Related papers: New Three Different Generators for Constructing Ne…

The paper presents a new copula based method for measuring dependence between random variables. Our approach extends the Maximum Mean Discrepancy to the copula of the joint distribution. We prove that this approach has several advantageous…

Modeling of high order multivariate probability distribution is a difficult problem which occurs in many fields. Copula approach is a good choice for this purpose, but the curse of dimensionality still remains a problem. In this paper we…

One of the features inherent in nested Archimedean copulas, also called hierarchical Archimedean copulas, is their rooted tree structure. A nonparametric, rank-based method to estimate this structure is presented. The idea is to represent…

Copula-based dependence modeling often relies on parametric formulations. This is mathematically convenient, but can be statistically inefficient when the parametric families are not suitable for the data and model in focus. A Bayesian…

This paper introduces a new class of Cox models for dependent bivariate data. The impact of the covariate on the dependence of the variables is captured through the modification of their copula. Various classes of well known copulas are…

Given a contraction of a variety X to a base Y, we enhance the locus in Y over which the contraction is not an isomorphism with a certain sheaf of noncommutative rings D, under mild assumptions which hold in the case of (1) crepant partial…

Nested Archimedean copulas recently gained interest since they generalize the well-known class of Archimedean copulas to allow for partial asymmetry. Sampling algorithms and strategies have been well investigated for nested Archimedean…

We construct 3-manifolds which have at least two inequivalent embeddings such that both complementary regions have abelian fundamental group.

Multivariate time series exhibit two types of dependence: across variables and across time points. Vine copulas are graphical models for the dependence and can conveniently capture both types of dependence in the same model. We derive the…

The key result of this paper is to characterize all the multivariate symmetric Bernoulli distributions whose sum is minimal under convex order. In doing so, we automatically characterize extremal negative dependence among Bernoulli random…

Existing image generator networks rely heavily on spatial convolutions and, optionally, self-attention blocks in order to gradually synthesize images in a coarse-to-fine manner. Here, we present a new architecture for image generators,…

Following our previous work on copula-based nonsymmetric dependence measures, we introduce similar measures for discrete random variables. The measures cover the range between two extremes: independence and complete dependence, which take…

We show that the conformally invariant boundary conditions for the three-state Potts model are exhausted by the eight known solutions. Their structure is seen to be similar to the one in a free field theory that leads to the existence of…

Following the Hamiltonian structure of bi-gravity and multi-gravity models in the full phase space, we have constructed the generating functional of diffeomorphism gauge symmetry. As is expected, this generator is constructed from the first…

We introduce new estimates and tests of independence in copula models with unknown margins using $\phi$-divergences and the duality technique. The asymptotic laws of the estimates and the test statistics are established both when the…

A new class of bivariate distributions is introduced that extends the Generalized Marshall-Olkin distributions of Li and Pellerey (2011). Their dependence structure is studied through the analysis of the copula functions that they induce.…

Copulas are a powerful tool to model dependence between the components of a random vector. One well-known class of copulas when working in two dimensions is the Farlie-GumbelMorgenstern (FGM) copula since their simple analytic shape enables…

We present a scheme to conditionally generate an arbitrary superposition of a pair of coherent states from a squeezed vacuum by means of the modified photon subtraction where a coherent state ancilla and two on/off type detectors are used.…

This paper studies the degree to which a bivariate copula fails to be symmetric under coordinate permutation, a property known as non-exchangeability. Working within an axiomatic framework that quantifies this asymmetry through a family of…

We present a general construction of all correlation functions of a two-dimensional rational conformal field theory, for an arbitrary number of bulk and boundary fields and arbitrary topologies. The correlators are expressed in terms of…