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We examine the performance of six estimators of the power-law cross-correlations -- the detrended cross-correlation analysis, the detrending moving-average cross-correlation analysis, the height cross-correlation analysis, the averaged…

Statistical Finance · Quantitative Finance 2018-10-30 Ladislav Kristoufek

Natural data are often long-tail distributed over semantic classes. Existing recognition methods tackle this imbalanced classification by placing more emphasis on the tail data, through class re-balancing/re-weighting or ensembling over…

Computer Vision and Pattern Recognition · Computer Science 2022-05-03 Xudong Wang , Long Lian , Zhongqi Miao , Ziwei Liu , Stella X. Yu

Power-law distributions are essential in computational and statistical investigations of extreme events and complex systems. The usual technique to generate power-law distributed data is to first infer the scale exponent $\alpha$ using the…

Adaptation and Self-Organizing Systems · Physics 2022-06-15 Jack Murdoch Moore , Gang Yan , Eduardo G. Altmann

Complex biological networks, encompassing metabolic pathways, gene regulatory systems, and protein-protein interaction networks, often exhibit scale-free structures characterized by heavy-tailed degree distributions. However, empirical…

Deploying deep models in real-world scenarios entails a number of challenges, including computational efficiency and real-world (e.g., long-tailed) data distributions. We address the combined challenge of learning long-tailed distributions…

Computer Vision and Pattern Recognition · Computer Science 2024-04-02 Jihun Kim , Dahyun Kim , Hyungrok Jung , Taeil Oh , Jonghyun Choi

The recent availability of electronic datasets containing large volumes of communication data has made it possible to study human behavior on a larger scale than ever before. From this, it has been discovered that across a diverse range of…

Physics and Society · Physics 2015-05-08 Gordon J Ross , Tim Jones

Real-world visual data often exhibits a long-tailed distribution, where some ''head'' classes have a large number of samples, yet only a few samples are available for ''tail'' classes. Such imbalanced distribution causes a great challenge…

Computer Vision and Pattern Recognition · Computer Science 2020-03-11 Junjie Zhang , Lingqiao Liu , Peng Wang , Chunhua Shen

In this survey we present an extensive research of the vast literature about the Generalized Lambda Distribution (GLD) and propose a hurdle, or two-way, model whose associated distribution is the GLD in order to meet the demand for a highly…

Applications · Statistics 2019-01-04 Diego Marcondes , Cláudia Peixoto , Ana Carolina Maia

We use daily data on bilateral interbank exposures and monthly bank balance sheets to study network characteristics of the Russian interbank market over Aug 1998 - Oct 2004. Specifically, we examine the distributions of (un)directed…

General Finance · Quantitative Finance 2015-03-10 Benjamin Vandermarliere , Alexei Karas , Jan Ryckebusch , Koen Schoors

We study the situations when the solution to a weighted stochastic recursion has a power law tail. To this end, we develop two complementary approaches, the first one extends Goldie's (1991) implicit renewal theorem to cover recursions on…

Probability · Mathematics 2010-07-30 Predrag R. Jelenkovic , Mariana Olvera-Cravioto

We introduce a trimmed version of the Hill estimator for the index of a heavy-tailed distribution, which is robust to perturbations in the extreme order statistics. In the ideal Pareto setting, the estimator is essentially finite-sample…

Methodology · Statistics 2017-11-15 Shrijita Bhattacharya , Michael Kallitsis , Stilian Stoev

Recent works have proposed incorporating heavy-tailed (HT) noise into diffusion- and flow-based generative models, with the goals of better recovering the tails of target distributions and improving generative diversity. This motivation is…

Machine Learning · Computer Science 2026-05-14 Hamza Cherkaoui , Hélène Halconruy , Antonio Ocello

Modelling excesses over a high threshold using the Pareto or generalized Pareto distribution (PD/GPD) is the most popular approach in extreme value statistics. This method typically requires high thresholds in order for the (G)PD to fit…

Statistics Theory · Mathematics 2009-01-13 Jan Beirlant , Elisabeth Joossens , Johan Segers

Standard statistical analysis is unable to provide reliable confidence intervals on expectation values of probability distributions that do not satisfy the conditions of the central limit theorem. We present a regression-based estimator of…

Data Analysis, Statistics and Probability · Physics 2019-06-24 Pablo Lopez Rios , Gareth J. Conduit

In branching process theory, linear-fractional distributions are commonly used to model individual reproduction, especially when the goal is to obtain more explicit formulas than those derived under general model assumptions. In this…

Probability · Mathematics 2025-04-07 Gerold Alsmeyer , Viet Hung Hoang

Gradually Truncated Log-normal distribution - Size distribution of firms Abstract Many natural and economical phenomena are described through power law or log- normal distributions. In these cases, probability decreases very slowly with…

Statistical Mechanics · Physics 2008-12-02 Hari M. Gupta , Jose R. Campanha

Continuous mixtures of distributions are widely employed in the statistical literature as models for phenomena with highly divergent outcomes; in particular, many familiar heavy-tailed distributions arise naturally as mixtures of…

Methodology · Statistics 2017-10-10 Carter T. Butts

Modern foundation models rely heavily on using scaling laws to guide crucial training decisions. Researchers often extrapolate the optimal architecture and hyper parameters settings from smaller training runs by describing the relationship…

Machine Learning · Computer Science 2025-02-27 Margaret Li , Sneha Kudugunta , Luke Zettlemoyer

Models based on preferential attachment have had much success in reproducing the power law degree distributions which seem ubiquitous in both natural and engineered systems. Here, rather than assuming preferential attachment, we give an…

Statistical Mechanics · Physics 2007-05-23 N. Berger , C. Borgs , J. T. Chayes , R. M. D'Souza , R. D. Kleinberg

The power law is useful in describing count phenomena such as network degrees and word frequencies. With a single parameter, it captures the main feature that the frequencies are linear on the log-log scale. Nevertheless, there have been…

Applications · Statistics 2024-07-24 Clement Lee , Emma Eastoe , Aiden Farrell
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