Related papers: Statistical analysis of Wasserstein GANs with appl…

Wasserstein-GANs have been introduced to address the deficiencies of generative adversarial networks (GANs) regarding the problems of vanishing gradients and mode collapse during the training, leading to improved convergence behaviour and…

We study the problem of estimating a sequence of evolving probability distributions from historical data, where the underlying distribution changes over time in a nonstationary and nonparametric manner. To capture gradual changes, we…

In this paper, we propose a new adversarial training framework to address high-dimensional instantaneous channel estimation in wireless communications. Specifically, we train a generative adversarial network to predict a channel realization…

Distributional ambiguity sets provide quantifiable ways to characterize the uncertainty about the true probability distribution of random variables of interest. This makes them a key element in data-driven robust optimization by exploiting…

One of the most significant challenges in statistical signal processing and machine learning is how to obtain a generative model that can produce samples of large-scale data distribution, such as images and speeches. Generative Adversarial…

We present an estimate of the Wasserstein distance between the data distribution and the generation of score-based generative models. The sampling complexity with respect to dimension is $\mathcal{O}(\sqrt{d})$, with a logarithmic constant.…

The adapted Wasserstein distance is a metric for quantifying distributional uncertainty and assessing the sensitivity of stochastic optimization problems on time series data. A computationally efficient alternative to it, is provided by the…

One of the limiting factors in training data-driven, rare-event prediction algorithms is the scarcity of the events of interest resulting in an extreme imbalance in the data. There have been many methods introduced in the literature for…

We consider the hypothesis testing problem of detecting conditional dependence, with a focus on high-dimensional feature spaces. Our contribution is a new test statistic based on samples from a generative adversarial network designed to…

A common problem when forecasting rare events, such as recessions, is limited data availability. Recent advancements in deep learning and generative adversarial networks (GANs) make it possible to produce high-fidelity synthetic data in…

The generative adversarial networks (GANs) have recently been applied to estimating the distribution of independent and identically distributed data, and have attracted a lot of research attention. In this paper, we use the blocking…

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…

The autocovariance and cross-covariance functions naturally appear in many time series procedures (e.g., autoregression or prediction). Under assumptions, empirical versions of the autocovariance and cross-covariance are asymptotically…

Simulating time-domain observations of gravitational wave (GW) detector environments will allow for a better understanding of GW sources, augment datasets for GW signal detection and help in characterizing the noise of the detectors,…

Many real-world tasks are plagued by limitations on data: in some instances very little data is available and in others, data is protected by privacy enforcing regulations (e.g. GDPR). We consider limitations posed specifically on…

Wind downscaling is essential for improving the spatial resolution of weather forecasts, particularly in operational Numerical Weather Prediction (NWP). This study advances wind downscaling by extending the DownGAN framework introduced by…

The GANs are generative models whose random samples realistically reflect natural images. It also can generate samples with specific attributes by concatenating a condition vector into the input, yet research on this field is not well…

Recently, Generative Adversarial Networks (GANs) trained on samples of traditionally simulated collider events have been proposed as a way of generating larger simulated datasets at a reduced computational cost. In this paper we point out…

We developed a new class of physics-informed generative adversarial networks (PI-GANs) to solve in a unified manner forward, inverse and mixed stochastic problems based on a limited number of scattered measurements. Unlike standard GANs…

Standard formulations of GANs, where a continuous function deforms a connected latent space, have been shown to be misspecified when fitting different classes of images. In particular, the generator will necessarily sample some low-quality…