相关论文: On pairwise interaction multivariate Pareto models
As the availability and importance of temporal interaction data--such as email communication--increases, it becomes increasingly important to understand the underlying structure that underpins these interactions. Often these interactions…
We study stochastic pairwise interaction network systems whereby a finite population of agents, identified with the nodes of a graph, update their states in response to both individual mutations and pairwise interactions with their…
While relations among individuals make an important part of data with scientific and business interests, existing statistical modeling of relational data has mainly been focusing on dyadic relations, i.e., those between two individuals.…
Disease spreading models such as the ubiquitous SIS compartmental model and its numerous variants are widely used to understand and predict the behaviour of a given epidemic or information diffusion process. A common approach to imbue more…
To construct models of large, multivariate complex systems, such as those in biology, one needs to constrain which variables are allowed to interact. This can be viewed as detecting "local" structures among the variables. In the context of…
Studies of collective human behavior in the social sciences, often grounded in details of actions by individuals, have much to offer `social' models from the physical sciences concerning elegant statistical regularities. Drawing on…
The adaptive voter model allows for studying the interplay between homophily, the tendency of like-minded individuals to attract each other, and social influence, the tendency for connected individuals to influence each other. However, it…
Extreme values modeling has attracting the attention of researchers in diverse areas such as the environment, engineering, or finance. Multivariate extreme value distributions are particularly suitable to model the tails of multidimensional…
The complexity of many biological, social and technological systems stems from the richness of the interactions among their units. Over the past decades, a great variety of complex systems has been successfully described as networks whose…
We introduce a new class of heavy-tailed distributions for which any weighted average of independent and identically distributed random variables is larger than one such random variable in (usual) stochastic order. We show that many…
A class of conserved models of wealth distributions are studied where wealth (or money) is assumed to be exchanged between a pair of agents in a population like the elastically colliding molecules of a gas exchanging energy. All sorts of…
A new family of multivariate distributions, which shall be termed multivector variate distributions, based in the family of the multivariate contoured elliptically distribution is proposed. Several particular cases of multivector variate…
The regular variation model for multivariate extremes decomposes the joint distribution of the extremes in polar coordinates in terms of the angles and the norm of the random vector as the product of two independent densities: the angular…
In our simplified description `wealth' is money ($m$). A kinetic theory of gas like model of money is investigated where two agents interact (trade) selectively and exchange some amount of money between them so that sum of their money is…
The article considers the multivariate stochastic orders of upper orthants, lower orthants and positive quadrant dependence (PQD) among simple max-stable distributions and their exponent measures. It is shown for each order that it holds…
In this paper, we estimate the sparse dependence structure in the tail region of a multivariate random vector, potentially of high dimension. The tail dependence is modeled via a graphical model for extremes embedded in the H\"usler-Reiss…
We provide a survey on relational models. Relational models describe complete networked {domains by taking into account global dependencies in the data}. Relational models can lead to more accurate predictions if compared to non-relational…
We consider a Ramsey model with several households with heterogeneous preferences who are able to borrow capital to each other. Since the capital constraints of one household then depends on the others' capital, one can no longer optimize…
Inspired by applications in sports where the skill of players or teams competing against each other varies over time, we propose a probabilistic model of pairwise-comparison outcomes that can capture a wide range of time dynamics. We…
In extreme value statistics, the peaks-over-threshold method is widely used. The method is based on the generalized Pareto distribution characterizing probabilities of exceedances over high thresholds in $\mathbb {R}^d$. We present a…