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Training deep generative models with maximum likelihood remains a challenge. The typical workaround is to use variational inference (VI) and maximize a lower bound to the log marginal likelihood of the data. Variational auto-encoders (VAEs)…

Machine Learning · Statistics 2019-08-13 Adji B. Dieng , John Paisley

There has recently been a steady increase in the number iterative approaches to density estimation. However, an accompanying burst of formal convergence guarantees has not followed; all results pay the price of heavy assumptions which are…

Machine Learning · Computer Science 2018-06-19 Zac Cranko , Richard Nock

Extreme value theory (EVT) is a statistical tool for analysis of extreme events. It has a strong theoretical background, however, we need to choose hyper-parameters to apply EVT. In recent studies of machine learning, techniques of choosing…

Machine Learning · Computer Science 2021-07-14 Chikara Nakamura

Addressing the challenge of low-resource information extraction remains an ongoing issue due to the inherent information scarcity within limited training examples. Existing data augmentation methods, considered potential solutions, struggle…

Computation and Language · Computer Science 2024-05-15 Sijia Wang , Lifu Huang

While generative adversarial networks (GAN) are popular for their higher sample quality as opposed to other generative models like the variational autoencoders (VAE) and Boltzmann machines, they suffer from the same difficulty of the…

Machine Learning · Computer Science 2021-12-17 Harshvardhan GM , Aanchal Sahu , Mahendra Kumar Gourisaria

In this paper, the performance of three deep learning methods for predicting short-term evolution and for reproducing the long-term statistics of a multi-scale spatio-temporal Lorenz 96 system is examined. The methods are: echo state…

Machine Learning · Computer Science 2020-07-07 Ashesh Chattopadhyay , Pedram Hassanzadeh , Devika Subramanian

We study distributional robustness in the context of Extreme Value Theory (EVT). We provide a data-driven method for estimating extreme quantiles in a manner that is robust against incorrect model assumptions underlying the application of…

Statistics Theory · Mathematics 2020-06-09 Jose Blanchet , Fei He , Karthyek R. A. Murthy

Deep learning approaches deliver state-of-the-art performance in recognition of spatiotemporal human motion data. However, one of the main challenges in these recognition tasks is limited available training data. Insufficient training data…

Computer Vision and Pattern Recognition · Computer Science 2023-08-14 Junxiao Shen , John Dudley , Per Ola Kristensson

Robotic waste sorting poses significant challenges in both perception and manipulation, given the extreme variability of objects that should be recognized on a cluttered conveyor belt. While deep learning has proven effective in solving…

The quest for accurate economic forecasting has traditionally been dominated by econometric models, which most of the times rely on the assumptions of linear relationships and stationarity in of the data. However, the complex and often…

Machine Learning · Computer Science 2025-02-28 Bogdan Oancea

The high dimensionality and complexity of neuroimaging data necessitate large datasets to develop robust and high-performing deep learning models. However, the neuroimaging field is notably hampered by the scarcity of such datasets. In this…

Machine Learning · Computer Science 2023-12-15 Yutong Gao , Charles A. Ellis , Vince D. Calhoun , Robyn L. Miller

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

Trading and Market Microstructure · Quantitative Finance 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada

This paper presents an innovative framework for remote sensing image analysis by fusing deep learning techniques, specifically Convolutional Neural Networks (CNNs) and Long Short-Term Memory (LSTM) networks, with Geographic Information…

Computer Vision and Pattern Recognition · Computer Science 2024-12-31 Sajjad Afroosheh , Mohammadreza Askari

Our planet is facing increasingly frequent extreme events, which pose major risks to human lives and ecosystems. Recent advances in machine learning (ML), especially with foundation models (FMs) trained on extensive datasets, excel in…

Machine Learning · Computer Science 2025-05-14 Shan Zhao , Zhitong Xiong , Jie Zhao , Xiao Xiang Zhu

Volatility prediction for financial assets is one of the essential questions for understanding financial risks and quadratic price variation. However, although many novel deep learning models were recently proposed, they still have a "hard…

Computational Finance · Quantitative Finance 2022-02-24 German Rodikov , Nino Antulov-Fantulin

In this paper, we study deep generative models for effective unsupervised learning. We propose VGAN, which works by minimizing a variational lower bound of the negative log likelihood (NLL) of an energy based model (EBM), where the model…

Machine Learning · Computer Science 2016-11-08 Shuangfei Zhai , Yu Cheng , Rogerio Feris , Zhongfei Zhang

Fluctuations in the stock market rapidly shape the economic world and consumer markets, impacting millions of individuals. Hence, accurately forecasting it is essential for mitigating risks, including those associated with inactivity.…

Statistical Finance · Quantitative Finance 2025-01-15 Konstantinos-Leonidas Bisdoulis

This study evaluates deep neural networks for forecasting probability distributions of financial returns. 1D convolutional neural networks (CNN) and Long Short-Term Memory (LSTM) architectures are used to forecast parameters of three…

Risk Management · Quantitative Finance 2025-09-03 Jakub Michańków

The generalized extreme value (GEV) distribution is a popular model for analyzing and forecasting extreme weather data. To increase prediction accuracy, spatial information is often pooled via a latent Gaussian process (GP) on the GEV…

Methodology · Statistics 2024-05-20 Meixi Chen , Reza Ramezan , Martin Lysy

Accurate short-range prediction of extreme air temperature events remains a fundamental challenge in operational climate-risk management. We present Multi-Modal Weather State Transition Model with Anomaly-Driven Recurrent Attention Network…

Machine Learning · Computer Science 2025-11-18 Shaheen Mohammed Saleh Ahmed , Hakan Hakan Guneyli