相关论文: A multifractal model for spatial variation in spec…
This article extends the literature on copulas with discrete or continuous marginals to the case where some of the marginals are a mixture of discrete and continuous components. We do so by carefully defining the likelihood as the density…
A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in…
The Gaussian copula is a powerful tool that has been widely used to model spatial and/or temporal correlated data with arbitrary marginal distributions. However, this kind of model can potentially be too restrictive since it expresses a…
Observations of galaxies over large distances reveal the possibility of a fractal distribution of their positions. The source of fractal behavior is the lack of a length scale in the two body gravitational interaction. However, even with…
A stochastic model relating the parameters of astrophysical structures to the parameters of their granular components is applied to the formation of hierarchical, large-scale structures from galaxies assumed as point-like objects. If the…
Poverty is a multidimensional concept often comprising a monetary outcome and other welfare dimensions such as education, subjective well-being or health, that are measured on an ordinal scale. In applied research, multidimensional poverty…
A reparametrized Dirichlet-multinomial distribution is introduced, and the covariance matrix, as well as, the algorithm for calculating the PDF for n species are provided. The distribution is suited for modelling the joint distribution of…
Detailed study of multifractal characteristics of the financial time series of asset values and of its returns is performed using a collection of the high frequency Deutsche Aktienindex data. The tail index ($\alpha$), the Renyi exponents…
The regular variation model for multivariate extremes decomposes the joint distribution of the extremes in polar coordinates in terms of the angles and the norm of the random vector as the product of two independent densities: the angular…
We propose a general population dynamics model for two seagrass species growing and interacting in two spatial dimensions. The model includes spatial terms accounting for the clonal growth characteristics of seagrasses, and coupling between…
We discuss avalanche and finite size fluctuations in a mesoscopic model to describe the shear plasticity of amorphous materials. Plastic deformation is assumed to occur through series of local reorganizations. Yield stress criteria are…
We discuss how luminosity and space distribution of galaxies are naturally linked in view of their multifractal properties. In particular we show that the mass (luminosity) function corresponding to a multifractal distribution in a given…
Mixed spatial autoregressive (SAR) models with numerical covariates have been well studied. However, as non-numerical data, such as functional data and compositional data, receive substantial amounts of attention and are applied to…
Entropy is one of physical bases for fractal dimension definition, and the generalized fractal dimension was defined by Renyi entropy. Using fractal dimension, we can describe urban growth and form and characterize spatial complexity. A…
In this paper, we consider daily financial data of a collection of different stock market indices, exchange rates, and interest rates, and we analyze their multi-scaling properties by estimating a simple specification of the…
Let $\nu_\lambda^p$ be the distribution of the random series $\sum_{n=1}^\infty i_n \lambda^n$, where $i_n$ is a sequence of i.i.d. random variables taking the values 0,1 with probabilities $p,1-p$. These measures are the well-known…
The concentration of a distribution toward a lower bound is a conceptually simple property that closely relates to concepts of rarity and poverty, but that lacks a global descriptive statistic. We term this property 'shift' and define it as…
The probability density function (PDF) for critical wavefunction amplitudes is studied in the three-dimensional Anderson model. We present a formal expression between the PDF and the multifractal spectrum f(alpha) in which the role of…
Random partition models are widely used in Bayesian methods for various clustering tasks, such as mixture models, topic models, and community detection problems. While the number of clusters induced by random partition models has been…
Mutations in a microbial population can increase the frequency of a genotype not only by increasing its exponential growth rate, but also by decreasing its lag time or adjusting the yield (resource efficiency). The contribution of multiple…