相关论文: Block-Maxima of Vines
Full likelihood-based inference for high-dimensional multivariate extreme value distributions, or max-stable processes, is feasible when incorporating occurrence times of the maxima; without this information, $d$-dimensional likelihood…
This paper deals with maximum entropy completion of partially specified block-circulant matrices. Since positive definite symmetric circulants happen to be covariance matrices of stationary periodic processes, in particular of stationary…
Heterogeneous distribution of passive and active domains in the chromosome plays a crucial role for its dynamic organization within the cell nucleus. Motivated by that here we investigate the steady-state conformation and dynamics of a…
We study some density results for integral points on the complement of a closed subvariety in the $n$-dimensional projective space over a number field. For instance, we consider a subvariety whose components consist of $n-1$ hyperplanes…
We present a simple and powerful method for extrapolating finite-volume Monte Carlo data to infinite volume, based on finite-size-scaling theory. We discuss carefully its systematic and statistical errors, and we illustrate it using three…
Statistical inference in high-dimensional settings is challenging when standard unregularized methods are employed. In this work, we focus on the case of multiple correlated proportions for which we develop a Bayesian inference framework.…
Extreme value theory for chaotic dynamical systems is a rapidly expanding area of research. Given a system and a real function (observable) defined on its phase space, extreme value theory studies the limit probabilistic laws obeyed by…
Infinite-dimensional control systems with outputs are considered in the Hamiltonian formulation with generalized coordinates. An explicit scheme for constructing a dynamic observer for this class of systems is proposed with arbitrary gain…
Density estimation is a fundamental technique employed in various fields to model and to understand the underlying distribution of data. The primary objective of density estimation is to estimate the probability density function of a random…
We consider the integration of two-dimensional, piecewise constant functions with respect to copulas. By drawing a connection to linear assignment problems, we can give optimal upper and lower bounds for such integrals and construct the…
Conformation-dependent design of polymer sequences can be considered as a tool to control macromolecular self-assembly. We consider the monomer unit sequences created via the modification of polymers in a homogeneous melt in accordance with…
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…
Multivariate distributions are fundamental to modeling. Discrete copulas can be used to construct diverse multivariate joint distributions over random variables from estimated univariate marginals. The space of discrete copulas admits a…
The effect of introducing a mass dependent diffusion rate ~ m^{-alpha} in a model of coagulation with single-particle break up is studied both analytically and numerically. The model with alpha=0 is known to undergo a nonequilibrium phase…
Modelling block maxima using the generalised extreme value (GEV) distribution is a classical and widely used method for studying univariate extremes. It allows for theoretically motivated estimation of return levels, including extrapolation…
There exist many bivariate parametric copulas to model bivariate data with different dependence features. We propose a new bivariate parametric copula family that cannot only handle various dependence patterns that appear in the existing…
Tests for break points detection in the law of random vectors have been proposed in several papers. Nevertheless, they have often little powers for alternatives involving a change in the dependence between components of vectors. Specific…
We consider conservation laws with discontinuous flux where the initial datum, the flux function, and the discontinuous spatial dependency coefficient are subject to randomness. We establish a notion of random adapted entropy solutions to…
Finding upper and lower bounds to integrals with respect to copulas is a quite prominent problem in applied probability. In their 2014 paper, Hofer and Iaco showed how particular two dimensional copulas are related to optimal solutions of…
We present a reduced-dimension, ballistic deposition, Monte Carlo particle packing algorithm and discuss its application to the analysis of the microstructure of hard-sphere systems with broad particle size distributions. We extend our…