Copulas in Machine Learning

DOI10.1007/978-3-642-35407-6_3zbMath1272.68342OpenAlexW188587608MaRDI QIDQ2849524

Gal Elidan

Publication date: 20 September 2013

Published in: Copulae in Mathematical and Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-35407-6_3

zbMATH Keywords

probabilistic graphical modelscopula-based constructions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (5)

Unnamed Item ⋮ Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas ⋮ Multivariate dependent interval finite element analysis via convex hull pair constructions and the extended transformation method ⋮ Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts ⋮ Bayesian Inference in Cumulative Distribution Fields

Uses Software

• UCI-ml
• glasso

Cites Work

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• Pair-copula constructions of multiple dependence
• Sparse inverse covariance estimation with the graphical lasso
• Mining and visualising ordinal data with non-parametric continuous BBNs
• On nonparametric measures of dependence for random variables
• Copulas and Markov processes
• Estimating the dimension of a model
• Vines -- a new graphical model for dependent random variables.
• Sparse permutation invariant covariance estimation
• A Bayesian analysis of some nonparametric problems
• Truncated regular vines in high dimensions with application to financial data
• Copula Component Analysis
• Sparse Additive Models
• Approximating discrete probability distributions with dependence trees

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