[HTML][HTML] Forecasting: theory and practice
Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …
uncertainty that surrounds the future is both exciting and challenging, with individuals and …
Vine copula based modeling
With the availability of massive multivariate data comes a need to develop flexible
multivariate distribution classes. The copula approach allows marginal models to be …
multivariate distribution classes. The copula approach allows marginal models to be …
So many variables: joint modeling in community ecology
Technological advances have enabled a new class of multivariate models for ecology, with
the potential now to specify a statistical model for abundances jointly across many taxa, to …
the potential now to specify a statistical model for abundances jointly across many taxa, to …
[KİTAP][B] Dependence modeling with copulas
H Joe - 2014 - books.google.com
Dependence Modeling with Copulas covers the substantial advances that have taken place
in the field during the last 15 years, including vine copula modeling of high-dimensional …
in the field during the last 15 years, including vine copula modeling of high-dimensional …
Data-driven polynomial chaos expansion for machine learning regression
We present a regression technique for data-driven problems based on polynomial chaos
expansion (PCE). PCE is a popular technique in the field of uncertainty quantification (UQ) …
expansion (PCE). PCE is a popular technique in the field of uncertainty quantification (UQ) …
A review of multivariate distributions for count data derived from the Poisson distribution
The Poisson distribution has been widely studied and used for modeling univariate count‐
valued data. However, multivariate generalizations of the Poisson distribution that permit …
valued data. However, multivariate generalizations of the Poisson distribution that permit …
Modeling customer opt-in and opt-out in a permission-based marketing context
The rise of new media is hel** marketers evolve from digital to interactive marketing,
which facilitates a two-way communication between marketers and customers without …
which facilitates a two-way communication between marketers and customers without …
Multivariate frequency-severity regression models in insurance
In insurance and related industries including healthcare, it is common to have several
outcome measures that the analyst wishes to understand using explanatory variables. For …
outcome measures that the analyst wishes to understand using explanatory variables. For …
A general framework for data-driven uncertainty quantification under complex input dependencies using vine copulas
Abstract Systems subject to uncertain inputs produce uncertain responses. Uncertainty
quantification (UQ) deals with the estimation of statistics of the system response, given a …
quantification (UQ) deals with the estimation of statistics of the system response, given a …
Selection of vine copulas
Vine copula models have proven themselves as a very flexible class of multivariate copula
models with regard to symmetry and tail dependence for pairs of variables. The full …
models with regard to symmetry and tail dependence for pairs of variables. The full …