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The non-asymptotic tail bounds of random variables play crucial roles in probability, statistics, and machine learning. Despite much success in developing upper bounds on tail probability in literature, the lower bounds on tail…

Probability · Mathematics 2020-09-08 Anru R. Zhang , Yuchen Zhou

Anomaly detection is crucial in industrial applications for identifying rare and unseen patterns to ensure system reliability. Traditional models, trained on a single class of normal data, struggle with real-world distributions where normal…

Machine Learning · Statistics 2026-01-07 Jungi Lee , Jungkwon Kim , Chi Zhang , Sangmin Kim , Kwangsun Yoo , Seok-Joo Byun

Low-rank tensor models are widely used in statistics. However, most existing methods rely heavily on the assumption that data follows a sub-Gaussian distribution. To address the challenges associated with heavy-tailed distributions…

Methodology · Statistics 2025-09-16 Xiaoyu Zhang , Di Wang , Guodong Li , Defeng Sun

In this work, a method for obtaining pixel-wise error bounds in Bayesian regularization of inverse imaging problems is introduced. The proposed method employs estimates of the posterior variance together with techniques from conformal…

Computer Vision and Pattern Recognition · Computer Science 2024-08-01 Dominik Narnhofer , Andreas Habring , Martin Holler , Thomas Pock

Accurate platform localization is an integral component of most robotic systems. As these robotic systems become more ubiquitous, it is necessary to develop robust state estimation algorithms that are able to withstand novel and…

Robotics · Computer Science 2019-10-15 Ryan M. Watson , Jason N. Gross , Clark N. Taylor , Robert C. Leishman

We propose a residual randomization procedure designed for robust Lasso-based inference in the high-dimensional setting. Compared to earlier work that focuses on sub-Gaussian errors, the proposed procedure is designed to work robustly in…

Methodology · Statistics 2021-08-20 Y. Samuel Wang , Si Kai Lee , Panos Toulis , Mladen Kolar

We characterise the learning of a mixture of two clouds of data points with generic centroids via empirical risk minimisation in the high dimensional regime, under the assumptions of generic convex loss and convex regularisation. Each cloud…

Machine Learning · Statistics 2024-03-19 Urte Adomaityte , Gabriele Sicuro , Pierpaolo Vivo

This paper focuses on inhomogeneous quadratic tests, which involve the sum of a dependent non-central chi-square with a Gaussian random variable. Unfortunately, no closed-form expression is available for the statistical distribution of the…

Applications · Statistics 2018-10-12 Daniel Egea-Roca , Gonzalo Seco-Granados , José A. López-Salcedo

We develop a new upper bound on the capacity of the relay channel that is tighter than previously known upper bounds. This upper bound is proved using traditional weak converse techniques involving mutual information inequalities and…

Information Theory · Computer Science 2022-04-01 Abbas El Gamal , Amin Gohari , Chandra Nair

We study the complexity of heavy-tailed sampling and present a separation result in terms of obtaining high-accuracy versus low-accuracy guarantees i.e., samplers that require only $O(\log(1/\varepsilon))$ versus…

Statistics Theory · Mathematics 2024-05-28 Ye He , Alireza Mousavi-Hosseini , Krishnakumar Balasubramanian , Murat A. Erdogdu

We present a new approach to analyze the validation of weakly nonlinear geometric optics for entropy solutions of nonlinear hyperbolic systems of conservation laws whose eigenvalues are allowed to have constant multiplicity and…

Analysis of PDEs · Mathematics 2012-12-27 Gui-Qiang Chen , Wei Xiang , Yongqian Zhang

We study the critical behavior of the component sizes for the configuration model when the tail of the degree distribution of a randomly chosen vertex is a regularly-varying function with exponent $\tau-1$, where $\tau\in (3,4)$. The…

Probability · Mathematics 2020-12-22 Souvik Dhara , Remco van der Hofstad , Johan S. H. van Leeuwaarden , Sanchayan Sen

We offer a survey of recent results on covariance estimation for heavy-tailed distributions. By unifying ideas scattered in the literature, we propose user-friendly methods that facilitate practical implementation. Specifically, we…

Methodology · Statistics 2019-03-12 Yuan Ke , Stanislav Minsker , Zhao Ren , Qiang Sun , Wen-Xin Zhou

Effective cross-modal retrieval requires robust alignment of heterogeneous data types. Most existing methods focus on bi-modal retrieval tasks and rely on distributional alignment techniques such as Kullback-Leibler divergence, Maximum Mean…

Information Retrieval · Computer Science 2025-09-29 Jiahao Zhang , Wenzhe Yin , Shujian Yu

GNSS localization is an important part of today's autonomous systems, although it suffers from non-Gaussian errors caused by non-line-of-sight effects. Recent methods are able to mitigate these effects by including the corresponding…

Robotics · Computer Science 2020-03-20 Tim Pfeifer , Peter Protzel

Low internal friction coatings are key components of advanced technologies such as optical atomic clocks and high-finesse optical cavity and often lie at the forefront of the most advanced experiments in Physics. Notably, increasing the…

We present a statistical framework for estimating global navigation satellite system (GNSS) non-ionospheric differential time delay bias. The biases are estimated by examining differences of measured line integrated electron densities (TEC)…

Instrumentation and Methods for Astrophysics · Physics 2015-08-13 Juha Vierinen , Anthea J. Coster , William C. Rideout , Philip J. Erickson , Johannes Norberg

Conformal prediction provides finite-sample, distribution-free coverage under exchangeability, but standard constructions may lack robustness in the presence of outliers or heavy tails. We propose a robust conformal method based on a…

Statistics Theory · Mathematics 2026-04-21 Alejandro Cholaquidis , Emilien Joly , Leonardo Moreno

We leverage recent advances in heavy-tail approximations for global hypothesis testing with dependent studies to construct approximate confidence regions without modeling or estimating their dependence structures. A non-rejection region is…

Methodology · Statistics 2025-10-06 Tianle Liu , Xiao-Li Meng , Natesh S. Pillai

Synthetic aperture radar (SAR) imagery can provide useful information in a multitude of applications, including climate change, environmental monitoring, meteorology, high dimensional mapping, ship monitoring, or planetary exploration. In…

Signal Processing · Electrical Eng. & Systems 2020-08-11 Oktay Karakuş , Alin Achim