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

We consider variable selection in high-dimensional linear models where the number of covariates greatly exceeds the sample size. We introduce the new concept of partial faithfulness and use it to infer associations between the covariates…

In this paper, we present a new construction of simplicial complexes of subpolynomial degree with arbitrarily good local spectral expansion. Previously, the only known high-dimensional expanders (HDXs) with arbitrarily good expansion and…

We propose an approach to construct a new family of generalized Farlie-Gumbel-Morgenstern (GFGM) copulas that naturally scales to high dimensions. A GFGM copula can model moderate positive and negative dependence, cover different types of…

I shall describe a general model-theoretic task to construct expansions of pseudofinite structures and discuss several examples of particular relevance to computational complexity. Then I will present one specific situation where finding a…

We propose a new bivariate symmetric copula with positive and negative dependence properties. The main features of the proposed copula are its simple mathematical structure, wider dependence range compared to FGM copula and its…

Probabilities of causation (PoCs) are fundamental quantities for counterfactual analysis and personalized decision making. However, existing analytical results are largely confined to binary settings. This paper extends PoCs to multi-valued…

Dependence coefficients have been widely studied for Markov processes defined by a set of transition probabilities and an initial distribution. This work clarifies some aspects of the theory of dependence structure of Markov chains…

This article concerns a class of generalized linear mixed models for clustered data, where the random effects are mapped uniquely onto the grouping structure and are independent between groups. We derive necessary and sufficient conditions…

Empirical research on \textit{construals}--social affinity groups that share similar patterns of meaning--has advanced significantly in recent years. This progress is largely driven by the development of \textit{Construal Clustering…

Constant dimension codes (CDCs), as special subspace codes, have received extensive attention due to their applications in random network coding. The basic problem of CDCs is to determine the maximal possible size $A_q(n,d,\{k\})$ for given…

We study the weak coupling limit of the Anderson Hamiltonian in the critical dimension $d=4$. In a perturbative sense, we prove Gaussian fluctuations about the Green's function of the Laplacian. The fluctuations are described by an explicit…

Archimedean copulas are a popular type of copulas in which a variant of the Archimedean axiom apply. We provide a topological proof of the Archimedean Axiom which is applicable for non-continuous distribution functions.

Besides the classical distinction of correlation and dependence, many dependence measures bear further pitfalls in their application and interpretation. The aim of this paper is to raise and recall awareness of some of these limitations by…

We consider diffusion limited aggregation of particles of two different kinds. It is assumed that a particle of one kind may adhere only to another particle of the same kind. The particles aggregate on a linear substrate which consists of…

Construct, Merge, Solve and Adapt (CMSA) is a general hybrid metaheuristic for solving combinatorial optimization problems. At each iteration, CMSA (1) constructs feasible solutions to the tackled problem instance in a probabilistic way and…

The copulas of random vectors with standard uniform univariate margins truncated from the right are considered and a general formula for such right-truncated conditional copulas is derived. This formula is analytical for copulas that can be…

We derive two conditional expectation bounds, which we use to simplify cryptographic security proofs. The first bound relates the expectation of a bounded random variable and the average of its conditional expectations with respect to a set…

We study the relationship between measures of non-exchangeability $\mu_p$ ($p\in[1,+\infty]$), in the sense of Durante et al. (2010), and classical dependence functionals for bivariate copulas. We show that the symmetrization…

Modeling dependencies between random variables independently from their marginals is fundamental in applications ranging from finance to (structural) biology. In this work, we undertake this problem using circula to model data living on the…

The smooth piecewise-linear models cover a wide range of applications nowadays. Basically, there are two classes of them: models are transitional or hyperbolic according to their behaviour at the phase-transition zones. This study explored…