Related papers: Modeling Extremes with d-max-decreasing Neural Net…
Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…
The max-stable process is an asymptotically justified model for spatial extremes. In particular, we focus on the hierarchical extreme-value process (HEVP), which is a particular max-stable process that is conducive to Bayesian computing.…
Information of localization properties of eigenvectors of the complex network has applicability in many different areas which include networks centrality measures, spectral partitioning, development of approximation algorithms, and disease…
Exponential random graph models (ERGMs) are very flexible for modeling network formation but pose difficult estimation challenges due to their intractable normalizing constant. Existing methods, such as MCMC-MLE, rely on sequential…
In data-driven drug discovery, designing molecular descriptors is a very important task. Deep generative models such as variational autoencoders (VAEs) offer a potential solution by designing descriptors as probabilistic latent vectors…
A geometric representation for multivariate extremes, based on the shapes of scaled sample clouds in light-tailed margins and their so-called limit sets, has recently been shown to connect several existing extremal dependence concepts.…
This paper considers nonparametric regression from strongly mixing observations. The proposed approach is based on deep neural networks with minimum error entropy (MEE) principle. We study two estimators: the non-penalized deep neural…
Many modern applications involve predicting structured, non-Euclidean outputs such as probability distributions, networks, and symmetric positive-definite matrices. These outputs are naturally modeled as elements of general metric spaces,…
An implicit goal in works on deep generative models is that such models should be able to generate novel examples that were not previously seen in the training data. In this paper, we investigate to what extent this property holds for…
The manifold assumption for high-dimensional data assumes that the data is generated by varying a set of parameters obtained from a low-dimensional latent space. Deep generative models (DGMs) are widely used to learn data representations in…
We present a framework to define a large class of neural networks for which, by construction, training by gradient flow provably reaches arbitrarily low loss when the number of parameters grows. Distinct from the fixed-space global…
The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated…
We propose a new sufficient dimension reduction approach designed deliberately for high-dimensional classification. This novel method is named maximal mean variance (MMV), inspired by the mean variance index first proposed by Cui, Li and…
Deep learning approaches such as convolutional neural nets have consistently outperformed previous methods on challenging tasks such as dense, semantic segmentation. However, the various proposed networks perform differently, with behaviour…
Variational autoencoders (VAEs), that are built upon deep neural networks have emerged as popular generative models in computer vision. Most of the work towards improving variational autoencoders has focused mainly on making the…
Extreme values modeling has attracting the attention of researchers in diverse areas such as the environment, engineering, or finance. Multivariate extreme value distributions are particularly suitable to model the tails of multidimensional…
Non-stationary extremal dependence, whereby the relationship between the extremes of multiple variables evolves over time, is commonly observed in many environmental and financial data sets. However, most multivariate extreme value models…
Extreme learning machine (ELM) is an extremely fast learning method and has a powerful performance for pattern recognition tasks proven by enormous researches and engineers. However, its good generalization ability is built on large numbers…
We study deep neural networks and their use in semiparametric inference. We establish novel rates of convergence for deep feedforward neural nets. Our new rates are sufficiently fast (in some cases minimax optimal) to allow us to establish…
Deep neural networks trained through end-to-end learning have achieved remarkable success across various domains in the past decade. However, the end-to-end learning strategy, originally designed to minimize predictive loss in a black-box…