Results 121 to 130 of about 1,758,675 (318)
Heavy-tailed random matrices [PDF]
, 2015 This article considers non-Gaussian random matrices consisting of random variables with heavy-tailed probability distributions. In probability theory heavy tails of distributions describe rare but violent events which usually have a dominant influence on the statistics.
Burda, Z., Jurkiewicz, J.
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Fitting heavy-tailed mixture models with CVaR constraints
Dependence Modeling, 2019 Standard methods of fitting finite mixture models take into account the majority of observations in the center of the distribution. This paper considers the case where the decision maker wants to make sure that the tail of the fitted distribution is at ...
Pertaia Giorgi, Uryasev Stan
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Advanced Functional Materials, EarlyView.Pullulan, a biomass‐derived polysaccharide, is transformed into transparent optical fibers using a solvent‐free borax hydrogel‐spinning method. The fibers outperform PMMA with ≈200 MPa tensile strength and 200 °C stability, while uniquely guiding visible‐to‐NIR light and enabling additive‐free humidity sensing.
Yuya Fukata +4 more
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TSLiNGAM: DirectLiNGAM Under Heavy Tails
Journal of Computational and Graphical StatisticsOne of the established approaches to causal discovery consists of combining directed acyclic graphs (DAGs) with structural causal models (SCMs) to describe the functional dependencies of effects on their causes. Possible identifiability of SCMs given data depends on assumptions made on the noise variables and the functional classes in the SCM.
Sarah Leyder +2 more
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Advanced Functional Materials, EarlyView.PREdicting LNP In Vivo Efficacy (PRELIVE) framework enables the prediction of lipid nanoparticle (LNPs) organ‐specific delivery through dual modeling approaches. Composition‐based models using formulation parameters and protein corona‐based models using biological fingerprints both achieve high predictive accuracy across multiple organs.
Belal I. Hanafy +3 more
wiley +1 more source
Estimating of the Proportional Hazard Premium for Heavy-Tailed Claim Amounts with the Pot Method
Revstat Statistical Journal, 2012 In this paper we propose a new estimator of the proportional hazard premium for heavy-tailed claim amounts, with a help of the peak-over-threshold (POT) method.
Rassoul Abdelaziz
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Mechanically Stable and Tunable Photoactivated Peptide‐Based Hydrogels for Soft Tissue Adhesion
Advanced Functional Materials, EarlyView.A collagen‐like peptide hydrogel platform is developed using supramolecular self‐assembly and light‐triggered crosslinking. It creates mechanically stable, tunable hydrogels with cytocompatibility and biodegradability, making them potential soft tissue adhesives.
Alex Ross +8 more
wiley +1 more source
Direct Reduction of Bias of the Classical Hill Estimator
Revstat Statistical Journal, 2005 In this paper we are interested in an adequate estimation of the dominant component of the bias of Hill’s estimator of a positive tail index γ, in order to remove it from the classical Hill estimator in different asymptotically equivalent ways.
Frederico Caeiro +2 more
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Advanced Functional Materials, EarlyView.This study develops a novel atomic engineering strategy to fine‐tune the spin state of α‐Fe2O3 catalysts toward a medium‐spin state, thereby modulating peroxymonosulfate activation and selectively yielding surface‐bound radicals. Compared with free radicals, surface‐bound radicals exhibit moderated oxidation potential, extended lifespan, surface ...
Shuyu Wang +7 more
wiley +1 more source
Heavy-tails and regime-switching in electricity prices [PDF]
In this paper we first analyze the stylized facts of electricity prices, in particular, the extreme volatility and price spikes which lead to heavy-tailed distributions of price changes.
Weron, Rafal
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