313 citations · 462 across the 11 of their papers we have counts for
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cs.LG2017
A Neural Stochastic Volatility Model
Rui Luo, Weinan Zhang, Xiaojun Xu +1
In this paper, we show that the recent integration of statistical models with deep recurrent neural networks provides a new way of formulating volatility (the degree of variation o…
stat.ML2017★ 6 cited
Thermostat-assisted continuously-tempered Hamiltonian Monte Carlo for Bayesian learning
Rui Luo, Jianhong Wang, Yaodong Yang +2
We propose a new sampling method, the thermostat-assisted continuously-tempered Hamiltonian Monte Carlo, for Bayesian learning on large datasets and multimodal distributions. It si…
stat.ML2017
Adversarial Variational Bayes Methods for Tweedie Compound Poisson Mixed Models
Yaodong Yang, Rui Luo, Yuanyuan Liu
The Tweedie Compound Poisson-Gamma model is routinely used for modeling non-negative continuous data with a discrete probability mass at zero. Mixed models with random effects acco…