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Related papers: Joint Exclusivity

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A joint mix is a random vector with a constant component-wise sum. The dependence structure of a joint mix minimizes some common objectives such as the variance of the component-wise sum, and it is regarded as a concept of extremal negative…

Statistics Theory · Mathematics 2024-01-04 Takaaki Koike , Liyuan Lin , Ruodu Wang

We introduce Variational Joint Embedding (VJE), a reconstruction-free latent-variable framework for non-contrastive self-supervised learning in representation space. VJE maximizes a symmetric conditional evidence lower bound (ELBO) on…

Machine Learning · Computer Science 2026-04-27 Amin Oji , Paul Fieguth

We introduce the concept of an extremely negatively dependent (END) sequence of random variables with a given common marginal distribution. The END structure, as a new benchmark for negative dependence, is comparable to comonotonicity and…

Probability · Mathematics 2015-07-28 Bin Wang , Ruodu Wang

The Joint-Embedding Predictive Architecture (JEPA) is often seen as a non-generative alternative to likelihood-based self-supervised learning, emphasizing prediction in representation space rather than reconstruction in observation space.…

Machine Learning · Computer Science 2026-03-23 Moritz Gögl , Christopher Yau

We introduce Joint Probability Trees (JPT), a novel approach that makes learning of and reasoning about joint probability distributions tractable for practical applications. JPTs support both symbolic and subsymbolic variables in a single…

Machine Learning · Computer Science 2023-02-15 Daniel Nyga , Mareike Picklum , Tom Schierenbeck , Michael Beetz

We investigate the supports of extremal martingale measures with pre-specified marginals in a two-period setting. First, we establish in full generality the equivalence between the extremality of a given measure $Q$ and the denseness in…

Probability · Mathematics 2019-03-08 Luciano Campi , Claude Martini

Being the limits of copulas of componentwise maxima in independent random samples, extreme-value copulas can be considered to provide appropriate models for the dependence structure between rare events. Extreme-value copulas not only arise…

Statistics Theory · Mathematics 2009-12-07 Gordon Gudendorf , Johan Segers

We study random joint choice rules, allowing for interdependence of choice across agents. These capture random choice by multiple agents, or a single agent across goods or time periods. Our interest is in separable choice rules, where each…

Theoretical Economics · Economics 2023-03-07 Christopher P. Chambers , Yusufcan Masatlioglu , Christopher Turansick

Using the natural action of $S_\infty$ we show that a countable hereditary class $\mathcal C$ of finitely generated structures has the joint embedding property (JEP) and the weak amalgamation property (WAP) if and only if there is a…

Logic · Mathematics 2022-01-25 Zakhar Kabluchko , Katrin Tent

Several methods have recently been developed for joint structure learning of multiple (related) graphical models or networks. These methods treat individual networks as exchangeable, such that each pair of networks are equally encouraged to…

Methodology · Statistics 2014-06-03 Chris J. Oates , Sach Mukherjee

We are concerned with the general problem of proving the existence of joint distributions of two discrete random variables $M$ and $N$ subject to infinitely many constraints of the form $\mathbb{P}\left(M=i,N=j\right)=0$. In particular, the…

Probability · Mathematics 2020-03-18 Joseph Squillace

This article presents identification results for the marginal treatment effect (MTE) when there is sample selection. We show that the MTE is partially identified for individuals who are always observed regardless of treatment, and derive…

Econometrics · Economics 2021-12-15 Otávio Bartalotti , Désiré Kédagni , Vitor Possebom

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

We investigate the possibility of distinguishing among different causal relations starting from a limited set of marginals. Our main tool is the notion of adhesivity, that is, the extension of probability or entropies defined only on…

Quantum Physics · Physics 2016-10-28 Costantino Budroni , Nikolai Miklin , Rafael Chaves

We examine properties of generic automorphisms of the random poset, with the goal of explicitly characterizing them. We associate to each automorphism an auxiliary first-order structure, consisting of the random poset equipped with an…

Logic · Mathematics 2021-01-01 Dakota Thor Ihli

For a finite lattice L, let EL denote the reflexive and transitive closure of the join-dependency relation on L, defined on the set J(L) of all join-irreducible elements of L. We characterize the relations of the form EL, as follows:…

General Mathematics · Mathematics 2016-08-16 George Grätzer , Friedrich Wehrung

We systematically study pairwise counter-monotonicity, an extremal notion of negative dependence. A stochastic representation and an invariance property are established for this dependence structure. We show that pairwise…

Risk Management · Quantitative Finance 2023-05-23 Jean-Gabriel Lauzier , Liyuan Lin , Ruodu Wang

We introduce the notions of a mutually algebraic structures and theories and prove many equivalents. A theory $T$ is mutually algebraic if and only if it is weakly minimal and trivial if and only if no model $M$ of $T$ has an expansion…

Logic · Mathematics 2012-07-25 Michael C. Laskowski

Interactions among multiple time series of positive random variables are crucial in diverse financial applications, from spillover effects to volatility interdependence. A popular model in this setting is the vector Multiplicative Error…

Computation · Statistics 2021-07-12 Nicola Donelli , Stefano Peluso , Antonietta Mira

It is well known that a random vector with given marginal distributions is comonotonic if and only if it has the largest sum with respect to the convex order [ Kaas, Dhaene, Vyncke, Goovaerts, Denuit (2002), A simple geometric proof that…

Risk Management · Quantitative Finance 2016-05-10 Chuancun Yin , Dan Zhu
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