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Generative modelling is often cast as minimizing a similarity measure between a data distribution and a model distribution. Recently, a popular choice for the similarity measure has been the Wasserstein metric, which can be expressed in the…
Generative Adversarial Networks (GANs) are powerful generative models, but suffer from training instability. The recently proposed Wasserstein GAN (WGAN) makes progress toward stable training of GANs, but sometimes can still generate only…
Generative adversarial nets (GANs) and variational auto-encoders have significantly improved our distribution modeling capabilities, showing promise for dataset augmentation, image-to-image translation and feature learning. However, to…
Adversarial examples are a hot topic due to their abilities to fool a classifier's prediction. There are two strategies to create such examples, one uses the attacked classifier's gradients, while the other only requires access to the…
Limited data access is a longstanding barrier to data-driven research and development in the networked systems community. In this work, we explore if and how generative adversarial networks (GANs) can be used to incentivize data sharing by…
We introduce Primal-Dual Wasserstein GAN, a new learning algorithm for building latent variable models of the data distribution based on the primal and the dual formulations of the optimal transport (OT) problem. We utilize the primal…
Modeling financial time series by stochastic processes is a challenging task and a central area of research in financial mathematics. As an alternative, we introduce Quant GANs, a data-driven model which is inspired by the recent success of…
Current Generative Adversarial Network (GAN)-based approaches for time series generation face challenges such as suboptimal convergence, information loss in embedding spaces, and instability. To overcome these challenges, we introduce an…
Computing optimal transport maps between high-dimensional and continuous distributions is a challenging problem in optimal transport (OT). Generative adversarial networks (GANs) are powerful generative models which have been successfully…
The generative adversarial network (GAN) is a well-known model for learning high-dimensional distributions, but the mechanism for its generalization ability is not understood. In particular, GAN is vulnerable to the memorization phenomenon,…
This paper presents a methodology and workflow that overcome the limitations of the conventional Generative Adversarial Networks (GANs) for geological facies modeling. It attempts to improve the training stability and guarantee the…
Generative adversarial networks (GANs) have been remarkably successful in learning complex high dimensional real word distributions and generating realistic samples. However, they provide limited control over the generation process.…
This paper studies how well generative adversarial networks (GANs) learn probability distributions from finite samples. Our main results establish the convergence rates of GANs under a collection of integral probability metrics defined…
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…
Generative Adversarial Networks (GANs) have become a very popular tool for implicitly learning high-dimensional probability distributions. Several improvements have been made to the original GAN formulation to address some of its…
The study of quantum generative models is well-motivated, not only because of its importance in quantum machine learning and quantum chemistry but also because of the perspective of its implementation on near-term quantum machines. Inspired…
Time series forecasting is one of the challenging problems for humankind. Traditional forecasting methods using mean regression models have severe shortcomings in reflecting real-world fluctuations. While new probabilistic methods rush to…
Generative Adversarial Networks (GANs) have shown great promise in modeling high dimensional data. The learning objective of GANs usually minimizes some measure discrepancy, \textit{e.g.}, $f$-divergence~($f$-GANs) or Integral Probability…
Generative adversarial networks are the state of the art approach towards learned synthetic image generation. Although early successes were mostly unsupervised, bit by bit, this trend has been superseded by approaches based on labelled…
The mathematical forces at work behind Generative Adversarial Networks raise challenging theoretical issues. Motivated by the important question of characterizing the geometrical properties of the generated distributions, we provide a…