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Recently there has been increased interest in fitting generative graph models to real-world networks. In particular, Bl\"asius et al. have proposed a framework for systematic evaluation of the expressivity of random graph models. We extend…
We present an approach for continual learning (CL) that is based on fully probabilistic (or generative) models of machine learning. In contrast to, e.g., GANs that are "generative" in the sense that they can generate samples, fully…
Generative models (GMs) such as Generative Adversary Network (GAN) and Variational Auto-Encoder (VAE) have thrived these years and achieved high quality results in generating new samples. Especially in Computer Vision, GMs have been used in…
We propose a unified framework for adaptive connection sampling in graph neural networks (GNNs) that generalizes existing stochastic regularization methods for training GNNs. The proposed framework not only alleviates over-smoothing and…
Count time series data are frequently analyzed by modeling their conditional means and the conditional variance is often considered to be a deterministic function of the corresponding conditional mean and is not typically modeled…
Here, we use Machine Learning (ML) algorithms to update and improve the efficiencies of fitting GARCH model parameters to empirical data. We employ an Artificial Neural Network (ANN) to predict the parameters of these models. We present a…
Generative Adversarial Networks (GANs) have shown immense potential in fields such as text and image generation. Only very recently attempts to exploit GANs to statistical-mechanics models have been reported. Here we quantitatively test…
We introduce a novel model called GAMMT (Generative Ambiguity Models using Multiple Transformers) for sequential data that is based on sets of probabilities. Unlike conventional models, our approach acknowledges that the data generation…
Graph Neural Networks (GNNs) have shown expressive performance on graph representation learning by aggregating information from neighbors. Recently, some studies have discussed the importance of modeling neighborhood distribution on the…
Functional Gaussian graphical models (GGM) used for analyzing multivariate functional data customarily estimate an unknown graphical model representing the conditional relationships between the functional variables. However, in many…
Nowadays insurers have to account for potentially complex dependence between risks. In the field of loss reserving, there are many parametric and non-parametric models attempting to capture dependence between business lines. One common…
Gaussian processes (GPs) are a popular model for spatially referenced data and allow descriptive statements, predictions at new locations, and simulation of new fields. Often a few parameters are sufficient to parameterize the covariance…
Molecular Dynamics (MD) simulation is a powerful tool for understanding the dynamics and structure of matter. Since the resolution of MD is atomic-scale, achieving long time-scale simulations with femtosecond integration is very expensive.…
It is now widely accepted that volatility models have to incorporate the so-called leverage effect in order to to model the dynamics of daily financial returns.We suggest a new class of multivariate power transformed asymmetric models. It…
Sampling equilibrium molecular configurations from the Boltzmann distribution is a longstanding challenge. Boltzmann Generators (BGs) address this by combining exact-likelihood generative models with importance sampling, but practical…
Graph Neural Networks (GNN) have recently gained popularity in the forecasting domain due to their ability to model complex spatial and temporal patterns in tasks such as traffic forecasting and region-based demand forecasting. Most of…
Gaussian mixture models (GMMs) are fundamental tools in statistical and data sciences. We study the moments of multivariate Gaussians and GMMs. The $d$-th moment of an $n$-dimensional random variable is a symmetric $d$-way tensor of size…
Classical option pricing schemes assume that the value of a financial asset follows a geometric Brownian motion (GBM). However, a growing body of studies suggest that a simple GBM trajectory is not an adequate representation for asset…
Generalized additive models (GAMs) provide a way to blend parametric and non-parametric (function approximation) techniques together, making them flexible tools suitable for many modeling problems. For instance, GAMs can be used to…
This paper motivates the use of random-bridges -- stochastic processes conditioned to take target distributions at fixed timepoints -- in the realm of generative modelling. Herein, random-bridges can act as stochastic transports between two…