Related papers: Correlation-Based And-Operations Can Be Copulas: A…
We define analogues of Boolean operations on not necessarily complete partial orders, they often have as results sets of elements rather than single elements. It proves useful to add to such sets X if they are intended to be sup(X) or…
We introduce and study quantized versions of Cop and Robber game. We achieve this by using graph-preserving quantum operations, which are the quantum analogues of stochastic operations preserving the graph. We provide the tight bound for…
This paper deals with probabilistic upper bounds for the error in functional estimation defined on some interpolation and extrapolation designs, when the function to estimate is supposed to be analytic. The error pertaining to the estimate…
Online Analytical Processing (OLAP) comprises tools and algorithms that allow querying multidimensional databases. It is based on the multidimensional model, where data can be seen as a cube, where each cell contains one or more measures…
Being the limits of copulas of componentwise maxima in independent random samples, extreme-value copulas can be considered to provide appropriate models for the dependence structure between rare events. Extreme-value copulas not only arise…
We propose the extension of Fr\'{e}chet-Hoeffding copula bounds for circular data. The copula is a powerful tool for describing the dependency of random variables. In two dimensions, the Fr\'{e}chet-Hoeffding upper (lower) bound indicates…
Let S be a set of states of a physical system and p(s) the probability of the occurrence of an event when the system is in state s. A function p from S to [0,1] is called a numerical event or alternatively, an S-probability. If a set P of…
Pull-tabbing is an evaluation approach for functional logic computations, based on a graph transformation recently proposed, which avoids making irrevocable non-deterministic choices that would jeopardize the completeness of computations.…
An approach is proposed to determine structural shift in time-series assuming non-linear dependence of lagged values of dependent variable. Copulas are used to model non-linear dependence of time series components.
A time-varying bivariate copula joint model, which models the repeatedly measured longitudinal outcome at each time point and the survival data jointly by both the random effects and time-varying bivariate copulas, is proposed in this…
Copulas are now frequently used to construct or estimate multivariate distributions because of their ability to take into account the multivariate dependence of the different variables while separately specifying marginal distributions.…
We discuss the so-called "simplifying assumption" of conditional copulas in a general framework. We introduce several tests of the latter assumption for non- and semiparametric copula models. Some related test procedures based on…
We consider sets of operations on a set A that are closed under permutation of variables, addition of dummy variables and composition. We describe these closed sets in terms of a Galois connection between operations and systems of pointed…
Computability logic (CL) (see http://www.cis.upenn.edu/~giorgi/cl.html ) is a research program for redeveloping logic as a formal theory of computability, as opposed to the formal theory of truth which it has more traditionally been.…
We show an operational approach to bilocality with quasi-probability distributions and quasi-stochastic processes. This approach clearly demonstrates that negative probabilities are necessary to violate bilocality. It also highlights a…
For multivariate distributions in the domain of attraction of a max-stable distribution, the tail copula and the stable tail dependence function are equivalent ways to capture the dependence in the upper tail. The empirical versions of…
We present a systematic comparison of some usual estimators of the 2--point correlation function, some of them currently used in Cosmology, others extensively employed in the field of the statistical analysis of point processes. At small…
The theory of operads (May, cyclic, modular, PROPs, etc) is extended to include higher dimensional phenomena, i.e. operations between operations, mimicking the algebraic structure on varieties of arbitrary dimensions, having marked…
We study the weak convergence of conditional empirical copula processes, when the conditioning event has a nonzero probability. The validity of several bootstrap schemes is stated, including the exchangeable bootstrap. We define general -…
This paper introduces a causation coefficient which is defined in terms of probabilistic causal models. This coefficient is suggested as the natural causal analogue of the Pearson correlation coefficient and permits comparing causation and…