Related papers: Copula Discrepancy: Benchmarking Dependence Struct…
As the meta-analysis of more than one diagnostic tests can impact clinical decision making and patient health, there is an increasing body of research in models and methods for meta-analysis of studies comparing multiple diagnostic tests.…
Given two multivariate copulas with corresponding tail dependence functions, we investigate the relation between a natural tail dependence ordering $\leq_{tdo}$ and the order $\leq_{loc}$ of local stochastic dominance. We show that,…
Understanding the correlation between two different scores for the same set of items is a common problem in information retrieval, and the most commonly used statistics that quantifies this correlation is Kendall's $\tau$. However, the…
In this paper, we revisit the notion of partial copula, originally introduced to test conditional independence, highlighting its capability to represent the dependence between two random variables after removing their dependence with a…
A smooth test to simultaneously compare $K$ copulas, where $K \geq 2$ is proposed. The $K$ observed populations can be paired, and the test statistic is constructed based on the differences between moment sequences, called copula…
The replacement of indicator functions by integrated beta kernels in the definition of the empirical stable tail dependence function is shown to produce a smoothed version of the latter estimator with the same asymptotic distribution but…
Integrating heterogeneous datasets across different measurement platforms is a fundamental challenge in many scientific applications. A common example arises in deconvolution problems, such as cell type deconvolution, where one aims to…
In this paper, we consider the problem of change detection (CD) with two heterogeneous remote sensing (RS) images. For this problem, an unsupervised change detection method has been proposed recently based on the image translation technique…
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…
Copulas provide a modular parameterization of multivariate distributions that decouples the modeling of marginals from the dependencies between them. Gaussian Mixture Copula Model (GMCM) is a highly flexible copula that can model many kinds…
Change point detection is a typical task that aim to find changes in time series and can be tackled with two-sample test. Copula Entropy is a mathematical concept for measuring statistical independence and a two-sample test based on it was…
Class imbalance remains a practical obstacle in the development of clinical prediction models for conditions such as diabetes mellitus, where the number of confirmed cases is often much smaller than the number of controls. The Synthetic…
We develop an asymptotic theory for extremes in decomposable graphical models by presenting results applicable to a range of extremal dependence types. Specifically, we investigate the weak limit of the distribution of suitably normalised…
Assessing the consistency of parameter constraints derived from different cosmological probes is an important way to test the validity of the underlying cosmological model. In an earlier work [Nicola et al., 2017], we computed constraints…
Explanations of the replication crisis often emphasize misconduct, questionable research practices, or incentive misalignment, implying that behavioral reform is sufficient. This paper argues that a substantial component is architectural:…
Using Gaussian Processes we perform a thorough, non-parametric consistency test of the $\Lambda$CDM model when confronted with state-of-the-art TT, TE, and EE measurements of the anisotropies in the Cosmic Microwave Background by the…
In recent biomedical scientific problems, it is a fundamental issue to integratively cluster a set of objects from multiple sources of datasets. Such problems are mostly encountered in genomics, where data is collected from various sources,…
In this paper we propose a two-sample test based on copula entropy (CE). The proposed test statistic is defined as the difference between the CEs of the null hypothesis and the alternative. The estimator of the test statistic is proposed…
Consider a survival time T that is subject to random right censoring, and suppose that T is stochastically dependent on the censoring time C. We are interested in the marginal distribution of T. This situation is often encountered in…
Conformal Prediction (CP) is a popular method for uncertainty quantification that converts a pretrained model's point prediction into a prediction set, with the set size reflecting the model's confidence. Although existing CP methods are…