2 citations · 3 across the 17 of their papers we have counts for
5 papers · 1 filter
Score-based Metropolis-Hastings for Fractional Langevin Algorithms
Ahmed Aloui, Junyi Liao, Ali Hasan +2
Sampling from heavy-tailed and multimodal distributions is challenging when neither the target density nor the proposal density can be evaluated, as in -stable Lévy-driven fract…
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…
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…
Fisher Auto-Encoders
Khalil Elkhalil, Ali Hasan, Jie Ding +2
It has been conjectured that the Fisher divergence is more robust to model uncertainty than the conventional Kullback-Leibler (KL) divergence. This motivates the design of a new cl…
Identifying Latent Stochastic Differential Equations
Ali Hasan, João M. Pereira, Sina Farsiu +1
We present a method for learning latent stochastic differential equations (SDEs) from high-dimensional time series data. Given a high-dimensional time series generated from a lower…