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Learning Vine Copula Models for Synthetic Data Generation

Yi Sun, Alfredo Cuesta-Infante, Kalyan Veeramachaneni
2019 PROCEEDINGS OF THE THIRTIETH AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE AND THE TWENTY-EIGHTH INNOVATIVE APPLICATIONS OF ARTIFICIAL INTELLIGENCE CONFERENCE  
We use neural network to find the embeddings for the best possible vine model and generate a structure.  ...  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.  ...  A vine copula classifier has performed competitively compared to the four best classification methods presented at the Mind Reading Challenge Competition 2011 (Carrera, Santana, and Lozano 2016) .  ... 
doi:10.1609/aaai.v33i01.33015049 fatcat:54bzezpeenbrhkocfd4fd7foay

Learning Vine Copula Models For Synthetic Data Generation [article]

Yi Sun, Alfredo Cuesta-Infante, Kalyan Veeramachaneni
2018 arXiv   pre-print
We use neural network to find the embeddings for the best possible vine model and generate a structure.  ...  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.  ...  A vine copula classifier has performed competitively compared to the four best classification methods presented at the Mind Reading Challenge Competition 2011 (Carrera, Santana, and Lozano 2016) .  ... 
arXiv:1812.01226v1 fatcat:hl5hfnq2hjbjzo3kejf7ea7vc4

From Dependence to Causation [article]

David Lopez-Paz
2016 arXiv   pre-print
This thesis advances the art of causal inference in three different ways. First, we develop a framework for the study of statistical dependence based on copulas and random features.  ...  Causal inference is the problem of uncovering the cause-effect relationships between the variables of a data generating system.  ...  classifiers well suited for our problem.  ... 
arXiv:1607.03300v1 fatcat:img5m23n5ncx5mfejgqkjft2ua

Segmented Generative Networks: Data Generation in the Uniform Probability Space

Nunzio A. Letizia, Andrea M. Tonello
2020 IEEE Transactions on Neural Networks and Learning Systems  
Inspired by the known stochastic method to generate correlated data, we develop a segmented approach for the generation of dependent data, exploiting the concept of copula.  ...  The generation process is split into two frames: one embedding the covariance or copula information in the uniform probability space, and the other embedding the marginal distribution information in the  ...  Before introducing the approach chosen for solving problem (12), we focus on the particular properties that p u and qû have, recalling the concept of copula.  ... 
doi:10.1109/tnnls.2020.3042380 pmid:33332279 fatcat:6d5e4hxuurgmpc522jb7hlwo4i

Comparison and Classification of Flexible Distributions for Multivariate Skew and Heavy-Tailed Data

Slađana Babić, Christophe Ley, David Veredas
2019 Symmetry  
We present, compare and classify popular families of flexible multivariate distributions.  ...  We compare the families both theoretically (relevant properties and distinctive features) and with a Monte Carlo study (comparing the fitting abilities in finite samples).  ...  Acknowledgments: We thank two anonymous referees for insightful comments that improved the quality of the article. Conflicts of Interest: The authors declare no conflict of interest.  ... 
doi:10.3390/sym11101216 fatcat:x6oizhnhlfeplcn2vh3goysjpa

Vol. 12, No. 2 (Full Issue)

2013 Journal of Modern Applied Statistical Methods  
In order for the test statistic to provide valid results leading to sound and reliable conclusions this requirement must be satisfied.  ...  In the not too distant past, it was claimed that violations of normality would not likely jeopardize scientific findings (  ...  Kjersti Aas for helpful comments.  ... 
doi:10.22237/jmasm/1383280140 fatcat:d3jjp2bn2zdbfh5klhp6miklqa

Thought and Things or Genetic Logic

G. A. TAWNEY
1910 Science  
ORMOND BUTLER'S "Observations on the California Vine Disease" (Mem. Torr. Bot.  ...  Knowing, for the knower, involves continual reference, according to Baldwin, to similar knowing processes dealing with the same material and going on actually or possibly in other minds; it involves, in  ... 
doi:10.1126/science.32.812.115 fatcat:j5mrzmj2bjbntcumomdryad7j4

Bayesian binary quantile regression for the analysis of Bachelor-to-Master transition

Cristina Mollica, Lea Petrella
2016 Journal of Applied Statistics  
methods for Predictive and Exploratory Path modeling  ...  The teams act autonomously within the framework of the WG in order to promote their own research agenda. Their activities are endorsed by the WG.  ...  In particular we use the class of vine copulas, which overcome limitations of the popular elliptical and Archimedean copulas.  ... 
doi:10.1080/02664763.2016.1263835 fatcat:l5eyielgxrct7hq5ljqeej5ccy

Outlines of Work for Each School Year

1905 The Elementary School Teacher  
Reading.-The reading may be classified under two divisions: I.  ...  Predicate--attribute and copula; appreciation of this in every predicate, whether consisting of the pure copula and the attribute, or of one word containing both ideas.  ...  Winter Quarter: In this quarter the emphasis is transferred to the economic and industrial conditions in the West, and the territorial expansion; the demand for a market, and for the right to navigate  ... 
fatcat:7cy5x4gn5ngafcgnuawf6fqg3i

Random-projection ensemble classification

Timothy I. Cannings, Richard J. Samworth
2017 Journal of The Royal Statistical Society Series B-statistical Methodology  
We introduce a very general method for high dimensional classification, based on careful combination of the results of applying an arbitrary base classifier to random projections of the feature vectors  ...  Our random-projection ensemble classifier then aggregates the results of applying the base classifier on the selected projections, with a data-driven voting threshold to determine the final assignment.  ...  The authors thank Rajen Shah, Ming Yuan and the reviewers for helpful comments.  ... 
doi:10.1111/rssb.12228 fatcat:wme4yle7vrfg3f3twsor6ftgaa

Cryptocurrency trading: a comprehensive survey

Fan Fang, Carmine Ventre, Michail Basios, Leslie Kanthan, David Martinez-Rego, Fan Wu, Lingbo Li
2022 Financial Innovation  
AbstractIn recent years, the tendency of the number of financial institutions to include cryptocurrencies in their portfolios has accelerated.  ...  Cryptocurrencies are the first pure digital assets to be included by asset managers.  ...  Trucíos et al. (247) proposed a methodology based on vine copulas and robust volatility models to estimate the Value-at-Risk (VaR) and Expected Shortfall (ES) of cryptocurrency portfolios.  ... 
doi:10.1186/s40854-021-00321-6 fatcat:d3d2pkxy5fgcfa4s6gi4h2snua

Forecasting: theory and practice [article]

Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, Mohamed Zied Babai, Devon K. Barrow, Souhaib Ben Taieb, Christoph Bergmeir, Ricardo J. Bessa, Jakub Bijak, John E. Boylan, Jethro Browell, Claudio Carnevale (+68 others)
2022 arXiv   pre-print
Given its encyclopedic nature, the intended mode of reading is non-linear. We offer cross-references to allow the readers to navigate through the various topics.  ...  However, we wish that our encyclopedic presentation will offer a point of reference for the rich work that has been undertaken over the last decades, with some key insights for the future of forecasting  ...  For rigorous topics on copula introduction (Nelsen, 2006; Trivedi and Zimmer, 2007; Joe, 1997) , copula modelling techniques (Durante and Sempi, 2015) , vine copulas (Joe, 2014) , review on frequentist  ... 
arXiv:2012.03854v4 fatcat:p32c67sy65cfdejq7ndfs3g7dm

Vol. 12, No. 1 (Full Issue)

2013 Journal of Modern Applied Statistical Methods  
validity is independent of the concept of Type I error.  ...  To counter past assertions that permutation testing is not distribution-free, this article clarifies that the critical p value (alpha) in permutation testing is not a Type I error rate and that a test's  ...  Acknowledgements The authors are grateful to Al Ozonoff for helpful discussions of the problem and review of the article.  ... 
doi:10.22237/jmasm/1367382600 fatcat:biey642nx5cp5du57nd3wfjcau

Focalizing ser ('to be') in Colombian Spanish

Dunia Catalina Méndez Vallejo
2011 Studies in Hispanic and Lusophone Linguistics  
Kato claims that the FS has a copula in the numeration (along with a functional focus head F) to allow contrastive focus readings.  ...  way they found him w wa as s alive' This poses a very difficult problem for the analysis shown in section 1.4.2.  ...  for the occurrence of the FS (Pronouns: 1/22; 5%= .065; NPs: 63/267; 24%=.386; Others: 2/12; 17%= .281).  ... 
doi:10.1515/shll-2011-1115 fatcat:e6622xnq5nbbhocubwh6ycrdj4

Old English and Old Norwegian noun phrases with two attributive adjectives

Kristin Bech
2017 Bergen Language and Linguistics Studies  
An overview of the frequency of various word order constellations will be given, before we zoom in on one of them, namely the construction Adjective – Adjective – Noun, i.e. noun phrases in which two prenominal  ...  The topic of this paper is Old English and Old Norwegian noun phrases containing two attributive adjectives.  ...  Acknowledgements I thank two anonymous reviewers and Hildegunn Dirdal for useful comments, Paul Meurer for help in narrowing down the INESS queries for Old Norwegian, Ann Taylor for help with some particularly  ... 
doi:10.15845/bells.v8i1.1326 fatcat:mgmycqb7vveupkumxf3cx2saay
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