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Estimating Risk of Natural Gas Portfolios by Using GARCH-EVT-Copula Model
Published 2015-01-01“…Third, multivariate Gaussian copula and Student t-copula are employed to describe the natural gas portfolio risk dependence structure. …”
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Generate medical synthetic data based on generative adversarial network
Published 2022-03-01“…Modeling the probability distribution of rows in structured electronic health records and generating realistic synthetic data is a non-trivial task.Tabular data usually contains discrete columns, and traditional encoding approaches may suffer from the curse of feature dimensionality.Poincaré Ball model was utilized to model the hierarchical structure of nominal variables and Gaussian copula-based generative adversarial network was employed to provide synthetic structured electronic health records.The generated training data are experimentally tested to achieve only 2% difference in utility from the original data yet ensure privacy.…”
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3
A Bayesian approach to discrete multiple outcome network meta-analysis.
Published 2020-01-01“…The joint distribution of the discrete outcomes is modeled through a Gaussian copula with binomial marginals. The remaining elements of the hierarchial random effects model are specified in a standard way, with the logit of the success probabilities given by the sum of a baseline log-odds and random effects comparing the log-odds of each treatment against the reference and having a Gaussian distribution centered at the vector of pooled effects. …”
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Reliability Evaluation of RV Reducers Based on Multi Degenerate Data
Published 2023-05-01“…The models can represent the degenerate process of RV reducers accurately. Gaussian Copula function is more suitable for representing the correlation between transmission error degenerate data and backlash degenerate data. …”
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Estimation of High Structural Reliability Involving Nonlinear Dependencies Based on Linear Correlations
Published 2021-01-01“…This paper first demonstrates the capture of nonlinear dependency by fitting various bivariate non-Gaussian copulas to limited data samples of structural material properties. …”
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Joint Modeling of Precipitation and Temperature Using Copula Theory for Current and Future Prediction under Climate Change Scenarios in Arid Lands (Case Study, Kerman Province, Ira...
Published 2019-01-01“…Based on the results of goodness of fit test, the Frank copula function was selected for modeling of recorded and constructed data under RCP2.6 scenario and the Gaussian copula function was used for joint modeling of the constructed data under the RCP4.5 and RCP8.5 scenarios.…”
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