相关论文: Outer power transformations of hierarchical Archim…

Parametric copula families have been known to flexibly capture various dependence patterns, e.g., either positive or negative dependence in either the lower or upper tails of bivariate distributions. In this paper, our objective is to…

Over the last few decades power law distributions have been suggested as forming generative mechanisms in a variety of disparate fields, such as, astrophysics, criminology and database curation. However, fitting these heavy tailed…

Effective power flow modeling critically affects the ability to efficiently solve large-scale grid optimization problems, especially those with topology-related decision variables. In this work, we put forth a generative modeling approach…

The Optimal power flow (OPF) problem contains many constraints. However, equality constraints along with a limited set of active inequality constraints encompass sufficient information to determine the feasible space of the problem. In this…

The tail-dependence compatibility problem is introduced. It raises the question whether a given $d\times d$-matrix of entries in the unit interval is the matrix of pairwise tail-dependence coefficients of a $d$-dimensional random vector.…

This article proposes a space-efficient approximation to empirical tail dependence coefficients of an indefinite bivariate stream of data. The approximation, which has stream-length invariant error bounds, utilises recent work on the…

The stable tail dependence function provides a full characterization of the extremal dependence structures. Unfortunately, the estimation of the stable tail dependence function often suffers from significant bias, whose scale relates to the…

There are many ways of measuring and modeling tail-dependence in random vectors: from the general framework of multivariate regular variation and the flexible class of max-stable vectors down to simple and concise summary measures like the…

No existing nested Archimedean copula tool handles all three of (a) arbitrary per-variable (right-)censoring in survival analysis, (b) arbitrary nesting trees, and (c) exact parameter gradients. Existing implementations handle only…

Higher levels of renewable electricity generation increase uncertainty in power system operation. To ensure secure system operation, new tools that account for this uncertainty are required. In this paper, we formulate a chance-constrained…

Background: In clinical research, the Bland-Altman analysis is commonly used to assess agreement of metric measurements made by two or more techniques, devices or methods. The approach can also deal with repeated measurements per subject or…

Copula-based dependence modeling often relies on parametric formulations. This is mathematically convenient, but can be statistically inefficient when the parametric families are not suitable for the data and model in focus. A Bayesian…

DC Optimal Power Flow (DC-OPF) problems optimize the generators' active power setpoints while satisfying constraints based on the DC power flow linearization. The computational tractability advantages of DC-OPF problems come at the expense…

Recently there has been considerable progress on the analysis of stability and performance properties of so-called economic Nonlinear Model Predictive Control (NMPC) schemes; i.e. NMPC schemes employing stage costs that are not directly…

The goal of this paper is to develop a measure for characterizing complex dependence between stationary time series that cannot be captured by traditional measures such as correlation and coherence. Our approach is to use copula models of…

Alternating-Current Optimal Power Flow (AC-OPF) is an optimization problem critical for planning and operating the power grid. The problem is traditionally formulated using only continuous variables. Typically, control devices with…

We apply the numerical conformal bootstrap to correlators of Coulomb and Higgs branch operators in $4d$ $\mathcal{N}=2$ superconformal theories. We start by revisiting previous results on single correlators of Coulomb branch operators. In…

In this paper, we revisit the notion of partial copula, originally introduced to test conditional independence, highlighting its capability to represent the dependence between two random variables after removing their dependence with a…

Adaptive Computation (AC) has been shown to be effective in improving the efficiency of Open-Domain Question Answering (ODQA) systems. However, current AC approaches require tuning of all model parameters, and training state-of-the-art ODQA…

This paper proposes a higher-order multiscale computational method for nonlinear thermo-electric coupling problems of composite structures, which possess temperature-dependent material properties and nonlinear Joule heating. The innovative…