Marius Hofert

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 20

Top Topics

Random Sampling

Conjugate Priors

Bayesian Classification

Top Venues

J. Multivar. Anal.

J. Stat. Softw.

J. Comput. Graph. Stat.

Publications

Takaaki Koike, Marius Hofert
Comparison of correlation-based measures of concordance in terms of asymptotic variance. J. Multivar. Anal. 201 (2024)
Yang Liu, Marius Hofert
Implicit and Explicit Policy Constraints for Offline Reinforcement Learning. CLeaR (2024)
Yang Liu, Marius Hofert
Policy Optimization by Looking Ahead for Model-based Offline Reinforcement Learning. ICRA (2024)
Marius Hofert, Avinash Prasad, Mu Zhu
Dependence Model Assessment and Selection with DecoupleNets. J. Comput. Graph. Stat. 32 (4) (2023)
Marius Hofert, Avinash Prasad, Mu Zhu
Dependence model assessment and selection with DecoupleNets. CoRR (2022)
Erik Hintz, Marius Hofert, Christiane Lemieux
Package nvmix. J. Stat. Softw. 102 (2) (2022)
Marius Hofert, Avinash Prasad, Mu Zhu
RafterNet: Probabilistic predictions in multi-response regression. CoRR (2021)
Jan Gorecki, Marius Hofert, Ostap Okhrin
Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation. Comput. Stat. Data Anal. 155 (2021)
Marius Hofert, Avinash Prasad, Mu Zhu
Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks. J. Comput. Graph. Stat. 30 (3) (2021)
Erik Hintz, Marius Hofert, Christiane Lemieux
Normal variance mixtures: Distribution, density and parameter estimation. Comput. Stat. Data Anal. 157 (2021)
Marius Hofert, Wayne Oldford
Zigzag Expanded Navigation Plots in R: The R Package zenplots. J. Stat. Softw. 95 (1) (2020)
Marius Hofert, Avinash Prasad, Mu Zhu
Applications of Multivariate Quasi-Random Sampling with Neural Networks. MCQMC (2020)
Marius Hofert
Random number generators produce ties: Why and how many. CoRR (2020)
Marius Hofert, Avinash Prasad, Mu Zhu
Multivariate time-series modeling with generative neural networks. CoRR (2020)
Marius Hofert, Avinash Prasad, Mu Zhu
Applications of multivariate quasi-random sampling with neural networks. CoRR (2020)
Marius Hofert, Wayne Oldford, Avinash Prasad, Mu Zhu
A framework for measuring association of random vectors via collapsed random variables. J. Multivar. Anal. 172 (2019)
Marius Hofert, Avinash Prasad, Mu Zhu
Quasi-random number generators for multivariate distributions based on generative neural networks. CoRR (2018)
Marius Hofert, Raphaël Huser, Avinash Prasad
Hierarchical Archimax copulas. J. Multivar. Anal. 167 (2018)
Mathieu Cambou, Marius Hofert, Christiane Lemieux
Quasi-random numbers for copula models. Stat. Comput. 27 (5) (2017)
Jan Gorecki, Marius Hofert, Martin Holena
An approach to structure determination and estimation of hierarchical Archimedean Copulas and its application to Bayesian classification. J. Intell. Inf. Syst. 46 (1) (2016)
Oliver Grothe, Marius Hofert
Construction and sampling of Archimedean and nested Archimedean Lévy copulas. J. Multivar. Anal. 138 (2015)
Marius Hofert
On Sampling from the Multivariate t Distribution. R J. 5 (2) (2013)
Marius Hofert, Frédéric Vrins
Sibuya copulas. J. Multivar. Anal. 114 (2013)
Paul Embrechts, Marius Hofert
A note on generalized inverses. Math. Methods Oper. Res. 77 (3) (2013)
Marius Hofert, David Pham
Densities of nested Archimedean copulas. J. Multivar. Anal. 118 (2013)
Marius Hofert, Martin Mächler, Alexander J. McNeil
Likelihood inference for Archimedean copulas in high dimensions under known margins. J. Multivar. Anal. 110 (2012)
Marius Hofert
Sampling Exponentially Tilted Stable Distributions. ACM Trans. Model. Comput. Simul. 22 (1) (2011)
Marius Hofert
Efficiently sampling nested Archimedean copulas. Comput. Stat. Data Anal. 55 (1) (2011)
Christian Hering, Marius Hofert, Jan-Frederik Mai, Matthias Scherer
Constructing hierarchical Archimedean copulas with Lévy subordinators. J. Multivar. Anal. 101 (6) (2010)
Marius Hofert
Sampling Archimedean copulas. Comput. Stat. Data Anal. 52 (12) (2008)