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math.ST2023
Wasserstein-based Minimax Estimation of Dependence in Multivariate Regularly Varying Extremes
Xuhui Zhang, Jose Blanchet, Youssef Marzouk +2
We present the first minimax risk bounds for estimators of the spectral measure in multivariate linear factor models, where observations are linear combinations of regularly varyin…
math.ST2023★ 3 cited
Distribution learning via neural differential equations: a nonparametric statistical perspective
Youssef Marzouk, Zhi Ren, Sven Wang +1
Ordinary differential equations (ODEs), via their induced flow maps, provide a powerful framework to parameterize invertible transformations for the purpose of representing complex…