相关论文: Hierarchical Archimax copulas

We give a rather general construction of double categories and so, under further conditions, double groupoids, from a structure we call a `double module'. We also give a homotopical construction of a double groupoid from a triad consisting…

Copulas, in particular Archimedean copulas are commonly viewed as analytically nice and regular objects. Motivated by a recently established result sta\-ting that the first partial derivatives of bivariate copulas can exhibit surprisingly…

In this article, the concept of copulas is generalised to infinite dimensional Hilbert spaces. We show one direction of Sklar's theorem and explain that the other direction fails in infinite dimensional Hilbert spaces. We derive a necessary…

We introduce the cotangent universal hierarchy that extends the so-called universal hierarchy (as for the latter, see e.g. arXiv:nlin/0202008, arXiv:nlin/0312043 and arXiv:nlin/0310036). Then we construct a (2+1)-dimensional double central…

Archimedean copulas are popular in the world of multivariate modelling as a result of their breadth, tractability, and flexibility. A. J. McNeil and J. Ne\v{s}lehov\'a (2009) showed that the class of Archimedean copulas coincides with the…

We develop a theory of rewriting for structured cospans in order to extend compositional methods for modeling open networks. First, we introduce a category whose objects are structured cospans, and establish conditions under which it is…

We introduce a norm on the real 1-cohomology of finite 2-complexes determined by the Euler characteristics of graphs on these complexes. We also introduce twisted Alexander-Fox polynomials of groups and show that they give rise to norms on…

We propose a new test for the hypothesis that a bivariate copula is an Archimedean copula. The test statistic is based on a combination of two measures resulting from the characterization of Archimedean copulas by the property of…

Graphs, and sequences of growing graphs, can be used to specify the architecture of mathematical models in many fields including machine learning and computational science. Here we define structured graph "lineages" (ordered by level…

We introduce a family of copulas which are locally piecewise uniform in the interior of the unit cube of any given dimension. Within that family, the simultaneous control of tail dependencies of all projections to faces of the cube is…

Let $H$ be a group and $E$ a set such that $H \subseteq E$. We shall describe and classify up to an isomorphism of groups that stabilizes $H$ the set of all group structures that can be defined on $E$ such that $H$ is a subgroup of $E$. A…

We introduce the notion of a hierarchical quandle, which is a generalisation of diquandles and multi-quandles. Using hierarchical quandle colourings, we construct a cocycle invariants for links coloured by quandles.

The new integrable systems associated to the space of elliptic branched coverings are constructed. The relationship of these systems with elliptic Schlesinger's system is described. For the standard two-fold elliptic coverings the…

Generalised characteristic classes are constructed for bordism cohomologies which allow a natural extension of classical genera to these bordism cohomology rings taking values in singular cohomology.

We construct Poisson structures for Ermakov systems, using the Ermakov invariant as the Hamiltonian. Two classes of Poisson structures are obtained, one of them degenerate, in which case we derive the Casimir functions. In some situations,…

Dynamical processes on complex networks such as information propagation, innovation diffusion, cascading failures or epidemic spreading are highly affected by their underlying topologies as characterized by, for instance, degree-degree…

This paper proposes multivariate copula models for hierarchical data. They account for two types of correlation: one is between variables measured on the same unit and the other is a correlation between units in the same cluster. This model…

The notion of a duality between two derived functors as well as an extension theorem for derived functors to larger categories in which they need not be defined is introduced. These ideas are then applied to extend and study the coext…

We introduce hierarchical neighbor graphs, a new architecture for connecting ad hoc wireless nodes distributed in a plane. The structure has the flavor of hierarchical clustering and requires only local knowledge and minimal computation at…

We investigate gauge anomalies in the context of orbifold conformal field theories. Such anomalies manifest as failures of modular invariance in the constituents of the orbifold partition function. We review how this irregularity is…