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pro vyhledávání: '"Multivariate dependence"'
Akademický článek
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Autor:
Xu, Jia, Cao, Longbing
We address an important yet challenging problem - modeling high-dimensional dependencies across multivariates such as financial indicators in heterogeneous markets. In reality, a market couples and influences others over time, and the financial varia
Externí odkaz:
http://arxiv.org/abs/2305.08778
Akademický článek
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Publikováno v:
In International Journal of Electrical Power and Energy Systems June 2024 157
We discuss how MultiFIT, the Multiscale Fisher's Independence Test for Multivariate Dependence proposed by Gorsky and Ma (2022), compares to existing linear-time kernel tests based on the Hilbert-Schmidt independence criterion (HSIC). We highlight th
Externí odkaz:
http://arxiv.org/abs/2206.11142
Autor:
Berrett, Thomas B
Invited discussion for Biometrika of 'Multivariate Fisher's independence test for multivariate dependence' by Gorsky and Ma (2022).
Comment: 4 pages
Comment: 4 pages
Externí odkaz:
http://arxiv.org/abs/2205.00992
The multiscale Fisher's independence test (MULTIFIT hereafter) proposed by Gorsky & Ma (2022) is a novel method to test independence between two random vectors. By its design, this test is particularly useful in detecting local dependence. Moreover,
Externí odkaz:
http://arxiv.org/abs/2204.12319
This paper examines the dependence between electricity prices, demand, and renewable energy sources by means of a multivariate copula model {while studying Germany, the widest studied market in Europe}. The inter-dependencies are investigated in-dept
Externí odkaz:
http://arxiv.org/abs/2201.01132
Publikováno v:
IEEE transactions on neural networks and learning systems [IEEE Trans Neural Netw Learn Syst] 2024 Nov; Vol. 35 (11), pp. 16233-16247. Date of Electronic Publication: 2024 Oct 29.
Autor:
Abinash Bal, Santanu Misra, Manab Mukherjee, Tapas Kumar Dutta, Debasis Sen, Abhijit Patra, Elangovan Raja
Publikováno v:
Frontiers in Earth Science, Vol 11 (2023)
Heterogeneous nanopore structure and distribution regulate the gas trapping, desorption kinetics, and diffusion in shale matrices. In shale, pores range from continuous micro- and mesopore size distributions, varying with organic (total organic matte
Externí odkaz:
https://doaj.org/article/fac97eacc1e14860a9a10f31e36779ac