中文
相关论文

相关论文: Constructing a bivariate distribution function wit…

200 篇论文

Extended derivations regarding the cumulant-based formulation of higher-order fluorescence correlation spectroscopy (FCS) are presented. First, we review multivariate cumulants and their relation to photon counting distributions in single…

化学物理 · 物理学 2018-10-16 Farshad Abdollah-Nia

A new class of bivariate distributions is introduced that extends the Generalized Marshall-Olkin distributions of Li and Pellerey (2011). Their dependence structure is studied through the analysis of the copula functions that they induce.…

数理金融 · 定量金融 2017-02-13 Sabrina Mulinacci

We propose a semiparametric family of copulas based on a set of orthonormal functions and a matrix. This new copula permits to reach values of Spearman's Rho arbitrarily close to one without introducing a singular component. Moreover, it…

统计理论 · 数学 2013-10-22 Cécile Amblard , Stephane Girard , Ludovic Menneteau

We propose a new copula model that can be used with replicated spatial data. Unlike the multivariate normal copula, the proposed copula is based on the assumption that a common factor exists and affects the joint dependence of all…

应用统计 · 统计学 2016-12-08 Pavel Krupskii , Raphael Huser , Marc G. Genton

The composite likelihood (CL) is amongst the computational methods used for the estimation of high-dimensional multivariate normal (MVN) copula models with discrete responses. Its computational advantage, as a surrogate likelihood method,…

统计方法学 · 统计学 2022-03-10 Aristidis K. Nikoloulopoulos

We propose a method for post-processing an ensemble of multivariate forecasts in order to obtain a joint predictive distribution of weather. Our method utilizes existing univariate post-processing techniques, in this case ensemble Bayesian…

应用统计 · 统计学 2015-10-28 Annette Möller , Alex Lenkoski , Thordis L. Thorarinsdottir

Variational inference (VI) has become a widely used approach for scalable Bayesian inference, but its performance strongly depends on the flexibility of the chosen variational family. In this work, we propose a novel variational family that…

统计方法学 · 统计学 2026-04-03 Giovanni Piccirilli , Aluísio Pinheiro

We know that the marginals in a multinomial distribution are binomial variates exhibiting a negative correlation. But we can construct two linear combinations of such marginals in such a way to obtain a positive correlation. We discuss the…

离散数学 · 计算机科学 2007-05-23 Mario Catalani

Parametric factor copula models typically work well in modeling multivariate dependencies due to their flexibility and ability to capture complex dependency structures. However, accurately estimating the linking copulas within these models…

统计方法学 · 统计学 2025-10-22 Bahareh Ghanbari , Pavel Krupskiy , Laleh Tafakori , Yan Wang

Context. Stars form in dense, dusty clumps of molecular clouds, but little is known about their origin, their evolution and their detailed physical properties. In particular, the relationship between the mass distribution of these clumps…

星系天体物理 · 物理学 2014-05-08 L. Olmi , D. Angles-Alcazar , D. Elia , S. Molinari , M. Pestalozzi , S. Pezzuto , E. Schisano , L. Testi , M. Thompson

In this paper, we obtain two improved Amati correlations of the Gamma-Ray burst (GRB) data via a powerful statistical tool called copula. After calibrating, with the low-redshift GRB data, the improved Amati correlations based on a fiducial…

宇宙学与河外天体物理 · 物理学 2022-06-01 Yang Liu , Fuyong Chen , Nan Liang , Zunli Yuan , Hongwei Yu , Puxun Wu

Some formulae are presented for finding two-integral distribution functions (DFs) which depends only on the two classical integrals of the energy and the magnitude of the angular momentum with respect to the axis of symmetry for stellar…

数学物理 · 物理学 2007-08-28 Zhenglu Jiang , Leonid Ossipkov

The angular two-point correlation function between background QSOs and foreground galaxies induced by gravitational lensing is derived. It is shown that the shape of this correlation function depends sensitively on the spectrum of the…

天体物理学 · 物理学 2007-05-23 Matthias Bartelmann

Zero-inflated continuous data ubiquitously appear in many fields, in which lots of exactly zero-valued data are observed while others distribute continuously. Due to the mixed structure of discreteness and continuity in its distribution,…

统计方法学 · 统计学 2024-10-28 Keita Hamamoto

Gravitational microlensing is a powerful tool to probe the inner structure of strongly lensed quasars and to constrain parameters of the stellar mass function of lens galaxies. This is done by analysing microlensing light curves between the…

星系天体物理 · 物理学 2022-03-14 E. Paic , G. Vernardos , D. Sluse , M. Millon , F. Courbin , J. H. Chan , V. Bonvin

Context: Two-point correlation functions are used throughout cosmology as a measure for the statistics of random fields. When used in Bayesian parameter estimation, their likelihood function is usually replaced by a Gaussian approximation.…

宇宙学与河外天体物理 · 物理学 2011-10-07 David Keitel , Peter Schneider

We revise and extend the stochastic approach to cumulative weak lensing (hereafter the sGL method) first introduced in Ref. [1]. Here we include a realistic halo mass function and density profiles to model the distribution of mass between…

宇宙学与河外天体物理 · 物理学 2011-01-19 Kimmo Kainulainen , Valerio Marra

To construct flexible nonlinear predictive distributions, the paper introduces a family of softplus function based regression models that convolve, stack, or combine both operations by convolving countably infinite stacked gamma…

机器学习 · 统计学 2016-08-24 Mingyuan Zhou

The galaxy Luminosity Function (LF) is a key observable for galaxy formation, evolution studies and for cosmology. In this work, we propose a novel technique to forward model wide-field broad-band galaxy surveys using the fast image…

星系天体物理 · 物理学 2020-10-14 Luca Tortorelli , Martina Fagioli , Jörg Herbel , Adam Amara , Tomasz Kacprzak , Alexandre Refregier

Model selection is an important activity in modern data analysis and the conventional Bayesian approach to this problem involves calculation of marginal likelihoods for different models, together with diagnostics which examine specific…

统计计算 · 统计学 2008-10-31 David J. Nott , Robert J. Kohn , Mark Fielding