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09/18/2023
Learning Nonparametric High-Dimensional Generative Models: The Empirical-Beta-Copula Autoencoder
By sampling from the latent space of an autoencoder and decoding the lat...
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04/21/2022
From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting
Modeling price risks is crucial for economic decision making in energy m...
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01/31/2022
Signing the Supermask: Keep, Hide, Invert
The exponential growth in numbers of parameters of neural networks over ...
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10/07/2021
Smooth bootstrapping of copula functionals
The smooth bootstrap for estimating copula functionals in small samples ...
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01/12/2021
