32 citations · 67 across the 29 of their papers we have counts for
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stat.ML2018★ 1 cited
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…
math.ST2018
Compatibility and attainability of matrices of correlation-based measures of concordance
Marius Hofert, Takaaki Koike
Measures of concordance have been widely used in insurance and risk management to summarize non-linear dependence among risks modeled by random variables, which Pearson's correlati…
stat.ME2018
A framework for measuring dependence between random vectors
Marius Hofert, Wayne Oldford, Avinash Prasad +1
A framework for quantifying dependence between random vectors is introduced. With the notion of a collapsing function, random vectors are summarized by single random variables, cal…