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The hierarchical and recursive expressive capability of rooted trees is applicable to represent statistical models in various areas, such as data compression, image processing, and machine learning. On the other hand, such hierarchical…

Machine Learning · Computer Science 2022-01-25 Yuta Nakahara , Shota Saito , Akira Kamatsuka , Toshiyasu Matsushima

We introduce the notion of a hereditary property for rooted real trees and we also consider reduction of trees by a given hereditary property. Leaf-length erasure, also called trimming, is included as a special case of hereditary reduction.…

Probability · Mathematics 2012-11-12 Thomas Duquesne , Matthias Winkel

Whether an extreme observation is an outlier or not, depends strongly on the corresponding tail behaviour of the underlying distribution. We develop an automatic, data-driven method to identify extreme tail behaviour that deviates from the…

Methodology · Statistics 2019-12-06 Shrijita Bhattacharya , Jan Beirlant

Rate of convergence is studied for a diffusion process on the half line with a non-sticky reflection to a heavy-tailed 1D invariant distribution which density on the half line has a polynomial decay at infinity. Starting from a standard…

Probability · Mathematics 2019-05-16 O. A. Manita , A. Yu. Veretennikov

In probability theory, there exist discrete and continuous distributions. Generally speaking, we do not have sufficient kinds and properties of discrete ones compared to the continuous ones. In this paper, we treat the Riemann zeta…

Probability · Mathematics 2023-06-05 Takahiro Aoyama , Ryuya Namba , Koki Ota

We introduce a general class of continuous univariate distributions with positive support obtained by transforming the class of two-piece distributions. We show that this class of distributions is very flexible, easy to implement, and…

Applications · Statistics 2015-11-06 Francisco J. Rubio , Yili Hong

As the data scale grows, deep recognition models often suffer from long-tailed data distributions due to the heavy imbalanced sample number across categories. Indeed, real-world data usually exhibit some similarity relation among different…

Computer Vision and Pattern Recognition · Computer Science 2022-08-18 Lei Liu , Li Liu

Proliferating cell populations at steady state growth often exhibit broad protein distributions with exponential tails. The sources of this variation and its universality are of much theoretical interest. Here we address the problem by…

Populations and Evolution · Quantitative Biology 2008-07-24 Tamar Friedlander , Naama Brenner

We determine the rate of decrease of the right tail distribution of the exponential functional of a Levy process with a convolution equivalent Levy measure. Our main result establishes that it decreases as the right tail of the image under…

Probability · Mathematics 2016-08-14 Víctor Rivero

For measuring tail risk with scarce extreme events, extreme value analysis is often invoked as the statistical tool to extrapolate to the tail of a distribution. The presence of large datasets benefits tail risk analysis by providing more…

Methodology · Statistics 2023-12-18 Liujun Chen , Deyuan Li , Chen Zhou

The velocity distribution function of granular gases in the homogeneous cooling state as well as some heated granular gases decays for large velocities as $f\propto\exp(- {\rm const.} v)$. That is, its high-energy tail is overpopulated as…

Statistical Mechanics · Physics 2007-05-23 Thorsten Poeschel , Nikolai Brilliantov , Arno Formella

We establish uniform sub-exponential tail bounds for the width, height and maximal outdegree of critical Bienaym\'e-Galton-Watson trees conditioned on having a large fixed size, whose offspring distribution belongs to the domain of…

Probability · Mathematics 2018-02-19 Igor Kortchemski

Diffusion models achieve state-of-the-art generation quality across many applications, but their ability to capture rare or extreme events in heavy-tailed distributions remains unclear. In this work, we show that traditional diffusion and…

Machine Learning · Computer Science 2024-10-30 Kushagra Pandey , Jaideep Pathak , Yilun Xu , Stephan Mandt , Michael Pritchard , Arash Vahdat , Morteza Mardani

Normalising flows are tractable probabilistic models that leverage the power of deep learning to describe a wide parametric family of distributions, all while remaining trainable using maximum likelihood. We discuss how these methods can be…

Machine Learning · Computer Science 2020-07-14 Simon Alexanderson , Gustav Eje Henter

Empirical distributions have their in-sample maxima as natural censoring. We look at the "hidden tail", that is, the part of the distribution in excess of the maximum for a sample size of $n$. Using extreme value theory, we examine the…

Statistical Finance · Quantitative Finance 2020-04-14 Nassim Nicholas Taleb

The distribution of species body size within taxonomic groups exhibits a heavy right-tail extending over many orders of magnitude, where most species are significantly larger than the smallest species. We provide a simple model of…

Populations and Evolution · Quantitative Biology 2009-01-05 Aaron Clauset , Douglas H. Erwin

A discrete version of the Gumbel (Type I) extreme value distribution has been derived by using the general approach of discretization of a continuous distribution. Important distributional and reliability properties have been explored. It…

Statistics Theory · Mathematics 2014-10-29 Subrata Chakraborty , Dhrubajyoti Chakravarty

Various molecular interaction networks have been claimed to follow power-law decay for their global connectivity distribution. It has been proposed that there may be underlying generative models that explain this heavy-tailed behavior by…

Molecular Networks · Quantitative Biology 2010-04-20 Adrián López García de Lomana , Qasim K. Beg , G. de Fabritiis , Jordi Villà-Freixa

The study of loss function distributions is critical to characterize a model's behaviour on a given machine learning problem. For example, while the quality of a model is commonly determined by the average loss assessed on a testing set,…

Machine Learning · Computer Science 2023-06-06 Etrit Haxholli , Marco Lorenzi

Define the scale-free Gilbert graph based on a Boolean model with heavy-tailed radius distribution on the $d$-dimensional torus by connecting two centers of balls by an edge if at least one of the balls contains the center of the other. We…

Probability · Mathematics 2014-11-26 Christian Hirsch