Thibault Vatter

Publication Activity (10 Years)

Years Active: 2015-2021
Publications (10 Years): 7

Top Topics

Dependence Structure

Generative Model

Causal Discovery

Smoothing Algorithm

Top Venues

J. Multivar. Anal.

Publications

Dar Gilboa, Ari Pakman, Thibault Vatter
Marginalizable Density Models. CoRR (2021)
Damien Ackerer, Natasa Tagasovska, Thibault Vatter
Deep Smoothing of the Implied Volatility Surface. NeurIPS (2020)
Natasa Tagasovska, Valérie Chavez-Demoulin, Thibault Vatter
Distinguishing Cause from Effect Using Quantiles: Bivariate Quantile Causal Discovery. ICML (2020)
Natasa Tagasovska, Damien Ackerer, Thibault Vatter
Copulas as High-Dimensional Generative Models: Vine Copula Autoencoders. NeurIPS (2019)
Natasa Tagasovska, Damien Ackerer, Thibault Vatter
Copulas as High-Dimensional Generative Models: Vine Copula Autoencoders. CoRR (2019)
Damien Ackerer, Natasa Tagasovska, Thibault Vatter
Deep Smoothing of the Implied Volatility Surface. CoRR (2019)
Vaibhav Kulkarni, Natasa Tagasovska, Thibault Vatter, Benoît Garbinato
Generative Models for Simulating Mobility Trajectories. CoRR (2018)
Thibault Vatter, Valérie Chavez-Demoulin
Generalized additive models for conditional dependence structures. J. Multivar. Anal. 141 (2015)