On conditional truncated densities Bayesian networks

Modelling Conditional Probability Densities with Neural Networks

A consistent nonparametric Bayesian procedure for estimating autoregressive conditional densities

This article proposes a Bayesian infinite mixture model for the estimation of the conditional density of an ergodic time series. A nonparametric prior on the conditional density is described through the Dirichlet process. In the mixture model, a kernel is used leading to a dynamic nonlinear autoregressivemodel. This model can approximate any linear autoregressivemodel arbitrarily closely while ...

A Neural Bayesian Estimator for Conditional Probability Densities

This article describes a robust algorithm to estimate a conditional probability density f(t|~x) as a non-parametric smooth regression function. It is based on a neural network and the Bayesian interpretation of the network output as a posteriori probabability. The network is trained using example events from history or simulation, which define the underlying probability density f(t, ~x). Once t...

Bayesian Conditional Generative Adverserial Networks

Traditional GANs use a deterministic generator function (typically a neural network) to transform a random noise input z to a sample x that the discriminator seeks to distinguish. We propose a new GAN called Bayesian Conditional Generative Adversarial Networks (BC-GANs) that use a random generator function to transform a deterministic input y′ to a sample x. Our BC-GANs extend traditional GANs ...

Learning Densities Conditional on Many Interacting Features

Learning a distribution conditional on a set of discrete-valued features is a commonly encountered task. This becomes more challenging with a high-dimensional feature set when there is the possibility of interaction between the features. In addition, many frequently applied techniques consider only prediction of the mean, but the complete conditional density is needed to answer more complex que...