相关论文: Marshall-Olkin exponential shock model covering al…
We present multi-adaptive versions of the standard continuous and discontinuous Galerkin methods for ODEs. Taking adaptivity one step further, we allow for individual time-steps, order and quadrature, so that in particular each individual…
Due to globalization and relaxed market regulation, we have assisted to an increasing of extremal dependence in international markets. As a consequence, several measures of tail dependence have been stated in literature in recent years,…
A function-on-function regression model with quadratic and interaction effects of the covariates provides a more flexible model. Despite several attempts to estimate the model's parameters, almost all existing estimation strategies are…
We propose a multiple relaxation time Boltzmann equation collision model by systematically assigning a separate relaxation time to each of the central moments of the distribution function. The Chapman-Enskog calculation leads to correct…
Existing theory for multivariate extreme values focuses upon characterizations of the distributional tails when all components of a random vector, standardized to identical margins, grow at the same rate. In this paper, we consider the…
The validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specification of a likelihood function. Deviations from such…
Measuring the contribution of a bank or an insurance company to overall systemic risk is a key concern, particularly in the aftermath of the 2007--2009 financial crisis and the 2020 downturn. In this paper, we derive worst-case and…
In this paper, we provide a generalized framework for Variational Inference-Stochastic Optimal Control by using thenon-extensive Tsallis divergence. By incorporating the deformed exponential function into the optimality likelihood function,…
We apply an improved Taylor expansion method, which is a variational scheme to the Ising model in two dimensions. This method enables us to evaluate the free energy and magnetization in strong coupling regions from the weak coupling…
A rigorous unified perspective of cohesive zone models is presented, including and comparing potential-based and non potential-based formulations, and encompassing known examples studied in literature. The main novelty of the work consists…
We present a new enriched Galerkin (EG) scheme for the Stokes equations based on piecewise linear elements for the velocity unknowns and piecewise constant elements for the pressure. The proposed EG method augments the conforming piecewise…
Understanding the structure of weighted signed networks is essential for analysing social systems in which relationships vary both in sign and strength. Despite significant advances in statistical network analysis, there is still a lack of…
In this paper we propose a new lifetime model, called the odd generalized exponential gompertz distribution, We obtain some of its mathematical properties. Some structural properties of the new distribution are studied. The method of…
A new class of copulas, termed the MGL copula class, is introduced. The new copula originates from extracting the dependence function of the multivariate generalized log-Moyal-gamma distribution whose marginals follow the univariate…
This paper summarizes the state of knowledge and ongoing research on methods and techniques for resilience evaluation, taking into account the resilience-scaling challenges and properties related to the ubiquitous computerized systems. We…
This paper develops robust inference methods for predictive regressions that address key challenges posed by endogenously persistent or heavy-tailed regressors, as well as persistent volatility in errors. Building on the Cauchy estimation…
We propose a model for the density statistics in supersonic turbulence, which play a crucial role in star-formation and the physics of the interstellar medium (ISM). Motivated by [Hopkins, MNRAS, 430, 1880 (2013)], the model considers the…
We introduce and analyze a stress-based formulation for Zener's model in linear viscoelasticity. The method is aimed to tackle efficiently heterogeneous materials that admit purely elastic and viscoelastic parts in their composition. We…
The paper presents a new copula based method for measuring dependence between random variables. Our approach extends the Maximum Mean Discrepancy to the copula of the joint distribution. We prove that this approach has several advantageous…
In this contribution, a variational diffuse modeling framework for cracks in heterogeneous media is presented. A static order parameter smoothly bridges the discontinuity at material interfaces, while an evolving phase-field captures the…