An approach for quantitatively evaluating overshooting oscillations is designed to characterize the performance of shock-capturing schemes. Specifically, following our previous work focused on cases with only discontinuities, now we account…
For theories with multiple couplings we construct simple expressions for the four-dimensional (or, in general, integer-dimensional) renormalization constants assuming that all divergences are logarithmical. These expressions allow relating…
The motivation of this article is to estimate multifractality classification and model selection parameters: the first-order scaling exponent $c_1$ and the second-order scaling exponent (or intermittency coefficient) $c_2$. These exponents…
Log-linear models are typically fitted to contingency table data to describe and identify the relationship between different categorical variables. However, the data may include observed zero cell entries. The presence of zero cell entries…