Related papers: Modeling Extremes with d-max-decreasing Neural Net…
Multivariate extreme value distributions are a common choice for modelling multivariate extremes. In high dimensions, however, the construction of flexible and parsimonious models is challenging. We propose to combine bivariate max-stable…
Impact assessment of natural hazards requires the consideration of both extreme and non-extreme events. Extensive research has been conducted on the joint modeling of bulk and tail in univariate settings; however, the corresponding body of…
ConvNets, through their architecture, only enforce invariance to translation. In this paper, we introduce a new class of deep convolutional architectures called Non-Parametric Transformation Networks (NPTNs) which can learn \textit{general}…
Likelihood-free approaches are appealing for performing inference on complex dependence models, either because it is not possible to formulate a likelihood function, or its evaluation is very computationally costly. This is the case for…
Advancements in modern science have led to the increasing availability of non-Euclidean data in metric spaces. This paper addresses the challenge of modeling relationships between non-Euclidean responses and multivariate Euclidean…
Survival analysis is a critical tool for the modelling of time-to-event data, such as life expectancy after a cancer diagnosis or optimal maintenance scheduling for complex machinery. However, current neural network models provide an…
The multivariate probit model (MVP) is a popular classic model for studying binary responses of multiple entities. Nevertheless, the computational challenge of learning the MVP model, given that its likelihood involves integrating over a…
For an m-dimensional multivariate extreme value distribution there exist 2^{m}-1 exponent measures which are linked and completely characterise the dependence of the distribution and all of its lower dimensional margins. In this paper we…
The maximum product of spacings (MPS) is employed in the estimation of the Generalized Extreme Value Distribution (GEV) and the Generalized Pareto Distribution (GPD). Efficient estimators are obtained by the MPS for all $\gamma$. This…
Network embeddings have become very popular in learning effective feature representations of networks. Motivated by the recent successes of embeddings in natural language processing, researchers have tried to find network embeddings in…
Ensembles of networks arise in many scientific fields, but there are few statistical tools for inferring their generative processes, particularly in the presence of both dyadic dependence and cross-graph heterogeneity. To fill in this gap,…
High-dimensional networks play a key role in understanding complex relationships. These relationships are often dynamic in nature and can change with multiple external factors (e.g., time and groups). Methods for estimating graphical models…
Deep Learning (DL) aims at learning the \emph{meaningful representations}. A meaningful representation refers to the one that gives rise to significant performance improvement of associated Machine Learning (ML) tasks by replacing the raw…
Anomaly detection tools and methods enable key analytical capabilities in modern cyberphysical and sensor-based systems. Despite the fast-paced development in deep learning architectures for anomaly detection, model optimization for a given…
Modelling block maxima using the generalised extreme value (GEV) distribution is a classical and widely used method for studying univariate extremes. It allows for theoretically motivated estimation of return levels, including extrapolation…
Deep learning-based approaches, particularly graph neural networks (GNNs), have gained prominence in simulating flexible deformations and contacts of solids, due to their ability to handle unstructured physical fields and nonlinear…
Several popular graph embedding techniques for representation learning and dimensionality reduction rely on performing computationally expensive eigendecompositions to derive a nonlinear transformation of the input data space. The resulting…
Although deep learning models are highly effective for various learning tasks, their high computational costs prohibit the deployment to scenarios where either memory or computational resources are limited. In this paper, we focus on…
Transfer learning using deep neural networks as feature extractors has become increasingly popular over the past few years. It allows to obtain state-of-the-art accuracy on datasets too small to train a deep neural network on its own, and…
Regular vine sequences permit the organisation of variables in a random vector along a sequence of trees. Regular vine models have become greatly popular in dependence modelling as a way to combine arbitrary bivariate copulas into…