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stat.ML2020
Applications of multivariate quasi-random sampling with neural networks
Marius Hofert, Avinash Prasad, Mu Zhu
Generative moment matching networks (GMMNs) are suggested for modeling the cross-sectional dependence between stochastic processes. The stochastic processes considered are geometri…
stat.ML2018
Quasi-random sampling for multivariate distributions via generative neural networks
Marius Hofert, Avinash Prasad, Mu Zhu
Generative moment matching networks (GMMNs) are introduced for generating quasi-random samples from multivariate models with any underlying copula in order to compute estimates und…