Related papers: Modelling and simulating spatial extremes by combi…
Ever since its debut, generative adversarial networks (GANs) have attracted tremendous amount of attention. Over the past years, different variations of GANs models have been developed and tailored to different applications in practice.…
Over the past years, Generative Adversarial Networks (GANs) have shown a remarkable generation performance especially in image synthesis. Unfortunately, they are also known for having an unstable training process and might loose parts of…
We propose a new method for event extraction (EE) task based on an imitation learning framework, specifically, inverse reinforcement learning (IRL) via generative adversarial network (GAN). The GAN estimates proper rewards according to the…
We propose a Bayesian hierarchical model for spatial extremes on a large domain. In the data layer a Gaussian elliptical copula having generalized extreme value (GEV) marginals is applied. Spatial dependence in the GEV parameters are…
Flexible spatial models that allow transitions between tail dependence classes have recently appeared in the literature. However, inference for these models is computationally prohibitive, even in moderate dimensions, due to the necessity…
We propose a new Tipping Point Generative Adversarial Network (TIP-GAN) for better characterizing potential climate tipping points in Earth system models. We describe an adversarial game to explore the parameter space of these models,…
Detecting earthquake events from seismic time series has proved itself a challenging task. Manual detection can be expensive and tedious due to the intensive labor and large scale data set. In recent years, automatic detection methods based…
This article introduces the R package evgam. The package provides functions for fitting extreme value distributions. These include the generalized extreme value and generalized Pareto distributions. The former can also be fitted through a…
Modelling in finance is a challenging task: the data often has complex statistical properties and its inner workings are largely unknown. Deep learning algorithms are making progress in the field of data-driven modelling, but the lack of…
We propose and demonstrate the use of a model-assisted generative adversarial network (GAN) to produce fake images that accurately match true images through the variation of the parameters of the model that describes the features of the…
Generative adversarial networks (GANs) learn a deep generative model that is able to synthesise novel, high-dimensional data samples. New data samples are synthesised by passing latent samples, drawn from a chosen prior distribution,…
Generative adversarial networks are the state of the art approach towards learned synthetic image generation. Although early successes were mostly unsupervised, bit by bit, this trend has been superseded by approaches based on labelled…
Generative Adversarial Network (GAN) and its variants exhibit state-of-the-art performance in the class of generative models. To capture higher-dimensional distributions, the common learning procedure requires high computational complexity…
This paper studies how well generative adversarial networks (GANs) learn probability distributions from finite samples. Our main results establish the convergence rates of GANs under a collection of integral probability metrics defined…
In most risk assessment studies, it is important to accurately capture the entire distribution of the multivariate random vector of interest from low to high values. For example, in climate sciences, low precipitation events may lead to…
In recent years, Generative Adversarial Networks (GAN) have emerged as a powerful method for learning the mapping from noisy latent spaces to realistic data samples in high-dimensional space. So far, the development and application of GANs…
Realistic fine-grained multi-agent simulation of real-world complex systems is crucial for many downstream tasks such as reinforcement learning. Recent work has used generative models (GANs in particular) for providing high-fidelity…
We present a new approach to modeling the future development of extreme temperatures globally and on a long time-scale by using non-stationary generalized extreme value distributions in combination with logistic functions. This approach is…
Generative Adversarial Networks (Goodfellow et al., 2014), a major breakthrough in the field of generative modeling, learn a discriminator to estimate some distance between the target and the candidate distributions. This paper examines…
Spatio-temporal (ST) data for urban applications, such as taxi demand, traffic flow, regional rainfall is inherently stochastic and unpredictable. Recently, deep learning based ST prediction models are proposed to learn the ST…