1 citations · 1 across the 7 of their papers we have counts for
7 papers
Conway--Maxwell multivariate Bernoulli distribution
Hélène Cossette, Etienne Marceau, Alessandro Mutti +1
We investigate the Conway--Maxwell multivariate Bernoulli distributions, a family of multivariate Bernoulli distributions derived from the Conway--Maxwell-binomial distribution. We…
Tree-structured Ising models under mean parameterization
Benjamin Côté, Hélène Cossette, Etienne Marceau
In the risk modeling literature, the Ising model has emerged as a valuable framework for dependent Bernoulli random variables, as its underlying graphical structure captures comple…
Extremal negative dependence and the strongly Rayleigh property
Hélène Cossette, Etienne Marceau, Alessandro Mutti +1
We provide a geometrical characterization of extremal negative dependence as a convex polytope in the simplex of multidimensional Bernoulli distributions, and we prove that it is a…
On a risk model with tree-structured Poisson Markov random field frequency, with application to rainfall events
Hélène Cossette, Benjamin Côté, Alexandre Dubeau +1
In many insurance contexts, dependence between risks of a portfolio may arise from their frequencies. We investigate a dependent risk model in which we assume the vector of count v…
Centrality and shape-related comparisons in a tree-structured Markov random field
Benjamin Côté, Hélène Cossette, Etienne Marceau
Understanding the effects of the choice of the tree on the joint distribution of a tree-structured Markov random field (MRF) is crucial for fully exploiting the intelligibility of…
Tree-structured Markov random fields with Poisson marginal distributions
Benjamin Côté, Hélène Cossette, Etienne Marceau
A new family of tree-structured Markov random fields for a vector of discrete counting random variables is introduced. According to the characteristics of the family, the marginal…
Generalized FGM dependence: Geometrical representation and convex bounds on sums
Hélène Cossette, Etienne Marceau, Alessandro Mutti +1
Building on the one-to-one relationship between generalized FGM copulas and multivariate Bernoulli distributions, we prove that the class of multivariate distributions with general…