Quasi-random number generators for multivariate distributions based on generative neural networks.
Marius HofertAvinash PrasadMu ZhuPublished in: CoRR (2018)
Keyphrases
- random number generators
- neural network
- finite mixtures
- random numbers
- multivariate normal
- random number
- dependence structure
- pattern recognition
- probability distribution function
- probability distribution
- generative model
- genetic algorithm
- back propagation
- artificial neural networks
- uniformly distributed
- regression model
- joint distribution
- unsupervised learning
- dynamic programming
- gaussian distribution
- covariance matrix
- low cost
- worst case
- conjugate priors
- feature space
- pseudo random number generators
- machine learning