  To handle the ubiquitous problem of "dependence learning," copulas are
quickly becoming a pervasive tool across a wide range of data-driven
disciplines encompassing neuroscience, finance, econometrics, genomics, social
science, machine learning, healthcare and many more. Copula (or connection)
functions were invented in 1959 by Abe Sklar in response to a query of Maurice
Frechet. After 60 years, where do we stand now? This article provides a history
of the key developments and offers a unified perspective.
