Deep Extreme Value Copulas for Estimation and Sampling.

Ali Hasan Khalil Elkhalil João M. Pereira Sina Farsiu Jose H. Blanchet Vahid Tarokh

Published in: CoRR (2021)

Keyphrases

extreme values
importance sampling
estimation accuracy
estimation error
estimation algorithm
accurate estimation
parameter estimation
sample size
random sampling
deep learning
sampling strategy
lower bound
multiresolution
least squares
monte carlo
robust estimation