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Distributional reinforcement learning (distributional RL) has seen empirical success in complex Markov Decision Processes (MDPs) in the setting of nonlinear function approximation. However, there are many different ways in which one can…

Machine Learning · Statistics 2018-07-24 Thang Doan , Bogdan Mazoure , Clare Lyle

We propose a novel conditional diffusion model for contextual portfolio optimization that learns the cross-sectional distribution of next-day stock returns conditioned on high-dimensional asset-specific factors. Our model leverages a…

Portfolio Management · Quantitative Finance 2026-04-17 Xuefeng Gao , Mengying He , Xuedong He

Accurate modelling of spectra produced by X-ray sources requires the use of Monte-Carlo simulations. These simulations need to evaluate physical processes, such as those occurring in accretion processes around compact objects by sampling a…

High Energy Astrophysical Phenomena · Physics 2024-02-21 Ahab Isaac , Wesley Armour , Karel Adámek

Class-conditioning offers a direct means to control a Generative Adversarial Network (GAN) based on a discrete input variable. While necessary in many applications, the additional information provided by the class labels could even be…

Computer Vision and Pattern Recognition · Computer Science 2022-03-17 Mohamad Shahbazi , Martin Danelljan , Danda Pani Paudel , Luc Van Gool

We present a conditional generative adversarial model to draw realistic samples from paired fashion clothing distribution and provide real samples to pair with arbitrary fashion units. More concretely, given an image of a shirt, obtained…

Computer Vision and Pattern Recognition · Computer Science 2019-07-06 Sudhir Kumar , Mithun Das Gupta

We are interested in the design of generative networks. The training of these mathematical structures is mostly performed with the help of adversarial (min-max) optimization problems. We propose a simple methodology for constructing such…

Machine Learning · Computer Science 2021-07-16 Kalliopi Basioti , George V. Moustakides

Conventional predictive Artificial Neural Networks (ANNs) commonly employ deterministic weight matrices; therefore, their prediction is a point estimate. Such a deterministic nature in ANNs causes the limitations of using ANNs for medical…

Machine Learning · Computer Science 2020-07-02 Minhyeok Lee , Junhee Seok

In conditional Generative Adversarial Networks (cGANs), when two different initial noises are concatenated with the same conditional information, the distance between their outputs is relatively smaller, which makes minor modes likely to…

Computer Vision and Pattern Recognition · Computer Science 2020-03-20 Mengxiao Hu , Jinlong Li , Maolin Hu , Tao Hu

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…

Machine Learning · Computer Science 2019-06-26 Alireza Koochali , Peter Schichtel , Sheraz Ahmed , Andreas Dengel

This work proposes the continuous conditional generative adversarial network (CcGAN), the first generative model for image generation conditional on continuous, scalar conditions (termed regression labels). Existing conditional GANs (cGANs)…

Computer Vision and Pattern Recognition · Computer Science 2023-10-31 Xin Ding , Yongwei Wang , Zuheng Xu , William J. Welch , Z. Jane Wang

We construct realistic equity option market simulators based on generative adversarial networks (GANs). We consider recurrent and temporal convolutional architectures, and assess the impact of state compression. Option market simulators are…

Computational Finance · Quantitative Finance 2020-04-21 Magnus Wiese , Lianjun Bai , Ben Wood , Hans Buehler

Graphical models and factor analysis are well-established tools in multivariate statistics. While these models can be both linked to structures exhibited by covariance and precision matrices, they are generally not jointly leveraged within…

Machine Learning · Statistics 2023-08-02 Alexandre Hippert-Ferrer , Florent Bouchard , Ammar Mian , Titouan Vayer , Arnaud Breloy

Generative adversarial networks (GANs) have shown promising results when applied on partial differential equations and financial time series generation. We investigate if GANs can also be used to approximate one-dimensional Ito stochastic…

Machine Learning · Computer Science 2021-04-06 Jorino van Rhijn , Cornelis W. Oosterlee , Lech A. Grzelak , Shuaiqiang Liu

Conditional distributions, as defined by the Markov category framework, are studied in the setting of matrix algebras (quantum systems). Their construction as linear unital maps are obtained via a categorical Bayesian inversion procedure.…

Quantum Physics · Physics 2021-09-14 Arthur J. Parzygnat

This paper develops a deep-learning framework to synthesize a ground-level view of a location given an overhead image. We propose a novel conditional generative adversarial network (cGAN) in which the trained generator generates realistic…

Computer Vision and Pattern Recognition · Computer Science 2019-02-21 Xueqing Deng , Yi Zhu , Shawn Newsam

The computation of dynamical correlators of quantum many-body systems represents an open critical challenge in condensed matter physics. While powerful methodologies have risen in recent years, covering the full parameter space remains…

Strongly Correlated Electrons · Physics 2022-11-15 Rouven Koch , Jose L. Lado

When researchers develop new econometric methods it is common practice to compare the performance of the new methods to those of existing methods in Monte Carlo studies. The credibility of such Monte Carlo studies is often limited because…

Econometrics · Economics 2020-07-23 Susan Athey , Guido Imbens , Jonas Metzger , Evan Munro

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.…

Machine Learning · Computer Science 2020-10-27 Arunava Chakraborty , Rahul Ragesh , Mahir Shah , Nipun Kwatra

Many engineering problems require the prediction of realization-to-realization variability or a refined description of modeled quantities. In that case, it is necessary to sample elements from unknown high-dimensional spaces with possibly…

Machine Learning · Statistics 2022-01-05 Malik Hassanaly , Andrew Glaws , Karen Stengel , Ryan N. King

We propose a novel training procedure for improving the performance of generative adversarial networks (GANs), especially to bidirectional GANs. First, we enforce that the empirical distribution of the inverse inference network matches the…

Machine Learning · Statistics 2020-05-26 Pablo Sánchez-Martín , Pablo M. Olmos , Fernando Perez-Cruz