相关论文: Simplified Pair Copula Constructions --- Limits an…

Multivariate time series exhibit two types of dependence: across variables and across time points. Vine copulas are graphical models for the dependence and can conveniently capture both types of dependence in the same model. We derive the…

For the $p$-dimensional filiform Lie algebra ${\mathfrak m}_2(p)$ over a field ${\mathbb F}$ of prime characteristic $p\ge 5$ with nonzero Lie brackets $[e_1,e_i] = e_{i+1}$ for $1<i<p$ and $[e_2,e_i]=e_{i+2}$ for $2<i<p-1$, we show that…

When working with large biological data sets, exploratory analysis is an important first step for understanding the latent structure and for generating hypotheses to be tested in subsequent analyses. However, when the number of variables is…

Vine copulas are flexible dependence models using bivariate copulas as building blocks. If the parameters of the bivariate copulas in the vine copula depend on covariates, one obtains a conditional vine copula. We propose an extension for…

This paper introduces a new generalized polynomial chaos expansion (PCE) comprising measure-consistent multivariate orthonormal polynomials in dependent random variables. Unlike existing PCEs, whether classical or generalized, no…

The sparse canonical correlation analysis (SCCA) is a bi-multivariate association model that finds sparse linear combinations of two sets of variables that are maximally correlated with each other. In addition to the standard SCCA model, a…

In statistics, processed data are becoming increasingly complex, and classical probability distributions are limited in their ability to model them. This is why, to better model data, extensive work has been conducted on extending classical…

After reviewing a large body of literature on the modeling of bivariate discrete distributions with finite support, \cite{Gee20} made a compelling case for the use of $I$-projections in the sense of \cite{Csi75} as a sound way to attempt to…

Probabilistic circuits (PCs) represent a probability distribution as a computational graph. Enforcing structural properties on these graphs guarantees that several inference scenarios become tractable. Among these properties, structured…

Vine copulas, constructed using bivariate copulas as building blocks, provide a flexible framework for modeling multi-dimensional dependencies. However, this flexibility is accompanied by rapidly increasing complexity as dimensionality…

This paper demonstrates that, under a particular convention, the convex functions that characterise the phi divergences also generate Archimedean copulas in at least two dimensions. As a special case, we develop the family of Archimedean…

Traditional methods for covariate adjustment of treatment means in designed experiments are inherently conditional on the observed covariate values. In order to develop a coherent general methodology for analysis of covariance, we propose a…

This paper addresses the problem of quantification and propagation of uncertainties associated with dependence modeling when data for characterizing probability models are limited. Practically, the system inputs are often assumed to be…

Copulas are functions that describe dependence structures of random vectors, without describing their univariate marginals. In statistics, the separation is sometimes useful, the quality and/or quantity of available information on these two…

Four-manifold theory is employed to study the existence of (twisted) generalized complex structures. It is shown that there exist (twisted) generalized complex structures that have more than one type change loci. In an example-driven…

We show that stochastically driven nonequilibrium conserved growth models admit generic strong coupling phases for sufficiently strong nonlocal chemical potentials underlying the dynamics. The models exhibit generic roughening transitions…

In an article from 2008, A. Akhmedov and B. D. Park constructed irreducible symplectic 4-manifolds homeomorphic but not diffeomorphic to the manifolds CP^2#3CP^2bar and 3CP^2#5CP^2bar. These manifolds are constructed by using generalized…

We describe a construction that to each algebraically specified notion of higher-dimensional category associates a notion of homomorphism which preserves the categorical structure only up to weakly invertible higher cells. The construction…

In this short note we provide an analytical formula for the conditional covariance matrices of the elliptically distributed random vectors, when the conditioning is based on the values of any linear combination of the marginal random…

We define a general formulation of quantum PCPs, which captures adaptivity and multiple unentangled provers, and give a detailed construction of the quantum reduction to a local Hamiltonian with a constant promise gap. The reduction turns…