Related papers: A survey of a hurdle model for heavy-tailed data b…

In extreme values theory, for a sufficiently large block size, the maxima distribution is approximated by the generalized extreme value (GEV) distribution. The GEV distribution is a family of continuous probability distributions, which has…

This paper introduces a new classification scheme - head/tail breaks - in order to find groupings or hierarchy for data with a heavy-tailed distribution. The heavy-tailed distributions are heavily right skewed, with a minority of large…

In this work we present for the first time an application of the Pareto approach to the modelling of the excesses of galaxy clusters over high-mass thresholds. The distribution of those excesses can be described by the generalized Pareto…

Bulk gene expression experiments relied on aggregations of thousands of cells to measure the average expression in an organism. Advances in microfluidic and droplet sequencing now permit expression profiling in single cells. This study of…

In this paper, we consider the problem of linear regression with heavy-tailed distributions. Different from previous studies that use the squared loss to measure the performance, we choose the absolute loss, which is capable of estimating…

Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian $\alpha$-stable distribution received much interest in…

This paper studies distributed estimation and support recovery for high-dimensional linear regression model with heavy-tailed noise. To deal with heavy-tailed noise whose variance can be infinite, we adopt the quantile regression loss…

Fisheries scientists use regression models to estimate population quantities, such as biomass or abundance, for use in climate, habitat, stock, and ecosystem assessments. However, these models are sensitive to the chosen probability…

It has repeatedly been observed that loss minimization by stochastic gradient descent (SGD) leads to heavy-tailed distributions of neural network parameters. Here, we analyze a continuous diffusion approximation of SGD, called homogenized…

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…

In this paper we are concerned with the analysis of heavy-tailed data when a portion of the extreme values is unavailable. This research was motivated by an analysis of the degree distributions in a large social network. The degree…

This paper investigates the robust linear discriminant analysis (LDA) problem with elliptical distributions in high-dimensional data. We propose a robust classification method, named SSLDA, that is intended to withstand heavy-tailed…

Insurance data can be asymmetric with heavy tails, causing inadequate adjustments of the usually applied models. To deal with this issue, hierarchical models for collective risk with heavy-tails of the claims distributions that take also…

In this paper, a new two-parameter model called generalized Ramos-Louzada (GRL) distribution is proposed. The new model provides more flexibility in modeling data with increasing, decreasing, j shaped and reversed-J shaped hazard rate…

Score-based generative models (SGMs) have achieved remarkable empirical success, motivating their application to a broad range of data distributions. However, extending them to heavy-tailed targets remains a largely open problem. Although…

Despite the successes of probabilistic models based on passing noise through neural networks, recent work has identified that such methods often fail to capture tail behavior accurately, unless the tails of the base distribution are…

Traditional implicit generative models are capable of learning highly complex data distributions. However, their training involves distinguishing real data from synthetically generated data using adversarial discriminators, which can lead…

A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…

A new estimator is proposed for estimating the tail exponent of a heavy-tailed distribution. This estimator, referred to as the layered Hill estimator, is a generalization of the traditional Hill estimator, building upon a layered structure…

This paper proposes a general modeling framework that allows for uncertainty quantification at the individual covariate level and spatial referencing, operating withing a double generalized linear model (DGLM). DGLMs provide a general…