Detectors of High Energy Physics experiments, such as the ATLAS dectector [1] at the Large Hadron Collider [2], serve as cameras that take pictures of the particles produced in the collision events. One of the key detector technologies used for measuring the energy of particles are calorimeters. Particles will lose their energy in a cascade (called a shower) of electromagnetic and hadronic interactions with a dense absorbing material. The number of the particles produced in this showering process is subsequently measured across the sampling layers of the calorimeter. The deposition of energy in the calorimeter due to a developing shower is a stochastic process that can not be described from first principles and rather relies on a precise simulation of the detector response. It requires the modeling of particles interactions with matter at the microscopic level as implemented using the Geant4 toolkit [3]. This simulation process is inherently slow and thus presents a bottleneck in the ATLAS simulation pipeline [4]. The current work addresses this limitation. To meet the growing analysis demands, ATLAS already relies strongly on fast calorimeter simulation techniques based on thousands of individual parametrizations of the calorimeter response [5]. The algorithms currently employed for physics analyses by the ATLAS collaboration achieve a significant speedup over the full simulation of the detector response at the cost of accuracy. Current developments [6] [7] aim at improving the modeling of taus, jet-substructure-based boosted objects or wrongly identified objects in the calorimeter and will benefit from an improved detector description following data taking and a more detailed forward calorimeter geometry. Deep Learning techniques have been improving state of the art results in various science areas such as: astrophysics [8], cosmology [9] and medical imaging [10]. These techniques are able to describe complex data structures and scale well with highdimensionality problems. Generative models are powerful deep learning algorithms to map complex distributions into a lower dimensional space, to generate samples of higher dimensionality and to approximate the underlying probability densities. Among the most promising approaches are Variational Auto-Encoders [11] [12] and Generative Adversarial Networks [13]. In this context, the talk presents the first application of such models to the fast simulation of the calorimeter response in the ATLAS detector. This work [14] demonstrates the feasibility of using such algorithms for large scale high energy physics experiments in the future, and opens the possibility to complement current techniques.