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We introduce the coverage correlation coefficient, a novel nonparametric measure of statistical association designed to quantifies the extent to which two random variables have a joint distribution concentrated on a singular subset with…

Methodology · Statistics 2025-08-18 Xuzhi Yang , Mona Azadkia , Tengyao Wang

Copulas are popular as models for multivariate dependence because they allow the marginal densities and the joint dependence to be modeled separately. However, they usually require that the transformation from uniform marginals to the…

Methodology · Statistics 2013-06-14 Minh-Ngoc Tran , Paolo Giordani , Xiuyan Mun , Robert Kohn , Mike Pitt

Divergences are quantities that measure discrepancy between two probability distributions and play an important role in various fields such as statistics and machine learning. Divergences are non-negative and are equal to zero if and only…

Statistics Theory · Mathematics 2019-10-22 Tomohiro Nishiyama

In this paper we present a surprisingly general extension of the main result of a paper that appeared in this journal: I. Montes et al., Sklar's theorem in an imprecise setting, Fuzzy Sets and Systems, 278 (2015), 48--66. The main tools we…

Probability · Mathematics 2023-08-28 Matjaž Omladič , Nik Stopar

We investigate the properties of multidimensional probability distributions in the context of latent space prior distributions of implicit generative models. Our work revolves around the phenomena arising while decoding linear…

Machine Learning · Computer Science 2018-06-06 Damian Leśniak , Igor Sieradzki , Igor Podolak

Statistical Topology emerged since topological aspects continue to gain importance in many areas of physics. It is most desirable to study topological invariants and their statistics in schematic models that facilitate the identification of…

Mathematical Physics · Physics 2023-03-22 Thomas Guhr

We characterize the region of meromorphic continuation of an analytic function $f$ in terms of the geometric rate of convergence on a compact set of sequences of multi-point rational interpolants of $f$. The rational approximants have a…

Classical Analysis and ODEs · Mathematics 2012-11-26 Manuel Bello Hernández , Bernardo de la Calle Ysern

Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…

Probability · Mathematics 2021-11-25 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

Sufficient conditions for comparing the convolutions of heterogeneous gamma random variables in terms of the usual stochastic order are established. Such comparisons are characterized by the Schur convexity properties of the cumulative…

Probability · Mathematics 2016-01-20 Farbod Roosta-Khorasani , Gabor J. Szekely

We construct a coalescence hidden variable fractal interpolation function (CHFIF) through a non-diagonal iterated function system(IFS). Such a FIF may be self-affine or non-self-affine depending on the parameters of the defining…

Dynamical Systems · Mathematics 2007-05-23 A. K. B. Chand , G. P. Kapoor

In the paper, the planar polynomial geometric interpolation of data points is revisited. Simple sufficient geometric conditions that imply the existence of the interpolant are derived in general. They require data points to be convex in a…

Numerical Analysis · Mathematics 2022-08-16 Jernej Kozak

We consider the (projective) representations of the group of holomorphic automorphisms of a symmetric tube domain $V\oplus i\Omega$ that are obtained by analytic continuation of the holomorphic discrete series. For a representation…

Representation Theory · Mathematics 2010-04-01 Stéphane Merigon , Henrik Seppänen

Let X be a countably infinite set of real numbers and let Y_x, x \in X, be an independent family of stationary random subsets of the real numbers, e.g. homogeneous Poisson point processes. We give criteria for the a.s. existence of various…

Probability · Mathematics 2011-05-17 Martin P. W. Zerner

We show that interpolation results in the $S$-nodes theory may be considered as Khrushchev-type formulas. If separation of the well-known Verblunsky (Schur) coefficients occurs in Khrushchev formulas, the separation of the so the called new…

Classical Analysis and ODEs · Mathematics 2024-07-16 Alexander Sakhnovich

Two little explored aspects of Compton scattering of the CMB in clusters are discussed: The statistical properties of the Sunyaev-Zeldovich (S-Z) effect in the context of a non-Gaussian density fluctuation field, and the polarization…

Astrophysics · Physics 2011-04-11 Y. Rephaeli , S. Sadeh , M. Shimon

The cumulative distribution network (CDN) is a recently developed class of probabilistic graphical models (PGMs) permitting a copula factorization, in which the CDF, rather than the density, is factored. Despite there being much recent…

Machine Learning · Statistics 2013-10-17 Stefan Douglas Webb

This work studies finite-sample properties of the risk of the minimum-norm interpolating predictor in high-dimensional regression models. If the effective rank of the covariance matrix $\Sigma$ of the $p$ regression features is much larger…

Machine Learning · Statistics 2021-03-23 Florentina Bunea , Seth Strimas-Mackey , Marten Wegkamp

In this short note, we merge the areas of hypercomplex algebras with that of fractal interpolation and approximation. The outcome is a new holistic methodology that allows the modelling of phenomena exhibiting a complex self-referential…

Functional Analysis · Mathematics 2021-12-09 Peter R. Massopust

In this paper, we revisit local invariants (G\'omez-Mont-Seade-Verjovsky, variation, Camacho-Sad and Baum-Bott indices) associated with singular holomorphic foliations on $(\mathbb{C}^2 , 0)$ and we provide semi-global formulas for them in…

Algebraic Geometry · Mathematics 2025-08-15 Maycol Falla Luza , Arturo Fernández-Pérez , David Marín , Rudy Rosas

Copula models are flexible tools to represent complex structures of dependence for multivariate random variables. According to Sklar's theorem (Sklar, 1959), any d-dimensional absolutely continuous density can be uniquely represented as the…

Methodology · Statistics 2021-03-05 Clara Grazian , Luciana Dalla Valle , Brunero Liseo
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