no code implementations • 2 Feb 2024 • Emanuel Sommer, Lisa Wimmer, Theodore Papamarkou, Ludwig Bothmann, Bernd Bischl, David Rügamer
A major challenge in sample-based inference (SBI) for Bayesian neural networks is the size and structure of the networks' parameter space.
1 code implementation • 19 Aug 2022 • Emanuel Sommer, Karoline Bax, Claudia Czado
Accurately estimating risk measures for financial portfolios is critical for both financial institutions and regulators.