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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…