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It is interesting to mix EVT and GANs. Importance Splitting, a statistical tool that estimates probability of rare events and generates some of them, may also b
by shivin9 6y ago
It is interesting to mix EVT and GANs. Importance Splitting, a statistical tool that estimates probability of rare events and generates some of them, may also be closely related.
- arjit_jain 6y agoGreat catch! Importance splitting is indeed a useful simulation technique for low probability events. The application of splitting based methods on bayesian models for extreme sample generation can be an interesting future work.