activity
20102026
most citedBounded variation and the strength of Helly's selection theorem

16 citations · 67 across the 20 of their papers we have counts for

collaborators
Showing 2019Show all

5 papers · 1 filter

cs.LG2019★ 1 cited

WaLDORf: Wasteless Language-model Distillation On Reading-comprehension

James Yi Tian, Alexander P. Kreuzer, Pai-Hung Chen +1

Transformer based Very Large Language Models (VLLMs) like BERT, XLNet and RoBERTa, have recently shown tremendous performance on a large variety of Natural Language Understanding (…

stat.ME2019★ 4 cited

Bayesian inference for dynamic vine copulas in higher dimensions

Alexander Kreuzer, Claudia Czado

We propose a class of dynamic vine copula models. This is an extension of static vine copulas and a generalization of dynamic C-vine and D-vine copulas studied by Almeida et al (20…

stat.ME2019★ 2 cited

Bayesian Multivariate Nonlinear State Space Copula Models

Alexander Kreuzer, Luciana Dalla Valle, Claudia Czado

In this paper we propose a flexible class of multivariate nonlinear non-Gaussian state space models, based on copulas. More precisely, we assume that the observation equation and t…

stat.AP2019★ 3 cited

A Bayesian Non-linear State Space Copula Model to Predict Air Pollution in Beijing

Alexander Kreuzer, Luciana Dalla Valle, Claudia Czado

Air pollution is a serious issue that currently affects many industrial cities in the world and can cause severe illness to the population. In particular, it has been proven that e…

stat.CO2019

Efficient Bayesian inference for nonlinear state space models with univariate autoregressive state equation

Alexander Kreuzer, Claudia Czado

Latent autoregressive processes are a popular choice to model time varying parameters. These models can be formulated as nonlinear state space models for which inference is not str…