2 papers
stat.ML2023
Learning Nonparametric High-Dimensional Generative Models: The Empirical-Beta-Copula Autoencoder
Maximilian Coblenz, Oliver Grothe, Fabian Kächele
By sampling from the latent space of an autoencoder and decoding the latent space samples to the original data space, any autoencoder can simply be turned into a generative model.…
stat.CO2021
Smooth bootstrapping of copula functionals
Maximilian Coblenz, Oliver Grothe, Klaus Herrmann +1
The smooth bootstrap for estimating copula functionals in small samples is investigated. It can be used both to gauge the distribution of the estimator in question and to augment t…