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Using a characterization of Mutual Complete Dependence copulas, we show that, with respect to the Sobolev norm, the MCD copulas can be approximated arbitrarily closed by shuffles of Min. This result is then used to obtain a characterization…

Statistics Theory · Mathematics 2012-04-03 Pongpol Ruankong , Tippawan Santiwipanont , Songkiat Sumetkijakan

Inspired by logistic regression, we introduce a regression model for data tuples consisting of a binary response and a set of covariates residing in a metric space without vector structures. Based on the proposed model we also develop a…

Methodology · Statistics 2024-02-15 Yinan Lin , Zhenhua Lin

In this letter, a new hypervolume contribution approximation method is proposed which is formulated as an R2 indicator. The basic idea of the proposed method is to use different line segments only in the hypervolume contribution region for…

Optimization and Control · Mathematics 2019-04-08 Ke Shang , Hisao Ishibuchi , Xizi Ni

Discriminative analysis in neuroimaging by means of deep/machine learning techniques is usually tested with validation techniques, whereas the associated statistical significance remains largely under-developed due to their computational…

We develop improved rearrangement algorithms to find the dependence structure that minimizes a convex function of the sum of dependent variables with given margins. We propose a new multivariate dependence measure, which can assess the…

Computation · Statistics 2016-07-14 Carole Bernard , Don McLeish

We discuss the signature of the anomalous breaking of the superconformal symmetry in $\mathcal{N}=1$ super Yang Mills theory, mediated by the Ferrara-Zumino hypercurrent ($\mathcal{J}$) with two vector ($\mathcal V$) supercurrents…

High Energy Physics - Theory · Physics 2015-06-18 Claudio Coriano , Antonio Costantini , Luigi Delle Rose , Mirko Serino

The behavior of the leading singular values and vectors of noisy low-rank matrices is fundamental to many statistical and scientific problems. Theoretical understanding currently derives from asymptotic analysis under one of two regimes:…

Statistics Theory · Mathematics 2023-08-03 Michael J. Feldman

We consider a system of $R$ cubic forms in $n$ variables, with integer coefficients, which define a smooth complete intersection in projective space. Provided $n\geq 25R$, we prove an asymptotic formula for the number of integer points in…

Number Theory · Mathematics 2022-06-22 Simon L. Rydin Myerson

The continuous extension of a discrete random variable is amongst the computational methods used for estimation of multivariate normal copula-based models with discrete margins. Its advantage is that the likelihood can be derived…

Methodology · Statistics 2014-11-10 Aristidis K. Nikoloulopoulos

The problem of anomalous scaling in the model of a transverse vector field $\theta_{i}(t,x)$ passively advected by the non-Gaussian, correlated in time turbulent velocity field governed by the Navier--Stokes equation, is studied by means of…

Statistical Mechanics · Physics 2013-03-19 L. Ts. Adzhemyan , N. V. Antonov , P. B. Gol'din , M. V. Kompaniets

Motivated by a recently established result saying that within the class of bivariate Archimedean copulas standard pointwise convergence implies weak convergence of almost all conditional distributions this contribution studies the class…

Statistics Theory · Mathematics 2022-10-24 Thimo M. Kasper , Nicolas Dietrich , Wolfgang Trutschnig

Scalar and gravitational perturbations on Kerr-anti-de Sitter (Kerr-AdS) black holes have been addressed in the literature and have been shown to exhibit a rich phenomenology. In this paper we complete the analysis of bosonic fields on this…

General Relativity and Quantum Cosmology · Physics 2016-04-06 Mengjie Wang , Carlos Herdeiro

This letter explores a transition in the type of von Neumann algebra for asymptotically AdS spacetimes from the implementations of the different gravitational constraints. We denote it as the \emph{centaur-algebra} of observables. In the…

High Energy Physics - Theory · Physics 2024-03-05 Sergio E. Aguilar-Gutierrez , Eyoab Bahiru , Ricardo Espíndola

Vine copulas are a type of multivariate dependence model, composed of a collection of bivariate copulas that are combined according to a specific underlying graphical structure. Their flexibility and practicality in moderate and high…

Statistics Theory · Mathematics 2022-07-19 Emma S. Simpson , Jennifer L. Wadsworth , Jonathan A. Tawn

In this paper, we aim to provide a comprehensive analysis on the linear rate convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex composite optimization problems. Under a certain…

Optimization and Control · Mathematics 2015-08-11 Deren Han , Defeng Sun , Liwei Zhang

In this paper, we introduce patchwork constructions for multivariate quasi-copulas. These results appear to be new since the kind of approach has been limited to either copulas or only bivariate quasi-copulas so far. It seems that the…

Statistics Theory · Mathematics 2024-11-14 Damjana Kokol Bukovšek , Tomaž Košir , Blaž Mojškerc , Matjaž Omladič

The Castelnuovo-Mumford regularity r of a complex, projective variety V is an upper bound for the degrees of the hypersurfaces necessary to cut out V. In this note we give a bound for r when V is left invariant by a vector field on the…

Algebraic Geometry · Mathematics 2007-05-23 Eduardo Esteves

The central idea of the paper is to present a general simple patchwork construction principle for multivariate copulas that create unfavourable VaR (i.e. Value at Risk) scenarios while maintaining given marginal distributions. This is of…

Risk Management · Quantitative Finance 2021-05-07 Dietmar Pfeifer , Olena Ragulina

In this paper, a semi-discrete spatial finite volume (FV) method is proposed and analyzed for approximating solutions of anomalous subdiffusion equations involving a temporal fractional derivative of order $\alpha \in (0,1)$ in a…

Numerical Analysis · Mathematics 2015-10-27 Samir Karaa , Kassem Mustapha , Amiya K. Pani

A series of associative algebras $A_n(V)$ for a vertex operator algebra $V$ over an arbitrary algebraically closed field and nonnegative integers $n$ are constructed such that there is a one to one correspondence between irreducible…

Quantum Algebra · Mathematics 2016-11-22 Li Ren
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