Ben Ghorbal, Anis Grine, Azedine Elbatal, Ibrahim Almetwally, Ehab M. Eid, Marwa M. El-Kenawy, El-Sayed M.
Published in
Frontiers in Environmental Science
Particularly, environmental pollution, such as air pollution, is still a significant issue of concern all over the world and thus requires the identification of good models for prediction to enable management. Blind Source Separation (BSS), Copula functions, and Long Short-Term Memory (LSTM) network integrated with the Greylag Goose Optimization (G...
bubák, milan
Práce se zabývá kopulemi z pohledu jejich entropie. Nejprve jsou definovány klíčové pojmy. Následně je definována optimalizační úloha, která je řešena, nejprve pro n-dimenzionální interval, kde vyjde ,že maximální entropie se nabývá při konstantní hustotě pravděpodobnosti. To umožní zjednodušení optimalizace spojité účelové funkce, entropie, na opt...
Tomilina, Ekaterina Mazo, Gildas Jaffrezic, Florence
Large-scale heterogeneous data integration for network inference is a key methodological challenge, especially in the context of multi-omic data analysis. We propose here a novel procedure based on the copula theory which allows the joint analysis of data of various types (continuous, discrete, etc.) The proposed estimation procedure is semi- param...
Wang, Yumiao Yuan, Xing Liu, Yuxiu Wang, Wenyan
Published in
Environmental Research Letters
An unprecedented soil moisture drought broke out over the Yangtze River basin (YRB) in the summer of 2022 and lasted until the spring of 2023, caused great economic losses and serious environmental issues. With the rapid onset and long-lasting duration, the mega soil drought challenges the current seasonal prediction capacity. Whether the state-of-...
Kokol-Bukovšek, Damjana Mojškerc, Blaž Stopar, Nik
We answer a 15-year-old open question about the exact upper bound for bivariate copulas with a given diagonal section by giving an explicit formula for this bound. As an application, we determine the maximal asymmetry of bivariate copulas with a given diagonal section and construct a copula that attains it. We derive a formula for the maximal asymm...
Levine, Michael Mazo, Gildas
In this manuscript, we consider a finite multivariate nonparametric mixture model where the dependence between the marginal densities is modeled using the copula device. Pseudo EM (Expectation-Maximization) stochastic algorithms were recently proposed to estimate all of the components of this model under a location-scale constraint on the marginals...
Horsman, Niels (author)
The pair-copula Bayesian network (PCBN) is a Bayesian network (BN) where the conditional probability functions are modeled using pair-copula constructions. By assigning bivariate conditional copulas to the arcs of the BN, one finds a proper joint density which can flexibly model all kinds of dependence structures. It is a known problem that the PCB...
Pal, Barbara
Diplomsko delo se osredotoča na analizo mer skladnosti kot pomembnega orodja za merjenje in razumevanje odvisnosti med slučajnimi spremenljivkami. V delu najprej definiramo kopule, matematične strukture, ki omogočajo opis povezave med slučajnimi spremenljivkami neodvisno od njihovih robnih porazdelitev. Skozi Sklarov izrek pokažemo povezavo med kop...
Praček, Martin
Magistrsko delo se osredotoča na kapitalske zahteve za zavarovalnice in pozavarovalnice in zakaj jih potrebujemo. Prikazana je razlika med uporabo in implementacijo standardne formule ter lastnega internega modela. Natančneje pogledamo tudi notranje modele in potek do njihove validacije. Pri tem pogledamo še kopule in njihovo uporabo v validaciji.
Yi, Bingqing
Copulas are mathematical tools for modeling the dependence between the components of a random vector. They are frequently used in fields such as finance, economics, and risk management. Chapter 1 and 2 of this thesis provide a review of the main results in the study of copulas including their basic properties, estimation methods, the empirical copu...
