Results 31 to 40 of about 888,711 (295)
CoRR, 2023 In this paper, we study multi-armed bandits (MAB) and stochastic linear bandits (SLB) with heavy-tailed rewards and quantum reward oracle. Unlike the previous work on quantum bandits that assumes bounded/sub-Gaussian distributions for rewards, here we investigate the quantum bandits problem under a weaker assumption that the distributions of rewards ...
Yulian Wu +3 more
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The multivariate asymmetric slash Laplace distribution and its applications
Statistica, 2013 We have introduced a multivariate asymmetric-slash Laplace distribution, a flexible distribution that can take skewness and heavy tails into account. This distribution is useful in simulation studies where it can introduce distributional challenges in ...
Bindu Punathumparambath
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Portfolio selection with heavy tails [PDF]
Journal of Empirical Finance, 2005 Consider the portfolio problem of choosing the mix between stocks and bonds under a downside risk constraint. Typically, stock returns exhibit fatter tails than bonds corresponding to their greater downside risk. Downside risk criteria like the safety first criterion, therefore, of ten select corner solutions in the sense of a bonds only portfolio ...
Namwon Hyung, Casper G. de Vries
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Estimating the tail conditional expectation of Walmart stock data
Croatian Operational Research Review, 2020 Stable distribution, also known as Lévy stable distribution, which is a rich class of heavy-tailed distributions can capture asymmetry and heavy tails observed in financial data.
Hakim Ouadjed, Tawfiq Fawzi Mami
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Study of Coded ALOHA with Multi-User Detection under Heavy-Tailed and Correlated Arrivals
Future Internet, 2023 In this paper, we study via simulation the performance of irregular repetition slotted ALOHA under multi-packet detection and different patterns of the load process.
María E. Sousa-Vieira +1 more
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The heavy tail of the human brain
Current Opinion in Neurobiology, 2015 Fluctuating oscillations are a ubiquitous feature of neurophysiology. Are the amplitude fluctuations of neural oscillations chance excursions drawn randomly from a normal distribution, or do they tell us more? Recent empirical research suggests that the occurrence of 'anomalous' (high amplitude) oscillations imbues their probability distributions with ...
Roberts, James A +2 more
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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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Effects of Cooking Methods on Heavy Metal Levels in Crayfish Tail and Cooking Juice
Shipin gongye ke-jiIn order to explore the accumulation of heavy metals in crayfish cooking juice and its effect on the level of heavy metals in edible parts (crayfish tail) under different cooking methods.
Jing LI +3 more
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Similarity of Symbol Frequency Distributions with Heavy Tails
Physical Review X, 2016 Quantifying the similarity between symbolic sequences is a traditional problem in information theory which requires comparing the frequencies of symbols in different sequences.
Martin Gerlach +2 more
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Probability Density Estimation through Nonparametric Adaptive Partitioning and Stitching
Algorithms, 2023 We present a novel nonparametric adaptive partitioning and stitching (NAPS) algorithm to estimate a probability density function (PDF) of a single variable.
Zach D. Merino +2 more
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