Related papers: Modeling directional monotonicity with copulas
Our purpose is to model the dependence between two random variables, taking into account a priori knowledge on these variables. For example, in many applications (oceanography, finance...), there exists an order relation between the two…
A notion of tail dependence based on operator regular variation is introduced for copulas, and the standard tail dependence used in the copula literature is included as a special case. The non-standard tail dependence with marginal power…
The minimization of some multivariate risk indicators may be used as an allocation method, as proposed in C\'enac et al. [6]. The aim of capital allocation is to choose a point in a simplex, according to a given criterion. In a previous…
In probability and statistics, copulas play important roles theoretically as well as to address a wide range of problems in various application areas. In this paper, we introduce the concept of multivariate discrete copulas, discuss their…
Multipath cohomology is a cohomology theory for directed graphs, which is defined using the path poset. The aim of this paper is to investigate combinatorial properties of path posets, and to provide computational tools for multipath…
It is commonplace to encounter nonstationary data, of which the underlying generating process may change over time or across domains. The nonstationarity presents both challenges and opportunities for causal discovery. In this paper we…
Standard statistical methods applied to matrix random variables often fail to describe the underlying structure in multiway data sets. In this paper we will discuss the concept of an array variate random variable and introduce a class of…
We assume that we have multiple ordinal time series and we would like to specify their joint distribution. In general it is difficult to create multivariate distribution that can be easily used to jointly model ordinal variables and the…
A central challenge in neuroscience is understanding how neural system implements computation through its dynamics. We propose a nonlinear time series model aimed at characterizing interpretable dynamics from neural trajectories. Our model…
Vine pair-copula constructions exist for a mix of continuous and ordinal variables. In some steps, this can involve estimating a bivariate copula for a pair of mixed continuous-ordinal variables. To assess the adequacy of copula fits for…
The Random Parameters model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we…
Modelling and understanding directional gene networks is a major challenge in biology as they play an important role in the architecture and function of genetic systems. Copula Directional Dependence (CDD) can measure the directed…
The theory of monotonicity and duality is developed for general one-dimensional Feller processes. Moreover it is shown that local monotonicity conditions (conditions on the L\'evy kernel) are sufficient to prove the well-posedness of the…
A probabilistic model describes a system in its observational state. In many situations, however, we are interested in the system's response under interventions. The class of structural causal models provides a language that allows us to…
This paper explores the impact of perturbations of copulas on dependence properties of the Markov chains they generate. We use an observation that is valid for convex combinations of copulas to establish sufficient conditions for the mixing…
We investigate qualitative properties of positive singular solutions of some elliptic systems in bounded and unbounded domains. We deduce symmetry and monotonicity properties via the moving plane procedure. Moreover, in the unbounded case,…
Given a population of interconnected input-output agents repeatedly exposed to independent random inputs, we talk of correlated variability when agents' outputs are variable (i.e., they change randomly at each input repetition) but…
In the paper, the author derives several "diagonal" recurrence relations, constructs some inequalities, finds monotonicity, and poses a conjecture related to Stirling numbers of the second kind.
This paper analyzes the notion of causality in a conceptual model, mainly as applied in software engineering. Conceptual system modeling can be considered a three-level process that begins with building a static structural description to…
Casual structure can take the form of cone bundles on a manifold, more general local preorders on a topological space, or simplicial orientations implicit in a simplicial set. This note takes a triangulation of a conal manifold M to mean an…