Open AccessOn the approximation of extreme quantiles with neural networks
Author(s) -
Michaël Allouche,
Stéphane Girard,
Emmanuel Gobet
Publication year - 2021
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - quantile , parametrization (atmospheric modeling) , computer science , artificial neural network , generator (circuit theory) , extreme value theory , generative adversarial network , generative grammar , artificial intelligence , algorithm , mathematical optimization , mathematics , statistics , deep learning , physics , power (physics) , quantum mechanics , radiative transfer