2 papers
stat.ME2025
Your copula is a classifier in disguise: classification-based copula density estimation
David Huk, Mark Steel, Ritabrata Dutta
We propose reinterpreting copula density estimation as a discriminative task. Under this novel estimation scheme, we train a classifier to distinguish samples from the joint densit…
stat.ML2024
Quasi-Bayes meets Vines
David Huk, Yuanhe Zhang, Mark Steel +1
Recently proposed quasi-Bayesian (QB) methods initiated a new era in Bayesian computation by directly constructing the Bayesian predictive distribution through recursion, removing…