Results 121 to 130 of about 2,059 (191)

Learning Continuous Decomposable Models Using Mutual Information and Statistical Copulas. [PDF]

Entropy (Basel)
Desuó Neto L, de Oliveira Caetano H, de Souza Sant'Anna Fogliatto M, Dias Maciel C.   +3 more
europepmc   +1 more source

Markov Determinantal Point Process for Dynamic Random Sets

Journal of Time Series Analysis, Volume 47, Issue 4, Page 784-802, July 2026.
ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley   +1 more source

Dynamic copula Bayesian network predictive model for assessing the impact of initiative programs on child undernutrition in Ethiopia, 2009-2016. [PDF]

BMC Public Health
Begashaw GB, Zewotir T, Fenta HM, Asmamaw MA.   +3 more
europepmc   +1 more source

Robust Bernoulli Mixture Models for Credit Portfolio Risk

Mathematical Finance, Volume 36, Issue 3, Page 528-543, July 2026.
ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley   +1 more source

Data-Driven Chance-Constrained Mixed Integer Nonlinear Bi-level Optimisation Via Copulas: Application To Integrated Planning And Scheduling Problems. [PDF]

Syst Control Trans
Johnn SN, Nikkhah H, Tsai ML, Avraamidou S, Beykal B, Charitopoulos VM.   +5 more
europepmc   +1 more source

Volcanic Forcing Amplifies Extreme Wet‐to‐Dry in Pre‐Flood South China Driven by Internal Variability

Geophysical Research Letters, Volume 53, Issue 11, 16 June 2026.
Abstract Dry‐wet whiplash events profoundly impact society and the environment, yet their attribution remain poorly understood. This study reveals that the unprecedented interannual wet‐to‐dry transition (return period: 979.2 years) in South China's 1962–1963 pre‐flood season is co‐driven by internal variability and volcanic forcing.
Qi Wen, Yan Li, Mengying Du, Jiahao Li, Zhilan Wang, Xiaodan Guan   +5 more
wiley   +1 more source

Modelling dependent censoring in time-to-event data using boosting copula regression. [PDF]

Lifetime Data Anal
Strömer A, Klein N, Van Keilegom I, Mayr A.   +3 more
europepmc   +1 more source

Large‐Scale Moisture Circulation Index Related to Socioeconomic Drought and Its Subseasonal Forecast Skill in the Asian Monsoon Rainy Season

Journal of Geophysical Research: Atmospheres, Volume 131, Issue 11, 16 June 2026.
Abstract Socioeconomic drought, which occurs when water demand exceeds available supply and often leads to water withdrawal restrictions, affects water resource management. However, the relationship between large‐scale moisture circulation and the occurrence of socioeconomic drought has not been well understood. In this study, we focused on the Yoshino
Yuta Tamaki, Noriko N. Ishizaki
wiley   +1 more source

A Practical Guide to Endogeneity Correction Using Copulas. [PDF]

J Mark
Qian Y, Koschmann A, Xie H.
europepmc   +1 more source

The Multiscale Non‐Gaussian Statistics of Free‐Running 1000‐Member General Circulation Model Ensembles

Atmospheric Science Letters, Volume 27, Issue 6, June 2026.
This study investigates the multiscale evolution of forecast distributions using 1000‐member global circulation model ensembles. Initially different distributions converge to the same time‐varying equilibrium distribution, and the equilibration time scale noticeably exceeds the variance saturation time. Prior to equilibration, the forecast distribution
Man‐Yau Chan, Hristo G. Chipilski, Jack Schwartz, Max Albrecht, Aiden Ridgway, Saurav Dey Shuvo   +5 more
wiley   +1 more source