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06/08/2021
Marginalizable Density Models
Probability density models based on deep networks have achieved remarkab...
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06/12/2019
Copulas as High-Dimensional Generative Models: Vine Copula Autoencoders
We propose a vine copula autoencoder to construct flexible generative mo...
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06/12/2019
Deep Smoothing of the Implied Volatility Surface
We present an artificial neural network (ANN) approach to value financia...
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11/30/2018
Generative Models for Simulating Mobility Trajectories
Mobility datasets are fundamental for evaluating algorithms pertaining t...
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01/31/2018
Nonparametric Quantile-Based Causal Discovery
Telling cause from effect using observational data is a challenging prob...
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01/31/2018