Related papers: A Note on Physical Dependence and Mixing Condition…
Mixture transition distribution time series models build high-order dependence through a weighted combination of first-order transition densities for each one of a specified number of lags. We present a framework to construct stationary…
For exchangeable data, mixture models are an extremely useful tool for density estimation due to their attractive balance between smoothness and flexibility. When additional covariate information is present, mixture models can be extended…
In recent years, conditional copulas, that allow dependence between variables to vary according to the values of one or more covariates, have attracted increasing attention. In high dimension, vine copulas offer greater flexibility compared…
It is proved that infinitesimal triangular arrays obtained from normalized partial sums of strongly mixing (but not necessarily stationary) random sequences, can produce as lilmits only selfdecomposable distributions.
We propose and axiomatize preferences on a product state space in light of uncertainty regarding the dependency of different payoff-relevant factors. Dependence structures allow to decompose probabilities and allow to pin down behavior…
Recent data reported on the magneto-electric coupling,{\alpha}, of hexaferrite materials is very high, and they have the potential to impact future technologies in a major way. The fundamental question addressed in this paper is what does…
Context-dependent nature of biological phenomena are well documented in every branch of biology. While there have been few previous attempts to (implicitly) model various facets of biological context-dependence, a formal and general…
The literature on statistical learning for time series assumes the asymptotic independence or ``mixing' of the data-generating process. These mixing assumptions are never tested, nor are there methods for estimating mixing rates from data.…
Measuring dependence between two events, or equivalently between two binary random variables, amounts to expressing the dependence structure inherent in a $2\times 2$ contingency table in a real number between $-1$ and $1$. Countless such…
Physical observables cannot depend on the basis one chooses to describe fields. Therefore, all physically relevant properties of a model are, in principle, expressible in terms of basis-invariant combinations of the parameters. However, in…
In this paper we consider the problem of characterizing the minimum energy configurations of a finite system of particles interacting between them due to attracting or repulsive forces given by a certain inter molecular potential. We limit…
I study partial identification of distributional parameters in triangular systems. This model consists of a nonparametric outcome equation and a selection equation. This allows for general unobserved heterogeneity and selection on…
Generalising the concept of Bell nonlocality to networks leads to novel forms of correlations, the characterization of which is however challenging. Here we investigate constraints on correlations in networks under the two natural…
We give necessary and sufficient conditions for two sub-vectors of a random vector with a multivariate extreme value distribution, corresponding to the limit distribution of the maximum of a multidimensional stationary sequence with…
Learning a distribution conditional on a set of discrete-valued features is a commonly encountered task. This becomes more challenging with a high-dimensional feature set when there is the possibility of interaction between the features. In…
Measuring conditional dependencies among the variables of a network is of great interest to many disciplines. This paper studies some shortcomings of the existing dependency measures in detecting direct causal influences or their lack of…
The article addresses some open questions about the relations between the topological weak mixing property and the transitivity of the map $f\times f^2 \times...\times f^m$, where $f\colon X\ra X$ is a topological dynamical system on a…
We discuss the plastic behavior of an amorphous matrix reinforced by hard particles. A mesoscopic depinning-like model accounting for Eshelby elastic interactions is implemented. Only the effect of a plastic disorder is considered.…
Since the structural transformations observed in water-ethanol binary mixtures are apparently driven by relatively weak intermolecular forces (like hydrophobicity and hydrogen bonding) that often cooperate to form self assembled structures,…
The dynamical systems invariant under gauge transformations with higher order time derivatives of the gauge parameter are considered from the Hamiltonian point of view. We investigate the consequences of the basic requirements that the…