Results 21 to 30 of about 1,758,675 (318)
Hausdorff dimension, heavy tails, and generalization in neural networks [PDF]
Neural Information Processing Systems, 2020 Despite its success in a wide range of applications, characterizing the generalization properties of stochastic gradient descent (SGD) in non-convex deep learning problems is still an important challenge.
Umut Simsekli +3 more
semanticscholar +1 more source
Robust Regression with Covariate Filtering: Heavy Tails and Adversarial Contamination [PDF]
Journal of the American Statistical Association, 2020 We study the problem of linear regression where both covariates and responses are potentially (i) heavy-tailed and (ii) adversarially contaminated.
Ankit Pensia, Varun Jog, Po-Ling Loh
semanticscholar +1 more source
Revisiting and Modeling Power-Law Distributions in Empirical Outage Data of Power Systems
PRX Energy, 2023 The size distributions of planned and forced outages and their restoration times in power systems have been studied for almost two decades and have drawn great interest as they display heavy tails.
Bálint Hartmann +3 more
doaj +1 more source
How close are time series to power tail L\'evy diffusions? [PDF]
, 2017 This article presents a new and easily implementable method to quantify the so-called coupling distance between the law of a time series and the law of a differential equation driven by Markovian additive jump noise with heavy-tailed jumps, such as ...
Brown, André EX +11 more
core +4 more sources
Data in Brief, 2020 In this data article, we investigated the accumulation of heavy metals in the lizard Microlophus atacamensis, in three coastal areas of the Atacama Desert, northern Chile. We captured lizards in a non-intervened area (Parque Nacional Pan de Azucar, PAZ),
Yery Marambio-Alfaro +8 more
doaj +1 more source
Estimation of heavy tails in optical non-linear processes
New Journal of Physics, 2021 In optical non-linear processes, rogue waves can be observed, which can be mathematically described by heavy-tailed distributions. These distributions are special since the probability of registering extremely high intensities is significantly higher ...
Éva Rácz +2 more
doaj +1 more source
Ordered random walks with heavy tails [PDF]
, 2011 This note continues paper of Denisov and Wachtel (2010), where we have constructed a $k$-dimensional random walk conditioned to stay in the Weyl chamber of type $A$.
Denisov, Denis, Wachtel, Vitali
core +7 more sources
WIREs Computational Statistics, 2012 AbstractThe concept of heavy‐ or long‐tailed densities (or distributions) has attracted much well‐deserved attention in the literature. A quick search in Google using the keywords long‐tailed statistics retrieves almost 12 million items. The concept has become a pillar of the theory of extremes, and through its connection with outlier‐prone ...
openaire +3 more sources
Extremal behavior of stochastic volatility models [PDF]
, 2005 Empirical volatility changes in time and exhibits tails, which are heavier than normal. Moreover, empirical volatility has - sometimes quite substantial - upwards jumps and clusters on high levels.
Fasen, V. +2 more
core +2 more sources
Reduced branching processes with very heavy tails [PDF]
, 2007 The reduced Markov branching process is a stochastic model for the genealogy of an unstructured biological population. Its limit behavior in the critical case is well studied for the Zolotarev-Slack regularity parameter $\alpha\in(0,1]$.
Lagerås, Andreas N., Sagitov, Serik
core +1 more source