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As a revolutionary generative paradigm of deep learning, generative adversarial networks (GANs) have been widely applied in various fields to synthesize realistic data. However, it is challenging for conventional GANs to synthesize raw…
The analysis of parametric and non-parametric uncertainties of very large dynamical systems requires the construction of a stochastic model of said system. Linear approaches relying on random matrix theory and principal componant analysis…
The ability to synthesize realistic patterns of neural activity is crucial for studying neural information processing. Here we used the Generative Adversarial Networks (GANs) framework to simulate the concerted activity of a population of…
The combinatorial search space presents a significant challenge to learning causality from data. Recently, the problem has been formulated into a continuous optimization framework with an acyclicity constraint, allowing for the exploration…
Generative adversarial networks are generative models that are capable of replicating the implicit probability distribution of the input data with high accuracy. Traditionally, GANs consist of a Generator and a Discriminator which interact…
Robust utility optimization enables an investor to deal with market uncertainty in a structured way, with the goal of maximizing the worst-case outcome. In this work, we propose a generative adversarial network (GAN) approach to…
A generative adversarial network (GAN) is a class of machine learning frameworks designed by Goodfellow et al. in 2014. In the GAN framework, the generative model is pitted against an adversary: a discriminative model that learns to…
Domain Adaptation is an actively researched problem in Computer Vision. In this work, we propose an approach that leverages unsupervised data to bring the source and target distributions closer in a learned joint feature space. We…
We present a method to generate renewable scenarios using Bayesian probabilities by implementing the Bayesian generative adversarial network~(Bayesian GAN), which is a variant of generative adversarial networks based on two interconnected…
Generative Adversarial Networks (GANs) have been used to model the underlying probability distribution of sample based datasets. GANs are notoriuos for training difficulties and their dependence on arbitrary hyperparameters. One recent…
Generative Adversarial Networks (GANs) can produce high-quality samples, but do not provide an estimate of the probability density around the samples. However, it has been noted that maximizing the log-likelihood within an energy-based…
In this paper, we propose a model using generative adversarial net (GAN) to generate realistic text. Instead of using standard GAN, we combine variational autoencoder (VAE) with generative adversarial net. The use of high-level latent…
We introduce the decision-aware time-series conditional generative adversarial network (DAT-CGAN) as a method for time-series generation. The framework adopts a multi-Wasserstein loss on structured decision-related quantities, capturing the…
Modeling financial time series is challenging due to their high volatility and unexpected happenings on the market. Most financial models and algorithms trying to fill the lack of historical financial time series struggle to perform and are…
Studied here are Wasserstein generative adversarial networks (WGANs) with GroupSort neural networks as their discriminators. It is shown that the error bound of the approximation for the target distribution depends on the width and depth…
We provide statistical theory for conditional and unconditional Wasserstein generative adversarial networks (WGANs) in the framework of dependent observations. We prove upper bounds for the excess Bayes risk of the WGAN estimators with…
Financial simulators play an important role in enhancing forecasting accuracy, managing risks, and fostering strategic financial decision-making. Despite the development of financial market simulation methodologies, existing frameworks…
This paper presents a novel deep learning based data-driven optimization method. A novel generative adversarial network (GAN) based data-driven distributionally robust chance constrained programming framework is proposed. GAN is applied to…
In this article, we present an experimental approach to using parameterized Generative Adversarial Networks (GANs) to produce levels for the puzzle game Lily's Garden. We extract two condition vectors from the real levels in an effort to…
In recent years, financial institutions and firms have increasingly adopted synthetic data to address data scarcity and to generate counterfactual market scenarios. However, reproducing all the statistical properties of financial time…