Related papers: Fat-Tailed Variational Inference with Anisotropic …

We investigate the occurrence of anomalous diffusive transport associated with acoustic wave fields propagating through highly-scattering periodic media. Previous studies had correlated the occurrence of anomalous diffusion to either the…

The joint Value at Risk (VaR) and expected shortfall (ES) quantile regression model of Taylor (2017) is extended via incorporating a realized measure, to drive the tail risk dynamics, as a potentially more efficient driver than daily…

We present the derivation of a new model to describe neutron spin echo spectroscopy and quasi-elastic neutron scattering data on liposomes. We compare the new model with existing approaches and benchmark it with experimental data. The…

A simultaneous enhancement of accuracy and diversity of predictions remains a challenge in ambiguous medical image segmentation (AMIS) due to the inherent trade-offs. While truncated diffusion probabilistic models (TDPMs) hold strong…

Transient responses in disordered systems typically show a heavy-tail relaxation behavior: the decay time constant increases as time increases, revealing a spectral distribution of time constants. The asymptotic value of such transients is…

We have developed a theoretical analysis to systematically study the late-time evolution of the Rayleigh-Taylor instability in a finite-sized spatial domain. The nonlinear dynamics of fluids with similar and contrasting densities are…

This paper offers a precise analytical characterization of the distribution of returns for a portfolio constituted of assets whose returns are described by an arbitrary joint multivariate distribution. In this goal, we introduce a…

Existing long-tailed classification (LT) methods only focus on tackling the class-wise imbalance that head classes have more samples than tail classes, but overlook the attribute-wise imbalance. In fact, even if the class is balanced,…

Robust Bayesian methods for high-dimensional regression problems under diverse sparse regimes are studied. Traditional shrinkage priors are primarily designed to detect a handful of signals from tens of thousands of predictors in the…

In this paper, we derive multiple anisotropic analogs from the established isotropic model by means of the gravitational decoupling approach in a fluid-geometry interaction based theory. To accomplish this, we initially consider a static…

We propose a random walk model of asset returns where the parameters depend on market stress. Stress is measured by, e.g., the value of an implied volatility index. We show that model parameters including standard deviations and…

This article proposes a novel Bayesian multivariate quantile regression to forecast the tail behavior of energy commodities, where the homoskedasticity assumption is relaxed to allow for time-varying volatility. In particular, we exploit…

Over the last few decades, classical density-functional theory (DFT) and its dynamic extensions (DDFTs) have become powerful tools in the study of colloidal fluids. Recently, previous DDFTs for spherically-symmetric particles have been…

Anomaly detection is a widely studied task for a broad variety of data types; among them, multiple time series appear frequently in applications, including for example, power grids and traffic networks. Detecting anomalies for multiple time…

We propose a new model and estimation framework for spatiotemporal streamflow exceedances above a threshold that flexibly captures asymptotic dependence and independence in the tail of the distribution. We model streamflow using a mixture…

We tackle the modeling of threshold exceedances in asymptotically independent stochastic processes by constructions based on Laplace random fields. These are defined as Gaussian random fields scaled with a stochastic variable following an…

The paper provides a new explanation of the low-volatility anomaly. We use the Adaptive Multi-Factor (AMF) model estimated by the Groupwise Interpretable Basis Selection (GIBS) algorithm to find those basis assets significantly related to…

This article investigates the effect of using isotropic and anisotropic plastic response functions in the analysis of the elastic-plastic response of unidirectional fibre composites on the meso-scale. Three model problems that use a…

We introduce directional regularity, a new definition of anisotropy for multivariate functional data. Instead of taking the conventional view, which determines anisotropy as a notion of smoothness along a dimension, directional regularity…

This paper presents an a posteriori error analysis for a coupled continuum pipe-flow/Darcy model in karst aquifers. We consider a unified anisotropic finite element discretization (i.e. elements with very large aspect ratio). Our analysis…