在机器学习中,生成模型可以用来直接对数据建模(例如根据某个变量的概率密度函数进行数据采样),也可以用来建立变量间的条件概率分布。条件概率分布可以由生成模型根据贝叶斯定理形成。

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神经风格迁移技术主要用于对图像、视频等进行风格化,使其具有艺术美感,该领域极具应用价值,是人工智能的热门研究领域之一。为推动神经风格迁移领域的研究发展,对神经风格迁移技术进行了全面概述。简述了非真实感渲染技术和传统的纹理迁移技术。对现有神经风格迁移模型进行了分类整理,并详细探讨了各类代表性模型的算法原理及后续改进,分析了神经风格迁移技术的应用市场。提出对风格迁移模型质量的评判应该从定性评估和定量评估两个方面来考虑,并从各个角度讨论了现阶段风格迁移技术存在的问题以及未来研究方向。最后强调应提高模型的综合能力,在保证生成质量的情况下提升生成速度以及泛化能力。

http://cea.ceaj.org/CN/abstract/abstract39931.shtml

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In multivariate time series systems, it has been observed that certain groups of variables partially lead the evolution of the system, while other variables follow this evolution with a time delay; the result is a lead-lag structure amongst the time series variables. In this paper, we propose a method for the detection of lead-lag clusters of time series in multivariate systems. We demonstrate that the web of pairwise lead-lag relationships between time series can be helpfully construed as a directed network, for which there exist suitable algorithms for the detection of pairs of lead-lag clusters with high pairwise imbalance. Within our framework, we consider a number of choices for the pairwise lead-lag metric and directed network clustering components. Our framework is validated on both a synthetic generative model for multivariate lead-lag time series systems and daily real-world US equity prices data. We showcase that our method is able to detect statistically significant lead-lag clusters in the US equity market. We study the nature of these clusters in the context of the empirical finance literature on lead-lag relations and demonstrate how these can be used for the construction of predictive financial signals.

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In multivariate time series systems, it has been observed that certain groups of variables partially lead the evolution of the system, while other variables follow this evolution with a time delay; the result is a lead-lag structure amongst the time series variables. In this paper, we propose a method for the detection of lead-lag clusters of time series in multivariate systems. We demonstrate that the web of pairwise lead-lag relationships between time series can be helpfully construed as a directed network, for which there exist suitable algorithms for the detection of pairs of lead-lag clusters with high pairwise imbalance. Within our framework, we consider a number of choices for the pairwise lead-lag metric and directed network clustering components. Our framework is validated on both a synthetic generative model for multivariate lead-lag time series systems and daily real-world US equity prices data. We showcase that our method is able to detect statistically significant lead-lag clusters in the US equity market. We study the nature of these clusters in the context of the empirical finance literature on lead-lag relations and demonstrate how these can be used for the construction of predictive financial signals.

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