相关论文: Outer power transformations of hierarchical Archim…

Conformal Prediction (CP) is a popular method for uncertainty quantification that converts a pretrained model's point prediction into a prediction set, with the set size reflecting the model's confidence. Although existing CP methods are…

We study the adaptive estimation of copula correlation matrix $\Sigma$ for the semi-parametric elliptical copula model. In this context, the correlations are connected to Kendall's tau through a sine function transformation. Hence, a…

Employing the framework of regular variation, we propose two decompositions which help to summarize and describel high-dimensional tail dependence. Via transformation, we define a vector space on the positive orthant, yielding the notion of…

We propose a flexible copula model to describe changes with a covariate in the dependence structure of (conditionally exchangeable) random variables. The starting point is a spline approximation to the generator of an Archimedean copula.…

Every copula $ C $ for a random vector $ {\bf X}=(X_1,\dots,X_d) $ with identically distributed coordinates determines a unique copula $ C_{:d} $ for its order statistic $ {\bf X}_{:d}=(X_{1:d},\dots,X_{d:d}) $. In the present paper we…

The classical tail dependence coefficient (TDC) may fail to capture non-exchangeable features of tail dependence due to its restrictive focus on the diagonal of the underlying copula. To address this limitation, the framework of path-based…

The quantitative analysis of financial time series often reveals two distinct features that standard Gaussian frameworks fail to capture: heavy-tailed marginal distributions and the phenomenon of extreme co-movements.While extreme value…

We propose pair copula constructed point-optimal sign tests in the context of linear and nonlinear predictive regressions with endogenous, persistent regressors, and disturbances exhibiting serial (nonlinear) dependence. The proposed…

In situations where both extreme and non-extreme data are of interest, modelling the whole data set accurately is important. In a univariate framework, modelling the bulk and tail of a distribution has been extensively studied before.…

Optimal pulse patterns (OPPs) are a modulation method in which the switching angles and levels of a switching signal are computed via an offline optimization procedure to minimize a performance metric, typically the harmonic distortions of…

In topology, a torus remains invariant under certain non-trivial transformations known as modular transformations. In the context of topologically ordered quantum states of matter, these transformations encode the braiding statistics and…

In this paper, we develop a comprehensive asymptotic and bootstrap theory for checkerboard-based estimation of lower and upper tail copulas under unknown marginal distributions. The estimator is constructed via local bilinear (checkerboard)…

Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in…

AC optimal transmission switching (AC-OTS) is a computationally challenging problem due to the nonconvexity and nonlinearity of AC power-flow (PF) equations coupled with a large number of binary variables. A computationally efficient…

Solving the AC optimal power flow problem (AC-OPF) is critical to the efficient and safe planning and operation of power grids. Small efficiency improvements in this domain have the potential to lead to billions of dollars of cost savings,…

Motivated by applications to critical phenomena and open theoretical questions, we study conformal field theories with $O(m)\times O(n)$ global symmetry in $d=3$ spacetime dimensions. We use both analytic and numerical bootstrap techniques.…

This paper studies the extreme dependencies between energy, agriculture and metal commodity markets, with a focus on local co-movements, allowing the identification of asymmetries and changing trend in the degree of co-movements. More…

Recently, Miller et al. (2021) and Baek et al. (2022) empirically demonstrated strong linear correlations between in-distribution (ID) versus out-of-distribution (OOD) accuracy and agreement. These trends, coined accuracy-on-the-line (ACL)…

Many practical planning and operational applications in power systems require simultaneous consideration of a large number of operating conditions or Multi-Scenario AC-Optimal Power Flow (MS-AC-OPF) solution. However, when the number of…

Gaussian scale mixtures are constructed as Gaussian processes with a random variance. They have non-Gaussian marginals and can exhibit asymptotic dependence unlike Gaussian processes, which are asymptotically independent except in the case…