Results 41 to 50 of about 233,260 (285)
Rare Events Simulation for Heavy-Tailed Distributions [PDF]
Bernoulli, 2000 The authors consider the problem of simulation of rare events. The family \(\{ A(x)\}\) of events defined on a probability space \(\{ \Omega, F,P\}\) are rare in the sense that \(z(x)=P(A(x))\to 0\), as \(x\to\infty.\) An estimator for \(z(x)\) is a random variable \(Z(x)\) such that \(z(x)=E Z(x).\) The simulation is performed by producing \(N ...
Søren Asmussen +4 more
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How extreme is extreme? An assessment of daily rainfall distribution tails [PDF]
Hydrology and Earth System Sciences, 2013 The upper part of a probability distribution, usually known as the tail, governs both the magnitude and the frequency of extreme events. The tail behaviour of all probability distributions may be, loosely speaking, categorized into two families: heavy ...
S. M. Papalexiou +2 more
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Inferring heavy tails of flood distributions through hydrograph recession analysis [PDF]
Hydrology and Earth System Sciences, 2023 Floods are often disastrous due to underestimation of the magnitude of rare events. Underestimation commonly happens when the magnitudes of floods follow a heavy-tailed distribution, but this behavior is not recognized and thus neglected for flood hazard
H.-J. Wang +6 more
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Characterizing Heavy-Tailed Distributions Induced by Retransmissions [PDF]
Advances in Applied Probability, 2013 Consider a generic data unit of random sizeLthat needs to be transmitted over a channel of unit capacity. The channel availability dynamic is modeled as an independent and identically distributed sequence {A,Ai}i≥1that is independent ofL. During each period of time that the channel becomes available, sayAi, we attempt to transmit the data unit.
Jelenković, Predrag R., Tan, Jian
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Heavy tailed distributions in closing auctions [PDF]
Physica A: Statistical Mechanics and its Applications, 2020 We study the tails of closing auction return distributions for a sample of liquid European stocks. We use the stochastic call auction model of Derksen et al. (2020a), to derive a relation between tail exponents of limit order placement distributions and tail exponents of the resulting closing auction return distribution and we verify this relation ...
M. Derksen, B. Kleijn, R. de Vilder
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Calculation of ruin probabilities for a dense class of heavy tailed distributions
Scandinavian Actuarial Journal, 2015 M. Bladt +2 more
semanticscholar +3 more sources
bioRxiv, 2018 In RNA-seq differential expression analysis, investigators aim to detect genes with changes in expression across conditions, despite technical and biological variability. A common task is to accurately estimate the effect size. When the counts are low or
Anqi Zhu, J. Ibrahim, M. Love
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Algorithms, 2012 We present evidence that one can calculate generically combinatorially expensive Lp and lp averages, 0 < p < 1, in polynomial time by restricting the data to come from a wide class of statistical distributions.
John E. Lavery
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Robust Regression with Asymmetric Heavy-Tail Noise Distributions [PDF]
Neural Computation, 2002 In the presence of a heavy-tail noise distribution, regression becomes much more difficult. Traditional robust regression methods assume that the noise distribution is symmetric, and they downweight the influence of so-called outliers. When the noise distribution is asymmetric, these methods yield biased regression estimators. Motivated by data-mining
Yoshua Bengio +2 more
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Scalable Semiparametric Inference for the Means of Heavy-tailed Distributions [PDF]
Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B, 2016 Heavy-tailed distributions present a tough setting for inference. They are also common in industrial applications, particularly with internet transaction datasets, and machine learners often analyze such data without considering the biases and risks ...
Matt Taddy, H. Lopes, Matt Gardner
semanticscholar +1 more source