Generalized additive models for conditional dependence structures. - Thibault Vatter; Valérie Chavez-Demoulin (J. Multivar. Anal., 2015)

Generative Models for Simulating Mobility Trajectories. - Vaibhav Kulkarni; Natasa Tagasovska; Thibault Vatter; Benoît Garbinato (CoRR, 2018)

Copulas as High-Dimensional Generative Models: Vine Copula Autoencoders. - Natasa Tagasovska; Damien Ackerer; Thibault Vatter (NeurIPS, 2019)

Distinguishing Cause from Effect Using Quantiles: Bivariate Quantile Causal Discovery. - Natasa Tagasovska; Valérie Chavez-Demoulin; Thibault Vatter (ICML, 2020)

Deep Smoothing of the Implied Volatility Surface. - Damien Ackerer; Natasa Tagasovska; Thibault Vatter (NeurIPS, 2020)

Marginalizable Density Models. - Dar Gilboa; Ari Pakman; Thibault Vatter (CoRR, 2021)

Global Taxonomy of Stablecoins. - Christophe Le Brun; Oetske Leroux-Fankhauser; Natkamon Tovanich; Thibault Vatter; Arnaud Gaudinat (MARBLE, 2024)

Vine Copulas as Differentiable Computational Graphs. - Tuoyuan Cheng; Thibault Vatter; Thomas Nagler; Kan Chen (CoRR, 2025)