Related papers: Nonparametric Value-at-Risk via Sieve Estimation

The training process of neural networks usually optimize weights and bias parameters of linear transformations, while nonlinear activation functions are pre-specified and fixed. This work develops a systematic approach to constructing…

Artificial neural networks (ANNs) may not be worth their computational/memory costs when used in mobile phones or embedded devices. Parameter-pruning algorithms combat these costs, with some algorithms capable of removing over 90% of an…

In this paper, we consider estimation and inference for the unknown parameters and function involved in a class of generalized hierarchical models. Such models are of great interest in the literature of neural networks (such as Bauer and…

This document proposes a parametric activation function (ac.f.) aimed at improving multidimensional nonlinear data regression. It is a established knowledge that nonlinear ac.f's are required for learning nonlinear datasets. This work shows…

Probabilistic artificial neural networks offer intriguing prospects for enabling the uncertainty of artificial intelligence methods to be described explicitly in their function; however, the development of techniques that quantify…

The performance of an artificial neural network (ANN) in forecasting crash risk is shown in this paper. To begin, some traffic and weather data are acquired as raw data. This data is then analyzed, and relevant characteristics are chosen to…

The convolutional neural networks (CNN), including AlexNet, GoogleNet, VGGNet, etc. extract features for many computer vision problems which are very discriminative. The trained CNN model over one dataset performs reasonably well whereas on…

In this work, we propose to leverage the advantages of both the Artificial Neural Network (ANN) based Second Order Reliability Method (SORM) and Importance sampling to yield an Adaptive Importance Sampling based ANN, with specific…

Neural processes (NPs) learn stochastic processes and predict the distribution of target output adaptively conditioned on a context set of observed input-output pairs. Furthermore, Attentive Neural Process (ANP) improved the prediction…

Recent advances in large language models (LLMs) have increasingly relied on reinforcement learning (RL) to improve their reasoning capabilities. Three types of approaches have been widely adopted: The first relies on a deep neural network…

The success of deep learning has inspired recent interests in applying neural networks in statistical inference. In this paper, we investigate the use of deep neural networks for nonparametric regression with measurement errors. We propose…

Large outliers break down linear and nonlinear regression models. Robust regression methods allow one to filter out the outliers when building a model. By replacing the traditional least squares criterion with the least trimmed squares…

Organisms in nature have evolved to exhibit flexibility in face of changes to the environment and/or to themselves. Artificial neural networks (ANNs) have proven useful for controlling of artificial agents acting in environments. However,…

We find experimentally that when artificial neural networks are connected in parallel and trained together, they display the following properties. (i) When the parallel-connected neural network (PNN) is optimized, each sub-network in the…

Neural networks with randomly generated hidden weights (RaNNs) have been extensively studied, both as a standalone learning method and as an initialization for fully trainable deep learning methods. In this work, we study RaNN expressivity…

Artificial neural network (ANN) potentials enable highly accurate atomistic simulations of complex materials at unprecedented scales. Despite their promise, training ANN potentials to represent intricate potential energy surfaces (PES) with…

Measuring risk is at the center of modern financial risk management. As the world economy is becoming more complex and standard modeling assumptions are violated, the advanced artificial intelligence solutions may provide the right tools to…

While Artificial Neural Networks (ANNs) have yielded impressive results in the realm of simulated intelligent behavior, it is important to remember that they are but sparse approximations of Biological Neural Networks (BNNs). We go beyond…

Let $\rho$ be a general law--invariant convex risk measure, for instance the average value at risk, and let $X$ be a financial loss, that is, a real random variable. In practice, either the true distribution $\mu$ of $X$ is unknown, or the…

A new realized conditional autoregressive Value-at-Risk (VaR) framework is proposed, through incorporating a measurement equation into the original quantile regression model. The framework is further extended by employing various Expected…