Search Results for author: Avinash Prasad

Found 5 papers, 1 papers with code

Dependence model assessment and selection with DecoupleNets

no code implementations7 Feb 2022 Marius Hofert, Avinash Prasad, Mu Zhu

This map, termed DecoupleNet, is used for dependence model assessment and selection.

Model Selection

RafterNet: Probabilistic predictions in multi-response regression

no code implementations2 Dec 2021 Marius Hofert, Avinash Prasad, Mu Zhu

A fully nonparametric approach for making probabilistic predictions in multi-response regression problems is introduced.

regression

Applications of multivariate quasi-random sampling with neural networks

no code implementations15 Dec 2020 Marius Hofert, Avinash Prasad, Mu Zhu

Generative moment matching networks (GMMNs) are suggested for modeling the cross-sectional dependence between stochastic processes.

Multivariate time-series modeling with generative neural networks

no code implementations25 Feb 2020 Marius Hofert, Avinash Prasad, Mu Zhu

Generative moment matching networks (GMMNs) are introduced as dependence models for the joint innovation distribution of multivariate time series (MTS).

Dimensionality Reduction Time Series +1

Quasi-random sampling for multivariate distributions via generative neural networks

1 code implementation1 Nov 2018 Marius Hofert, Avinash Prasad, Mu Zhu

Once trained on pseudo-random samples from a parametric model or on real data, these neural networks only require a multivariate standard uniform randomized QMC point set as input and are thus fast in estimating expectations of interest under dependence with variance reduction.

Management

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