Related papers: cCorrGAN: Conditional Correlation GAN for Learning…
Exploring the dependence between covariates across distributions is crucial for many applications. Copulas serve as a powerful tool for modeling joint variable dependencies and have been effectively applied in various practical contexts due…
Generative adversarial networks (GAN) have been effective for learning generative models for real-world data. However, existing GANs (GAN and its variants) tend to suffer from training problems such as instability and mode collapse. In this…
In this brief review, we critically examine the recent work done on correlation-based networks in financial systems. The structure of empirical correlation matrices constructed from the financial market data changes as the individual stock…
Generative Adversarial Networks (GANs) are powerful models able to synthesize data samples closely resembling the distribution of real data, yet the diversity of those generated samples is limited due to the so-called mode collapse…
We present a deep learning model for data-driven simulations of random dynamical systems without a distributional assumption. The deep learning model consists of a recurrent neural network, which aims to learn the time marching structure,…
We propose a novel conditional GAN (cGAN) model for continuous fine-grained human action segmentation, that utilises multi-modal data and learned scene context information. The proposed approach utilises two GANs: termed Action GAN and…
We utilize connections between molecular coarse-graining approaches and implicit generative models in machine learning to describe a new framework for systematic molecular coarse-graining (CG). Focus is placed on the formalism encompassing…
Effective understanding of the environment and accurate trajectory prediction of surrounding dynamic obstacles are critical for intelligent systems such as autonomous vehicles and wheeled mobile robotics navigating in complex scenarios to…
We present a novel framework for conditional sampling of probability measures, using block triangular transport maps. We develop the theoretical foundations of block triangular transport in a Banach space setting, establishing general…
Reaction networks are often used to model interacting species in fields such as biochemistry and ecology. When the counts of the species are sufficiently large, the dynamics of their concentrations are typically modeled via a system of…
Generative adversarial networks (GANs) are a method based on the training of two neural networks, one called generator and the other discriminator, competing with each other to generate new instances that resemble those of the probability…
A new generative adversarial network is developed for joint distribution matching. Distinct from most existing approaches, that only learn conditional distributions, the proposed model aims to learn a joint distribution of multiple random…
We introduce a new approach for amortizing inference in directed graphical models by learning heuristic approximations to stochastic inverses, designed specifically for use as proposal distributions in sequential Monte Carlo methods. We…
Generative adversarial networks (GANs) are often billed as "universal distribution learners", but precisely what distributions they can represent and learn is still an open question. Heavy-tailed distributions are prevalent in many…
Conditional distribution is a fundamental quantity for describing the relationship between a response and a predictor. We propose a Wasserstein generative approach to learning a conditional distribution. The proposed approach uses a…
In financial engineering, portfolio optimization has been of consistent interest. Portfolio optimization is a process of modulating asset distributions to maximize expected returns and minimize risks. To obtain the expected returns, deep…
Applying machine learning methods to forecast stock prices has been one of the research topics of interest in recent years. Almost few studies have been reported based on generative adversarial networks (GANs) in this area, but their…
Generative diffusions are a powerful class of Monte Carlo samplers that leverage bridging Markov processes to approximate complex, high-dimensional distributions, such as those found in image processing and language models. Despite their…
Generative adversarial networks (GANs) can implicitly learn rich distributions over images, audio, and data which are hard to model with an explicit likelihood. We present a practical Bayesian formulation for unsupervised and…
Class imbalance is a common problem in supervised learning and impedes the predictive performance of classification models. Popular countermeasures include oversampling the minority class. Standard methods like SMOTE rely on finding nearest…