1 citations · 2 across the 5 of their papers we have counts for
6 papers
Modelling toroidal and cylindrical data via the trivariate wrapped Cauchy copula with non-uniform marginals
Sophia Loizidou, Christophe Ley, Shogo Kato +1
In this paper, we propose a new flexible family of distributions for data that consist of three angles, two angles and one linear component, or one angle and two linear components.…
Construction of optimal tests for symmetry on the torus and their quantitative error bounds
Andreas Anastasiou, Christophe Ley, Sophia Loizidou
In this paper, we investigate the general problem of assessing symmetry in data points on the hyper-dimensional torus, a question that originally emerged in applications from bioin…
Assumption-Lean Quantile Regression
Georgi Baklicharov, Christophe Ley, Vanessa Gorasso +2
Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitati…
The trivariate wrapped Cauchy copula
Shogo Kato, Christophe Ley, Sophia Loizidou +1
In this paper, we propose a new flexible distribution for data on the three-dimensional torus which we call a trivariate wrapped Cauchy copula. Our trivariate copula has several at…
Asynchronous Graph Generator
Christopher P. Ley, Felipe Tobar
We introduce the asynchronous graph generator (AGG), a novel graph attention network for imputation and prediction of multi-channel time series. Free from recurrent components or a…
TailCoR
Slađana Babić, Christophe Ley, Lorenzo Ricci +1
Economic and financial crises are characterised by unusually large events. These tail events co-move because of linear and/or nonlinear dependencies. We introduce TailCoR, a metric…