arXiv:2605.23632v2 Announce Type: replace
Abstract: We introduce Gaussian Mixture Copula Processes (GMCP), a conditional copula process for irregularly sampled multivariate time series (IMTS) that is...
By Christian Kl\"otergens, Tom Hanika, Lars Schmidt-Thieme, Vijaya Krishna Yalavarthi
arXiv:2607. 03487v1 Announce Type: cross Abstract: Mutual information (MI) estimation is a central problem in machine learning and statistics; however, existing benchmarks typically evaluate estimators on simplified, low-dimensional distributions, leaving their performance on complex, realistic data largely unexplored.
By Alberto Foresti, Ivan Butakov, Alexander Tolmachev, Giulio Franzese, Alexey Frolov, Pietro Michiardi
arXiv:2508. 13831v4 Announce Type: replace-cross Abstract: Functional data, i.
By Jianbin Tan, Anru R. Zhang
arXiv:2607. 25020v1 Announce Type: new Abstract: Vine copulas provide a flexible framework for modeling complex multivariate distributions through a hierarchical decomposition into bivariate pair-copulas.
By Nicholas Andrea Pearson, Francesca Zanello, Davide Russo, Luca Bortolussi, Francesca Cairoli
Vine copulas provide a flexible framework for modeling complex multivariate distributions through a hierarchical decomposition into bivariate pair-copulas. Fitting a D-vine requires selecting a copula family and parameter configuration for each pair-copula from a set of candidates encoding different dependence patterns.
arXiv:2609. 36142v1 Announce Type: cross Abstract: In Bayesian inference problems with non-Gaussian observation noise, the posterior is only as accurate as the noise density, and gradient-based samplers need that density and its gradient evaluable pointwise, whether from an explicit expression or from code, and without an inner solve.
By Joshua Chen, Peter Jan van Leeuwen