Simplified vine copula models: State of science and affairs
Risk SciencesVine copula models have become highly popular practical tools for modeling multivariate dependencies. To maintain tractability, a commonly employed simplifying assumption is that conditional copulas remain unchanged by the conditioning variables.
Thomas Nagler
doaj +1 more source
Learning Vine Copula Models for Synthetic Data Generation
Proceedings of the AAAI Conference on Artificial Intelligence, 2019 A vine copula model is a flexible high-dimensional dependence model which uses only bivariate building blocks. However, the number of possible configurations of a vine copula grows exponentially as the number of variables increases, making model selection a major challenge in development.
Yi Sun +2 more
openaire +3 more sources
Mixed vine copula flows for flexible modeling of neural dependencies. [PDF]
Front Neurosci, 2022 Mitskopoulos L, Amvrosiadis T, Onken A.
europepmc +1 more source
Copula Modeling of COVID-19 Excess Mortality
RisksCOVID-19’s effects on mortality are hard to quantify. Issues with attribution can cause problems with resulting conclusions. Analyzing excess mortality addresses this concern and allows for the analysis of broader effects of the pandemic.
Jonas Asplund, Arkady Shemyakin
doaj +1 more source
Engine remaining useful life prediction model based on R-Vine copula with multi-sensor data. [PDF]
Heliyon, 2023 Liu S, Jiang H.
europepmc +1 more source
Investigation of Corticomuscular Functional Coupling during Hand Movements Using Vine Copula. [PDF]
Brain Sci, 2022 Ye F, Ding J, Chen K, Xi X.
europepmc +1 more source
Random Traffic Flow Simulation of Heavy Vehicles Based on R-Vine Copula Model and Improved Latin Hypercube Sampling Method. [PDF]
Sensors (Basel), 2023 Lu H, Sun D, Hao J.
europepmc +1 more source
RELIABILITY ANALYSIS OF FAILURE RELATED MECHANICAL PARTS BASED ON VINE COPULA MODEL
Jixie qiangdu, 2019 Aiming at mechanical parts for multi-failure modes,the advantages of using Copula functions to describe correlations,a reliability modeling method for multi-failure mode related mechanical parts is proposed.
HU QiGuo, ZHOU Song
doaj
A D-vine copula-based quantile regression model with spatial dependence for COVID-19 infection rate in Italy. [PDF]
Spat Stat, 2022 D'Urso P, De Giovanni L, Vitale V.
europepmc +1 more source
Contributions to Vine-Copula Modeling
, 2022 Regular vine-copula models (R-vines) are a powerful statistical tool for modeling thedependence structure of multivariate distribution functions. In particular, they allow modelingdierent types of dependencies among random variables independently of their marginaldistributions, which is deemed the most valued characteristic of these models.
openaire +1 more source