3 papers
stat.ML2024
Generative neural networks for characteristic functions
Florian Brück
We provide a simulation algorithm to simulate from a (multivariate) characteristic function, which is only accessible in a black-box format. The method is based on a generative neu…
math.PR2021
Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences
Florian Brück
An algorithm for the unbiased simulation of continuous max-(resp.\ min-)id stochastic processes is developed. The algorithm only requires the simulation of finite Poisson random me…
math.PR2020
Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes
Florian Brück, Jan-Frederik Mai, Matthias Scherer
We establish a one-to-one correspondence between (i) exchangeable sequences of random variables whose finite-dimensional distributions are minimum (or maximum) infinitely divisible…