Copulas in machine learning

DOI10.1007/978-3-642-35407-6_3MaRDI QIDQ2849524zbMATH OpenOpenAlexFDO

Authors 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

copula-based constructionsprobabilistic graphical models

Mathematics Subject Classification ID

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

Recommendations

• An introduction to copulas.
• A compendium of copulas
• Pair-copula constructions of multiple dependence
• Copulas, Characterization, Correlation, and Counterexamples
• scientific article; zbMATH DE number 2053028

Cites work

• A Bayesian analysis of some nonparametric problems
• Approximating discrete probability distributions with dependence trees
• Copula Component Analysis
• Copulas and Markov processes
• Distribution-free continuous Bayesian belief nets
• Estimating the dimension of a model
• Gaussian processes for machine learning.
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 964350 (Why is no real title available?)
• Mining and visualising ordinal data with non-parametric continuous BBNs
• On nonparametric measures of dependence for random variables
• Pair-copula constructions of multiple dependence
• Probabilistic graphical models.
• Sparse additive models
• Sparse inverse covariance estimation with the graphical lasso
• Sparse permutation invariant covariance estimation
• The nonparanormal: semiparametric estimation of high dimensional undirected graphs
• Truncated regular vines in high dimensions with application to financial data
• Vines -- a new graphical model for dependent random variables.

Cited in

(10)

• Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts
• Multivariate dependent interval finite element analysis via convex hull pair constructions and the extended transformation method
• Modeling of acoustic signal energies with a generalized Frank copula. A linguistic conjecture is reviewed
• scientific article; zbMATH DE number 1927171 (Why is no real title available?)
• Normalizing flows for probabilistic modeling and inference
• Bayesian inference in cumulative distribution fields
• Assessing high-risk scenarios by full-range tail dependence copulas
• Quantile-constrained Wasserstein projections for robust interpretability of numerical and machine learning models
• Classification with Bernstein copula as discrimination function
• Copulas and deep learning: a review

Describes a project that uses

Uses Software

• UCI
• glasso

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