Essays about: "Gumbel distribution"

Showing result 1 - 5 of 8 essays containing the words Gumbel distribution.

1. 1. Variational AutoEncoders and Differential Privacy : balancing data synthesis and privacy constraints

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Baptiste Bremond; [2024]
   Keywords : TVAE; Differential privacy; Tabular data; Synthetic data; DP-SGD; TVAE; differentiell integritet; tabelldata; syntetiska data; DP-SGD;

   Abstract : This thesis investigates the effectiveness of Tabular Variational Auto Encoders (TVAEs) in generating high-quality synthetic tabular data and assesses their compliance with differential privacy principles. The study shows that while TVAEs are better than VAEs at generating synthetic data that faithfully reproduces the distribution of real data as measured by the Synthetic Data Vault (SDV) metrics, the latter does not guarantee that the synthetic data is up to the task in practical industrial applications. READ MORE

3. 2. Regularizing Vision-Transformers Using Gumbel-Softmax Distributions on Echocardiography Data

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Alfred Nilsson; [2023]
   Keywords : Deep Learning; Vision-Transformers; Echocardiography; Feature Selection; Gumbel-Softmax; Concrete Autoencoders; Regression; Djupinlärning; Vision-Transformers; Ekokardiografi; Feature Selection; GumbelSoftmax; Concrete Autoencoders; Regression;

   Abstract : This thesis introduces an novel approach to model regularization in Vision Transformers (ViTs), a category of deep learning models. It employs stochastic embedded feature selection within the context of echocardiography video analysis, specifically focusing on the EchoNet-Dynamic dataset. READ MORE

4. 3. Copula approach to fitting bivariate time series

   University essay from Lunds universitet/Matematisk statistik

   Author : Jun Wang; [2023]
   Keywords : VaR; Copula; ARMA-GARCH; Extreme Value Theory; GPD; Hill estimator; Mathematics and Statistics;

   Abstract : We apply the GARCH-copula method to estimate Value at Risk (VaR) for European and Stockholm stock indices. First, marginal distributions are estimated by the ARMA-GARCH model with normal, Student-t, and skewed t distributions. READ MORE

5. 4. Regional Regression Models of Mean Annual Streamflow and Design Flow in a Tropical Region of Colombia.

   University essay from Lunds universitet/Avdelningen för Teknisk vattenresurslära

   Author : Anisa Zigaf Elfellah; Amanda Eriksson; [2018]
   Keywords : mean annual streamflow; extreme flow; design flow; regional regression model; ungauged watershed; hydrological homogeneous region; Gumbel distribution; Technology and Engineering;

   Abstract : A responsible and sustainable water resources management is important. It is also crucial to take the presence of watercourses into account during design of hydraulic structures such as small dams and bridges. Doing this requires knowledge of estimates of annual streamflow and extreme flows to be used for design purposes. READ MORE

6. 5. An Extreme Value Approach To Pricing Credit Risk

   University essay from Lunds universitet/Matematisk statistik

   Author : Sofia Landin; [2018]
   Keywords : Credit Risk; Credit Default Swap; Credit Valuation Adjustment; Extreme Value Theory; Generalized Extreme Value Distribution; Gumbel Distribution; Generalized Pareto Distribution; Block Maxima; Peak-over-Threshold; Probable Maximum Loss; Mathematics and Statistics;

   Abstract : An Extreme Value Approach To Pricing Credit Risk will outline the possibility to investigate a company’s price of risk over different time periods given a pre-defined risk level. With help of credit default swap (CDS) prices and extreme value theory the credit risk can be estimated for different return levels. READ MORE