Related papers: Log normal claim models with common shocks
We propose a hierarchical normalizing flow model for generating molecular graphs. The model produces new molecular structures from a single-node graph by recursively splitting every node into two. All operations are invertible and can be…
We study the average case complexity of a linear multivariate problem $(\lmp)$ defined on functions of $d$ variables. We consider two classes of information. The first $\lstd$ consists of function values and the second $\lall$ of all…
In this paper, we present a new Marshall-Olkin exponential shock model. The new construction method gives the proposed model further ability to allocate the common joint shock on each of the components, making it suitable for application in…
This paper proposes a general modeling framework that allows for uncertainty quantification at the individual covariate level and spatial referencing, operating withing a double generalized linear model (DGLM). DGLMs provide a general…
The paper describes a generalized iterative proportional fitting procedure which can be used for maximum likelihood estimation in a special class of the general log-linear model. The models in this class, called relational, apply to…
This article is an exposition of recent results and methods on the prevalence of normal numbers in the support of self-similar measures on the line. We also provide an essentially self-contained proof of a recent Theorem that the Rajchman…
This work is entirely devoted to compare the largest claims from two heterogeneous portfolios. It is assumed that the claim amounts in an insurance portfolio are nonnegative absolutely continuous random variables and belong to a general…
Markovian properties of a discrete random multiplicative cascade model of log-normal type are discussed. After taking small-scale resummation and breaking of the ultrametric hierarchy into account, qualitative agreement with Kramers-Moyal…
Multiplex networks are a powerful framework for representing systems with multiple types of interactions among a common set of entities. Understanding their structure requires statistical tools capturing higher-order cross-layer…
The skew monoidal categories of Szlach\'anyi are a weakening of monoidal categories where the three structural laws of left and right unitality and associativity are not required to be isomorphisms but merely transformations in a particular…
The probability distribution of density in isothermal, supersonic, turbulent gas is approximately lognormal. This behaviour can be traced back to the shock waves travelling through the medium, which randomly adjust the density by a random…
We consider a generalization of the variance-gamma (generalized asymmetric Laplace) distribution, defined as a normal mean - variance mixture with a gamma mixing distribution. While this model is typically studied in the univariate setting,…
The log-transform is a common tool in statistical analysis, reducing the impact of extreme values, compressing the range of reported values for improved visualization, enabling the usage of parametric statistical tests requiring normally…
We establish normal form theorems for a large class of singular flat connections on complex manifolds, including connections with logarithmic poles along weighted homogeneous Saito free divisors. As a result, we show that the moduli spaces…
The present manuscript studies signal detection by likelihood ratio tests in a number of spiked random matrix models, including but not limited to Gaussian mixtures and spiked Wishart covariance matrices. We work directly with multi-spiked…
Compositional data arise when count observations are normalised into proportions adding up to unity. To allow use of standard statistical methods, compositional proportions can be mapped from the simplex into the Euclidean space through the…
Among the statistical models employed to approximate nonlinear interactions in biological and psychological processes, one prominent framework is that of cascades. Despite decades of empirical work using multifractal formalisms, a…
We introduce SMProbLog, a generalization of the probabilistic logic programming language ProbLog. A ProbLog program defines a distribution over logic programs by specifying for each clause the probability that it belongs to a randomly…
In this mini-review we summarize the progress of modeling, simulation and analysis of shock responses of heterogeneous materials in our group in recent years. The basic methodology is as below. We first decompose the problem into different…
Several interesting models for contingency tables are defined by a system of equality and inequality constraints on a suitable set of marginal log-linear parameters. After reviewing the most common difficulties which are intrinsic to order…