Granger Causality in Expectiles: a M-vine copula test Expectile-based Granger causality allows for a more comprehensive assessment of directional dependence, capturing heterogeneous causal relationships across the entire distribution, including tail regions associated with extreme risks or rare events. Furthermore, methods grounded in copula theory provide a powerful and model-free way to describe and estimate non-linear […]

Two Types of Time Reversals for Markov Processes The talk is divided into three parts: In the first part, the classical time reversal for stationary Markov processes is discussed for Piecewise Deterministic Markov Processes (joint work with Zbigniew Palmowski, Wroclaw). As an example we show how one can describe the inverse of the M/G/1-workload process. […]

Efficient Algorithms for Improved Information Retention in Integration of Incomplete Omics Datasets The acquisition of high-quality data in the biomedical field, particularly in omics studies such as proteomics or transcriptomics, poses a significant challenge due to incomplete measurements during data acquisition or simply small sample sizes. This issue results in datasets with low statistical power […]