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SUMMARY:Exploring connections between multivariate Bernoulli distributions
and discrete copulas
DTSTART:20220627T113000Z
DTEND:20220627T115000Z
DTSTAMP:20241004T175900Z
UID:indico-contribution-270@conferences.enbis.org
DESCRIPTION:Speakers: Roberto Fontana\, Elisa Perrone (Eindhoven Universit
y of Technology)\n\nMultivariate Bernoulli distributions are classical sta
tistical models used in many applied fields such as clinical trials\, soci
al sciences\, and finance. The class of d-dimensional Bernoulli distributi
ons\, with given Bernoulli univariate marginal distributions\, admits a re
presentation as a convex polytope. For exchangeable multivariate Bernoulli
distributions with given margins\, an analytical expression of the extrem
e points of the polytope has recently been determined.\n\nDiscrete copulas
are statistical tools to represent the joint distribution of discrete ran
dom vectors. They are fascinating mathematical objects that also admit a r
epresentation as a convex polytope. Studying polytopes of discrete copulas
and their extreme points has recently gained attention in the literature.
\n \nIn this work\, we explore potential connections between multivariate
Bernoulli distributions and discrete copulas. Our goal is to identify resu
lts to transfer from one class to the other one by exploiting their geomet
ric representation as convex polytopes. We discuss possible ways to attack
the problem and describe some numerical examples.\n\nhttps://conferences.
enbis.org/event/18/contributions/270/
LOCATION:EL6
RELATED-TO:indico-event-18@conferences.enbis.org
URL:https://conferences.enbis.org/event/18/contributions/270/
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