activity
20202025
most citedInference and Sampling for Archimax Copulas

1 citations · 1 across the 8 of their papers we have counts for

collaborators

10 papers

cs.LG2025

Elliptic Loss Regularization

Ali Hasan, Haoming Yang, Yuting Ng +1

Regularizing neural networks is important for anticipating model behavior in regions of the data space that are not well represented. In this work, we propose a regularization tech…

stat.ML2024

Distributionally Robust Optimization as a Scalable Framework to Characterize Extreme Value Distributions

Patrick Kuiper, Ali Hasan, Wenhao Yang +4

The goal of this paper is to develop distributionally robust optimization (DRO) estimators, specifically for multidimensional Extreme Value Theory (EVT) statistics. EVT supports us…

cs.LG2024

Neural McKean-Vlasov Processes: Distributional Dependence in Diffusion Processes

Haoming Yang, Ali Hasan, Yuting Ng +1

McKean-Vlasov stochastic differential equations (MV-SDEs) provide a mathematical description of the behavior of an infinite number of interacting particles by imposing a dependence…

cs.LG2023

Perceiver-based CDF Modeling for Time Series Forecasting

Cat P. Le, Chris Cannella, Ali Hasan +2

Transformers have demonstrated remarkable efficacy in forecasting time series data. However, their extensive dependence on self-attention mechanisms demands significant computation…

stat.ME2023

Treatment Effects in Extreme Regimes

Ahmed Aloui, Ali Hasan, Yuting Ng +2

Understanding treatment effects in extreme regimes is important for characterizing risks associated with different interventions. This is hindered by the unavailability of counterf…

stat.CO2023

Inference and Sampling of Point Processes from Diffusion Excursions

Ali Hasan, Yu Chen, Yuting Ng +3

Point processes often have a natural interpretation with respect to a continuous process. We propose a point process construction that describes arrival time observations in terms…

stat.ME2022★ 1 cited

Inference and Sampling for Archimax Copulas

Yuting Ng, Ali Hasan, Vahid Tarokh

Understanding multivariate dependencies in both the bulk and the tails of a distribution is an important problem for many applications, such as ensuring algorithms are robust to ob…

cs.LG2021

Generative Archimedean Copulas

Yuting Ng, Ali Hasan, Khalil Elkhalil +1

We propose a new generative modeling technique for learning multidimensional cumulative distribution functions (CDFs) in the form of copulas. Specifically, we consider certain clas…

stat.ML2021

Modeling Extremes with d-max-decreasing Neural Networks

Ali Hasan, Khalil Elkhalil, Yuting Ng +4

We propose a novel neural network architecture that enables non-parametric calibration and generation of multivariate extreme value distributions (MEVs). MEVs arise from Extreme Va…

cs.LG2020

Robust Marine Buoy Placement for Ship Detection Using Dropout K-Means

Yuting Ng, João M. Pereira, Denis Garagic +1

Marine buoys aid in the battle against Illegal, Unreported and Unregulated (IUU) fishing by detecting fishing vessels in their vicinity. Marine buoys, however, may be disrupted by…