AI RESEARCH
Archimedean Copula Inference via Taylor-Mode AD
arXiv CS.LG
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ArXi:2605.23134v1 Announce Type: new No existing nested Archimedean copula tool handles all three of (a) arbitrary per-variable (right-)censoring in survival analysis, (b) arbitrary nesting trees, and (c) exact parameter gradients. Existing implementations handle only bivariate problems, low dimensional (i.e., $d \leq 10$) cases, two layers of nesting, or only hand-derived copula nestings.