2 papers
cs.IT2026
Complex-Valued Probability Measures and Their Applications in Information Theory
Siang Cheng, Hejun Xu, Tianxiao Pang
This paper introduces a comprehensive framework for complex-valued probability measures and explores their novel applications in information theory and statistical analysis. We def…
stat.CO2025
Efficient importance sampling for copula models
Siang Cheng, Cheng-Der Fuh, Tianxiao Pang
In this paper, we propose an efficient importance sampling algorithm for rare event simulation under copula models. In the algorithm, the derived optimal probability measure is bas…