Related papers: Fixed-Point Algorithms for Solving the Critical Va…

The authors announce a general tail estimate, called a decoupling inequality, for a symmetrized sum of non-linear $k$-correlations of $n>k$ independent random variables.

Robust estimators, like the median of a point set, are important for data analysis in the presence of outliers. We study robust estimators for locationally uncertain points with discrete distributions. That is, each point in a data set has…

We study sample quantiles of distributions indexed by estimated parameters, with a on Value-at-Risk related to linear projections of financial returns that whose underlying probability law is heavy-tailed. In this setting, the projection…

Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…

In risk management, tail risks are of crucial importance. The quality of a tail model, which is determined by data from an unknown distribution, depends critically on the subset of data used to model the tail. Based on a suitably weighted…

In many applied fields, the prediction of more severe events than those already recorded is crucial for safeguarding against potential future calamities. What-if analyses, which evaluate hypothetical scenarios up to the worst-case event,…

We analyze a class of models for unequal crossover (UC) of sequences containing sections with repeated units that may differ in length. In these, the probability of an `imperfect' alignment, in which the shorter sequence has d units without…

'Optimal cutpoints' for binary classification tasks are often established by testing which cutpoint yields the best discrimination, for example the Youden index, in a specific sample. This results in 'optimal' cutpoints that are highly…

Heavy-tailed distributions are infamously difficult to estimate because their moments tend to infinity as the shape of the tail decay increases. Nevertheless, this study shows the utilization of a modified group of moments for estimating a…

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…

This paper considers the problems of detecting a change point and estimating the location in the correlation matrices of a sequence of high-dimensional vectors, where the dimension is large enough to be comparable to the sample size or even…

This paper develops robust inference methods for predictive regressions that address key challenges posed by endogenously persistent or heavy-tailed regressors, as well as persistent volatility in errors. Building on the Cauchy estimation…

We consider the fundamental problem of estimating a discrete distribution on a domain of size $K$ with high probability in Kullback-Leibler divergence. We provide upper and lower bounds on the minimax estimation rate, which show that the…

At high levels, the asymptotic distribution of a stationary, regularly varying Markov chain is conveniently given by its tail process. The latter takes the form of a geometric random walk, the increment distribution depending on the sign of…

We consider the Stochastic Matching problem, which is motivated by applications in kidney exchange and online dating. In this problem, we are given an undirected graph. Each edge is assigned a known, independent probability of existence and…

Covariate shift, a widely used assumption in tackling {\it distributional shift} (when training and test distributions differ), focuses on scenarios where the distribution of the labels conditioned on the feature vector is the same, but the…

This paper proposes a scoring-rule-based method for ranking predictive distributions in the Fr\'echet domain that is able to distinguish between different tail indices. The approach is built on normalized order statistics and exploits…

We compare failure distributions of quantum error correction circuits for stochastic errors and coherent errors. We utilize a fully coherent simulation of a fault tolerant quantum error correcting circuit for a $d=3$ Steane and surface…

In a recent paper entitled "Inconsistencies of Recently Proposed Citation Impact Indicators and how to Avoid Them," Schreiber (2012, at arXiv:1202.3861) proposed (i) a method to assess tied ranks consistently and (ii) fractional attribution…

We develop a new probabilistic and geometric method to obtain several sharp results pertaining to the upper tail behavior of continuum Gibbs measures on infinite ensembles of random continuous curves, also known as line ensembles,…