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cs.LG2025
Vine Copulas as Differentiable Computational Graphs
Tuoyuan Cheng, Thibault Vatter, Thomas Nagler +1
Vine copulas are sophisticated models for multivariate distributions and are increasingly used in machine learning. To facilitate their integration into modern ML pipelines, we int…
stat.ME2025
Design-Life Levels for Flood Extremes: A Dependence-Aware Block-Maxima Workflow for Severity and Persistence
Tuoyuan Cheng, Xiao Peng, Achmad Choiruddin +2
Flood-risk assessment concerns the magnitude of maximum discharge over a design life and the clustering of extreme flows in time. Limited record length, extremal clustering, and pr…