Search Results for author: Victor Goubet

Found 1 papers, 0 papers with code

cCorrGAN: Conditional Correlation GAN for Learning Empirical Conditional Distributions in the Elliptope

no code implementations22 Jul 2021 Gautier Marti, Victor Goubet, Frank Nielsen

We propose a methodology to approximate conditional distributions in the elliptope of correlation matrices based on conditional generative adversarial networks.

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