2 papers
cs.LG2025
Nonparametric estimation of conditional probability distributions using a generative approach based on conditional push-forward neural networks
Nicola Rares Franco, Lorenzo Tedesco
We introduce conditional push-forward neural networks (CPFN), a generative framework for conditional distribution estimation. Instead of directly modeling the conditional density $…
stat.ME2025
Multivariate Low-Rank State-Space Model with SPDE Approach for High-Dimensional Data
Jacopo Rodeschini, Lorenzo Tedesco, Francesco Finazzi +2
This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to…