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Copulas as High-Dimensional Generative Models: Vine Copula Autoencoders
We propose a vine copula autoencoder to construct flexible generative mo...
06/12/2019 ∙ by Natasa Tagasovska, et al. ∙
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Deep Smoothing of the Implied Volatility Surface
We present an artificial neural network (ANN) approach to value financia...
06/12/2019 ∙ by Damien Ackerer, et al. ∙
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Generative Models for Simulating Mobility Trajectories
Mobility datasets are fundamental for evaluating algorithms pertaining t...
11/30/2018 ∙ by Vaibhav Kulkarni, et al. ∙
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Frequentist uncertainty estimates for deep learning
We provide frequentist estimates of aleatoric and epistemic uncertainty ...
11/02/2018 ∙ by Natasa Tagasovska, et al. ∙
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Nonparametric Quantile-Based Causal Discovery
Telling cause from effect using observational data is a challenging prob...
01/31/2018 ∙ by Natasa Tagasovska, et al. ∙
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