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

Following our previous work on copula-based nonsymmetric bivariate dependence measures, we propose a new set of conditions on nonsymmetric multivariate dependence measures which characterize both independence and complete dependence of one…

The collective modes of a familiar two-dimensional one-component-plasma with the repulsive logarithmic interaction between the particles are analysed using the quasi-crystalline approximation (QCA) combined with the molecular dynamic…

This paper presents an approach for the modelling of dependent random variables using generalised polynomial chaos. This allows to write chance-constrained optimization problems with respect to a joint distribution modelling dependencies…

This paper presents an introduction to the stochastic concepts of \emph{coupling} and \emph{copula}. Coupling means the construction of a joint distribution of two or more random variables that need not be defined on one and the same…

We give new sufficient ergodicity conditions for two-state probabilistic cellular automata (PCA) of any dimension and any radius. The proof of this result is based on an extended version of the duality concept. Under these assumptions, in…

We proposed a new statistical dependency measure called Copula Dependency Coefficient(CDC) for two sets of variables based on copula. It is robust to outliers, easy to implement, powerful and appropriate to high-dimensional variables. These…

In many real-world scenarios, it is crucial to be able to reliably and efficiently reason under uncertainty while capturing complex relationships in data. Probabilistic circuits (PCs), a prominent family of tractable probabilistic models,…

We introduce a new goodness-of-fit test for regular vine (R-vine) copula models. R-vine copulas are a very flexible class of multivariate copulas based on a pair-copula construction (PCC). The test arises from the information matrix…

This paper surveys Campana's theory of C-pairs (or "geometric orbifolds") in the complex-analytic setting, to serve as a reference for future work. Written with a view towards applications in hyperbolicity, rational points, and entire…

We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency relations for the conditional correlations and conditional…

Simplicial complexes are a popular tool used to model higher-order interactions between elements of complex social and biological systems. In this paper, we study some combinatorial aspects of a class of simplicial complexes created by a…

Several collective risk models have recently been proposed by relaxing the widely used but controversial assumption of independence between claim frequency and severity. Approaches include the bivariate copula model, random effect model,…

We study the importance of local structural properties in networks which have been evolved for a power-law scaling in their Laplacian spectrum. To this end, the degree distribution, two-point degree correlations, and degree-dependent…

This paper introduces an innovative method for constructing copula models capable of describing arbitrary non-monotone dependence structures. The proposed method enables the creation of such copulas in parametric form, thus allowing the…

A particular class of variant axion models with two higgs doublets and a singlet is studied. In these models the axion couples either to the $u$-quark or $t$-quark or both, but not to $b$, $c$, $s$, or $d$. When the axion couples to only…

Conditional copula models allow dependence structures to vary with observed covariates while preserving a separation between marginal behavior and association. We study the uniform asymptotic behavior of kernel-weighted local likelihood…

We construct the strong-coupling series in 4d simplicial quantum gravity up to volume 38. It is used to calculate estimates for the string susceptibility exponent gamma for various modifications of the theory. It provides a very efficient…

We introduce a framework of layered subsets, and give a sufficient condition for when a set system supports an agreement test. Agreement testing is a certain type of property testing that generalizes PCP tests such as the plane vs. plane…

Variable selection can be performed by testing conditional independence (CI) between each predictor and the response, given the other predictors. A doubly robust and powerful option for these CI tests is the projected covariance measure…

The minimization of some multivariate risk indicators may be used as an allocation method, as proposed in C\'enac et al. [6]. The aim of capital allocation is to choose a point in a simplex, according to a given criterion. In a previous…