Results 31 to 40 of about 91,294 (309)
Heavy operators and hydrodynamic tails [PDF]
SciPost Physics, 2020 The late time physics of interacting QFTs at finite temperature is controlled by hydrodynamics. For CFTs this implies that heavy operators – which are generically expected to create thermal states – can be studied semiclassically. We show that hydrodynamics universally fixes the OPE coefficients
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Epilepsy Seizure Detection: A Heavy Tail Approach
IEEE Access, 2020 Epilepsy is a chronic brain disorder that affects the quality of life of many patients even when this disease is being controlled. If we want to improve those lives affected, we need to perform real-time epilepsy detection with constant monitoring of the
Jesus G. Servin-Aguilar +4 more
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A Maximum Entropy Approach to Loss Distribution Analysis
Entropy, 2013 In this paper we propose an approach to the estimation and simulation of loss distributions based on Maximum Entropy (ME), a non-parametric technique that maximizes the Shannon entropy of the data under moment constraints. Special cases of the ME density
Marco Bee
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Optimal heavy tail estimation – Part 1: Order selection [PDF]
Nonlinear Processes in Geophysics, 2017 The tail probability, P, of the distribution of a variable is important for risk analysis of extremes. Many variables in complex geophysical systems show heavy tails, where P decreases with the value, x, of a variable as a power law with a ...
M. Mudelsee, M. Mudelsee, M. A. Bermejo
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Heavy-Tailed Density Estimation
, 2022 A novel statistical method is proposed and investigated for estimating a heavy tailed density under mild smoothness assumptions. Statistical analyses of heavy-tailed distributions are susceptible to the problem of sparse information in the tail of the ...
Surya T. Tokdar (3922505) +2 more
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Linear Regression for Heavy Tails [PDF]
Risks, 2018 There exist several estimators of the regression line in the simple linear regression: Least Squares, Least Absolute Deviation, Right Median, Theil–Sen, Weighted Balance, and Least Trimmed Squares. Their performance for heavy tails is compared below on the basis of a quadratic loss function.
Balkema, Guus, Embrechts, Paul
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Tempered time-fractional advection-dispersion equation for modeling non-Fickian transport
Shui kexue jinzhan, 2013 This study shows in detail how the classical time fractional advection-dispersion equation(TFADE) can be generalized using the concept of tempering.The generalized TFADE model is then approximated by a new spatiotemporal splitting method,which is ...
XIA Yuan, WU Jichun, ZHANG Yong
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The Heavy-Tail Phenomenon in SGD
CoRR, 2020 In recent years, various notions of capacity and complexity have been proposed for characterizing the generalization properties of stochastic gradient descent (SGD) in deep learning. Some of the popular notions that correlate well with the performance on unseen data are (i) the `flatness' of the local minimum found by SGD, which is related to the ...
Gurbuzbalaban, Mert +2 more
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Tails of Credit Default Portfolios [PDF]
, 2004 We derive analytic expressions for the tail behavior of credit losses in a large homogeneous credit default portfolio. Our model is an extended CreditMetrics model; i.e. it is a one-factor model with a multiplicative shock-variable.
Kuhn, G., Kuhn, Gabriel, Gabriel Kuhn
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Heavy Tails in Program Structure
IEEE Computer Architecture Letters, 2017 Designing and optimizing computer systems require deep understanding of the underlying system behavior. Historically many important observations that led to the development of essential hardware and software optimizations were driven by empirical observations about program behavior. In this paper, we report an interesting property of program structures
Hiroshi Sasaki 0001 +3 more
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