Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Hickling, Tennessee"'
Autor:
Hickling, Tennessee, Prangle, Dennis
Normalizing flows are a flexible class of probability distributions, expressed as transformations of a simple base distribution. A limitation of standard normalizing flows is representing distributions with heavy tails, which arise in applications to
Externí odkaz:
http://arxiv.org/abs/2406.16971
Autor:
Hickling, Tennessee, Prangle, Dennis
We propose a transformation capable of altering the tail properties of a distribution, motivated by extreme value theory, which can be used as a layer in a normalizing flow to approximate multivariate heavy tailed distributions. We apply this approac
Externí odkaz:
http://arxiv.org/abs/2311.00580