Diffusion and flow processes forget dependencies to define valid copulas then learn to remember them for density estimation and sampling, outperforming prior copula methods on complex datasets.
Nonparametric estimation of simplified vine copula models: comparison of methods
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Diffusion and Flow-based Copulas: Forgetting and Remembering Dependencies
Diffusion and flow processes forget dependencies to define valid copulas then learn to remember them for density estimation and sampling, outperforming prior copula methods on complex datasets.