COMET Flows: Towards Generative Modeling of Multivariate Extremes and Tail Dependence

Cite

Text

McDonald et al. "COMET Flows: Towards Generative Modeling of Multivariate Extremes and Tail Dependence." International Joint Conference on Artificial Intelligence, 2022. doi:10.24963/IJCAI.2022/462

Markdown

[McDonald et al. "COMET Flows: Towards Generative Modeling of Multivariate Extremes and Tail Dependence." International Joint Conference on Artificial Intelligence, 2022.](https://mlanthology.org/ijcai/2022/mcdonald2022ijcai-comet/) doi:10.24963/IJCAI.2022/462

BibTeX

@inproceedings{mcdonald2022ijcai-comet,
  title     = {{COMET Flows: Towards Generative Modeling of Multivariate Extremes and Tail Dependence}},
  author    = {McDonald, Andrew and Tan, Pang-Ning and Luo, Lifeng},
  booktitle = {International Joint Conference on Artificial Intelligence},
  year      = {2022},
  pages     = {3328-3334},
  doi       = {10.24963/IJCAI.2022/462},
  url       = {https://mlanthology.org/ijcai/2022/mcdonald2022ijcai-comet/}
}