The set of $d$-copulas $(d \geq 2)$, denoted by $\mathcal{C}_d$ is a compact subspace of $(\Xi(\mathbb{I}^d), d_{\infty})$, the space of all continuous functions with domain $\mathbb{I}^d$; where $\mathbb{I}$ is the unit interval, $d_{\infty}(f_1,f_2)=\underset{u \in \mathbb{I}^d} {\text{sup}}|f_1(\textbf{u})-f_2(\textbf{u})|$ and the function $C:\mathbb{I}^d\to \mathbb{I}$ is a $d$-copula if, and only if, the following conditions hold:
(i) $C(u_1,..,u_d)=0$ whenever $u_j=0$ for at least one index $j\in\{1,...,d\}$,
(ii) when all the arguments of $C$ are equal to $1$, but possibly for the $j$-th one, then
$$C(1,..,1,u_j,1,..,1)=u_j$$
(iii) $C$ is $d$-increasing i.e., $\forall~ ]\mathbf{a}, \mathbf{b}] \subseteq \mathbb{I}^d, V_C(]\mathbf{a},\mathbf{b}]):=\underset{{\mathbf{v}} \in \text{ver}(]\mathbf{a},\mathbf{b}])}{\sum}\text{sign}(\mathbf{v})C(\mathbf{v}) \geq 0 $ where $\text{sign}(\mathbf{v})=1$, if $v_j=a_j$ for an even number of indices, and $\text{sign}(\mathbf{v})=-1$, if $ v_j=a_j$ for an odd number of indices.
Note that every copula $C\in \mathcal{C}_d$ induces a $d$-fold stochastic measure $\mu_{C}$ on $(\mathbb{I}^d, \mathcal{B}(\mathbb{I})^d)$ defined on the rectangles $R = ]\mathbf{a}, \mathbf{b}]$ contained in $\mathbb{I}^d$, by
$$\mu_{C}(R):=V_{C}(]\mathbf{a}, \mathbf{b}]).$$
We will focus on specific copulas whose support is possibly a fractal set and discuss the uniform convergence of empirical copulas induced by orbits of the so-called chaos game (a Markov process induced by transformation matrices $\mathcal{T}$, compare [4]). We aim at learning, i.e., approximating an unknown function $f$ (see also [5]), from random samples based on the examples of patterns, namely the so-called chaos game.
Further details on copulas can be found in the monographs [1,2,3].
In this talk, we will first investigate the problem of learning in a relevant function space for an individual domain with the chaos game representation. Within this framework, we further formulate the problem of domain adaptation with multiple sources [6], where we discuss the method of aggregating the already obtained approximated functions in each domain to derive a function with a small error with respect to the target domain.
Acknowledgement:
This research was carried out under the Austrian COMET program (project S3AI with FFG no. 872172, www.S3AI.at, at SCCH, www.scch.at), which is funded by the Austrian ministries BMK, BMDW, and the province of Upper Austria.
[1] F. Durante, C. Sempi. Principles of copula theory. CRC Press, 2016.
[2] R. B. Nelsen. An introduction to copulas. Springer Series in Statistics. Springer, second edition, 2006.
[3] C. Alsina, M. J. Frank, B. Schweizer. Associative functions. Triangular norms and copulas.World Scientific Publishing Co. Pte. Ltd.,2006.
[4] W. Trutschnig, J.F. Sanchez. Copulas with continuous, strictly increasing singular conditional distribution functions. J. Math. Anal. Appl. 410(2): 1014–1027, 2014.
[5] F. Cucker, S. Smale. On the mathematical foundations of learning. Bull. Amer. Math. Soc. (N.S.) 39(1): 1–49, 2002.
[6] Y. Mansour, M. Mohri, A. Rostamizadeh. Domain adaptation with multiple sources. Advances in neural information processing systems 21, 2008.