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相关论文: A copula-based sensitivity analysis method and its…

200 篇论文

In this paper, we consider the problem of parameter sensitivity in models of complex dynamical systems through the lens of information geometry. We calculate the sensitivity of model behavior to variations in parameters. In most cases,…

统计力学 · 物理学 2019-07-17 Benjamin L. Francis , Mark K. Transtrum

Evaluating accessible conformational space is computationally expensive and thermal motions are partly neglected in computer models of molecular interactions. This produces error into the estimates of binding strength. We introduce a method…

定量方法 · 定量生物学 2016-12-13 Riku Hakulinen , Santeri Puranen

We exploit Gaussian copulas to specify a class of multivariate circular distributions and obtain parametric models for the analysis of correlated circular data. This approach provides a straightforward extension of traditional multivariate…

统计方法学 · 统计学 2024-06-07 Francesco Lagona , Marco Mingione

Groundwater flow model accuracy is often limited by the uncertainty in model parameters that characterize aquifer properties and aquifer recharge. Aquifer properties such as hydraulic conductivity can have an uncertainty spanning orders of…

计算工程、金融与科学 · 计算机科学 2022-09-09 Emily A. Baker , Alessandro Cappato , Sara Todeschini , Lorenzo Tamellini , Giancarlo Sangalli , Alessandro Reali , Sauro Manenti

Copulas provide an attractive approach for constructing multivariate distributions with flexible marginal distributions and different forms of dependences. Of particular importance in many areas is the possibility of explicitly forecasting…

统计方法学 · 统计学 2018-05-22 Feng Li , Yanfei Kang

One dimensional analytical porosity-weighted solutions of the dual-porosity model are derived, providing insights on how to relate exchange and storage coefficients to the volumetric density of the high-permeability medium. It is shown that…

流体动力学 · 物理学 2011-08-30 F. Cornaton , P. Perrochet

The data torrent unleashed by current and upcoming astronomical surveys demands scalable analysis methods. Many machine learning approaches scale well, but separating the instrument measurement from the physical effects of interest, dealing…

统计计算 · 统计学 2023-04-19 Johannes Buchner

This work presents a design coupling analysis (DCA) framework to investigate the interactions among control and plant design variables in floating offshore wind turbine (FOWT) and to support the formulation of tractable control co-design…

计算工程、金融与科学 · 计算机科学 2026-04-28 Elena Fernandez Bravo , Sunil Tamang , Yong Hoon Lee , James T. Allison

This work is devoted to the derivation and the matematical study of a new model for water-soluble polymers and metal ions interactions, which are used in chemistry for their wide range of applications. First, we motivate and derive a model…

数值分析 · 数学 2015-09-10 Erwan Hingant , Mauricio Sepúlveda

We propose a new statistical observation scheme of diffusion processes named convolutional observation, where it is possible to deal with smoother observation than ordinary diffusion processes by considering convolution of diffusion…

统计理论 · 数学 2020-10-28 Shogo H Nakakita , Masayuki Uchida

In this paper, we develop a method to model and estimate several, _dependent_ count processes, using granular data. Specifically, we develop a multivariate Cox process with shot noise intensities to jointly model the arrival process of…

风险管理 · 定量金融 2021-08-19 Benjamin Avanzi , Gregory Clive Taylor , Bernard Wong , Xinda Yang

This paper introduces a nonparametric copula-based index for detecting the strength and monotonicity structure of linear and nonlinear statistical dependence between pairs of random variables or stochastic signals. Our index, termed Copula…

机器学习 · 统计学 2020-02-25 Kiran Karra , Lamine Mili

For marine biologists, ascertaining the dependence structures between marine species and marine environments, such as sea surface temperature and ocean depth, is imperative for defining ecosystem functioning and providing insights into the…

统计方法学 · 统计学 2026-02-23 Tomotaka Momozaki , Tomoyuki Nakagawa , Shonosuke Sugasawa , Hiroko Kato Solvang

We perform the linear stability analysis for a new model for poromechanical processes with inertia (formulated in mixed form using the solid deformation, fluid pressure, and total pressure) interacting with diffusing and reacting solutes…

We propose a novel centrality definition-independent method for analyzing higher-order cumulants, specifically addressing the challenge of volume fluctuations that dominate in low-energy heavy-ion collisions. This method reconstructs…

数据分析、统计与概率 · 物理学 2025-11-11 Zhaohui Wang , Xiaofeng Luo

The carbon capture, utilization, and storage (CCUS) framework is an essential component in reducing greenhouse gas emissions, with its success hinging on the comprehensive knowledge of subsurface geology and geomechanics. Passive seismic…

地球物理 · 物理学 2024-11-06 Hanchen Wang , Yinpeng Chen , Tariq Alkhalifah , Ting Chen , Youzuo Lin , David Alumbaugh

Building higher-dimensional copulas is generally recognized as a difficult problem. Regular-vines using bivariate copulas provide a flexible class of high-dimensional dependency models. In large dimensions, the drawback of the model is the…

统计理论 · 数学 2012-06-07 Edith Kovacs , Tamas Szantai

The simulation of complex quantum systems on a quantum computer is studied, taking the kicked Harper model as an example. This well-studied system has a rich variety of dynamical behavior depending on parameters, displays interesting…

量子物理 · 物理学 2007-05-23 Benjamin Levi , Bertrand Georgeot

Statistical independence and conditional independence are two fundamental concepts in statistics and machine learning. Copula Entropy is a mathematical concept defined by Ma and Sun for multivariate statistical independence measuring and…

统计计算 · 统计学 2021-03-30 Jian Ma

Copulas, generalized estimating equations, and generalized linear mixed models promote the analysis of grouped data where non-normal responses are correlated. Unfortunately, parameter estimation remains challenging in these three…

统计方法学 · 统计学 2024-10-16 Sarah S. Ji , Benjamin B. Chu , Hua Zhou , Kenneth Lange