A random sample of curves can be usually thought of as noisy realisations of a compound stochastic process X(t) = Z{W(t)}, where Z(t) produces random amplitude variation and W(t) produces random ...

We present a maximum-likelihood method for parameter estimation in terahertz time-domain spectroscopy. We derive the likelihood function for a parameterized frequency response function, given a pair ...

Our method can be used to train implicit probabilistic models (a common example being the generator in GANs). Unlike GANs, however, our method does not suffer from mode collapse/dropping and is stable ...

In the process of loan pricing, stress testing, capital allocation, modeling of probability of default (PD) term structure and International Financial Reporting Standard 9 expected credit loss ...