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The Fundamentals of Heavy Tails
, 2022 Heavy tails -extreme events or values more common than expected -emerge everywhere: the economy, natural events, and social and information networks are just a few examples. Yet after decades of progress, they are still treated as mysterious, surprising,
Wierman, A. (Adam) +2 more
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Bayesian Robustness Modelling Using the Floor Distribution
Revstat Statistical Journal, 2018 In Bayesian analysis, the prior distribution and the likelihood can conflict, in the sense that they can carry diverse information about the parameter of interest. The most common form of conflict is the presence of outliers in the data.
J. A. A. Andrade +2 more
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A Review of More than One Hundred Pareto-Tail Index Estimators
Statistica, 2021 Heavy-tailed distributions are often encountered in economics, finance, biology, telecommunications, geology, etc. The heaviness of a tail is measured by a tail index. Numerous methods for tail index estimation have been proposed. This paper reviews more
Igor Fedotenkov
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Heavy Metals: Might as Well Jump
International Journal of Financial Studies, 2019 Financial times series, and commodity prices in particular, are known to exhibit fat tails in the distribution of prices. As with many natural resources price series, the arrival of new information can lead to unexpectedly rapid changes—or jump ...
Neil A. Wilmot
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The Heavy Tails of Vulnerability Exploitation [PDF]
, 2015 In this paper we analyse the frequency at which vulnerabilities are exploited in the wild by relying on data collected worldwide by Symantec’s sensors. Our analysis comprises 374 exploited vulnerabilities for a total of 75.7 Million recorded attacks spanning three years (2009-2012).
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The Scientific World Journal, 2015 I present a parametric, bijective transformation to generate heavy tail versions of arbitrary random variables. The tail behavior of this heavy tail Lambert W × FX random variable depends on a tail parameter δ≥0: for δ=0, Y≡X, for δ>0 Y has heavier ...
Georg M. Goerg
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Engineering peptides into antibodies—opportunities and strategies for therapeutic innovation
FEBS Letters, EarlyView.Peptides and antibodies occupy complementary therapeutic niches. Peptides recognize difficult targets in a compact format, while antibodies add specificity, long half‐life, and effector functions. This review examines strategies that merge both modalities—peptide grafting into loops, terminal and Fc fusions, and bioconjugation—highlighting how ...
Jinling Wang +2 more
wiley +1 more source
Simulating mixture of sub-Gaussian spatial data [PDF]
AUT Journal of Mathematics and ComputingSpatial datasets may contain extreme values and exhibit heavy tails. So, the Gaussianity assumption for the corresponding random field is not reasonable. A sub-Gaussian α-stable (SGαS) random field may be more suitable as a model for heavy-tailed spatial
Seyedeh Somayeh Mousavi +1 more
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Heavy-Tailed Independent Component Analysis [PDF]
2015 IEEE 56th Annual Symposium on Foundations of Computer Science, 2015 Independent component analysis (ICA) is the problem of efficiently recovering a matrix $A \in \mathbb{R}^{n\times n}$ from i.i.d. observations of $X=AS$ where $S \in \mathbb{R}^n$ is a random vector with mutually independent coordinates. This problem has been intensively studied, but all existing efficient algorithms with provable guarantees require ...
Joseph Anderson +3 more
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seananderson/heavy-tails-response: heavy-tails-response v1.0
, 2017 <p>This repository contains data and code for the letter: Anderson SC, Branch TA, Cooper AB, Dulvy NK. 2017. Reply to Youngflesh and Lynch: Migration and population growth rate in animal black-swan events.
Sean Anderson
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