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An explicit upper bound on the tail probabilities for the normalized Rademacher sums is given. This bound, which is best possible in a certain sense, is asymptotically equivalent to the corresponding tail probability of the standard normal…

Probability · Mathematics 2017-01-17 Iosif Pinelis

In this paper, a novel approach to the problem of estimating the heavy-tail exponent alpha>0 of a distribution is proposed. It is based on the fact that block-maxima of size m of the independent and identically distributed data scale at a…

Statistics Theory · Mathematics 2007-06-13 Stilian A. Stoev , George Michailidis , Murad S. Taqqu

Average-case analysis computes the complexity of an algorithm averaged over all possible inputs. Compared to worst-case analysis, it is more representative of the typical behavior of an algorithm, but remains largely unexplored in…

Optimization and Control · Mathematics 2021-10-05 Courtney Paquette , Bart van Merriënboer , Elliot Paquette , Fabian Pedregosa

Linear-probing hash tables have been classically believed to support insertions in time $\Theta(x^2)$, where $1 - 1/x$ is the load factor of the hash table. Recent work by Bender, Kuszmaul, and Kuszmaul (FOCS'21), however, has added a new…

Data Structures and Algorithms · Computer Science 2025-01-22 Mark Braverman , William Kuszmaul

Tail risk measures are fully determined by the distribution of the underlying loss beyond its quantile at a certain level, with Value-at-Risk, Expected Shortfall and Range Value-at-Risk being prime examples. They are induced by law-based…

Statistical Finance · Quantitative Finance 2025-11-07 Tobias Fissler , Fangda Liu , Ruodu Wang , Linxiao Wei

Let $X_{1},\ldots ,X_{n}$ be $n$ real-valued dependent random variables. With motivation from Mitra and Resnick (2009), we derive the tail asymptotic expansion for the weighted sum of order statistics $X_{1:n}\leq \cdots \leq X_{n:n}$ of…

Probability · Mathematics 2014-08-07 Enkelejd Hashorva , Jinzhi Li

Heavy-tailed noise is pervasive in modern machine learning applications, arising from data heterogeneity, outliers, and non-stationary stochastic environments. While second-order methods can significantly accelerate convergence in…

Optimization and Control · Mathematics 2025-10-14 Abdurakhmon Sadiev , Peter Richtárik , Ilyas Fatkhullin

Count data are omnipresent in many applied fields, often with overdispersion. With mixtures of Poisson distributions representing an elegant and appealing modelling strategy, we focus here on how the tail behaviour of the mixing…

Statistics Theory · Mathematics 2023-05-29 Samuel Valiquette , Gwladys Toulemonde , Jean Peyhardi , Éric Marchand , Frédéric Mortier

A theoretical expression is derived for the mean squared error of a nonparametric estimator of the tail dependence coefficient, depending on a threshold that defines which rank delimits the tails of a distribution. We propose a new method…

Methodology · Statistics 2023-07-25 Matthieu Garcin , Maxime L. D. Nicolas

Hash tables are ubiquitous, and the choice of hash function, which maps a key to a bucket, is key to their performance. We argue that the predominant approach of fixing the hash function for the lifetime of the hash table is suboptimal and…

Data Structures and Algorithms · Computer Science 2026-02-09 Gábor Melis

The approach used by Kalashnikov and Tsitsiashvili for constructing upper bounds for the tail distribution of a geometric sum with subexponential summands is reconsidered. By expressing the problem in a more probabilistic light, several…

Probability · Mathematics 2009-03-18 Andrew Richards

Programs with randomization constructs is an active research topic, especially after the recent introduction of martingale-based analysis methods for their termination and runtimes. Unlike most of the existing works that focus on proving…

Logic in Computer Science · Computer Science 2019-02-18 Satoshi Kura , Natsuki Urabe , Ichiro Hasuo

This paper develops an efficient Monte Carlo method to estimate the tail probabilities of the ratio of the largest eigenvalue to the trace of the Wishart matrix, which plays an important role in multivariate data analysis. The estimator is…

Methodology · Statistics 2018-03-28 Yinqiu He , Gongjun Xu

We derive PAC-Bayesian learning guarantees for heavy-tailed losses, and obtain a novel optimal Gibbs posterior which enjoys finite-sample excess risk bounds at logarithmic confidence. Our core technique itself makes use of PAC-Bayesian…

Machine Learning · Statistics 2019-12-19 Matthew J. Holland

Many complex networks in natural and social phenomena have often been characterized by heavy-tailed degree distributions. However, due to rapidly growing size of network data and concerns on privacy issues about using these data, it becomes…

Physics and Society · Physics 2015-05-19 Young-Ho Eom , Hang-Hyun Jo

We provide optimal lower bounds for two well-known parameter estimation (also known as statistical estimation) tasks in high dimensions with approximate differential privacy. First, we prove that for any $\alpha \le O(1)$, estimating the…

Statistics Theory · Mathematics 2024-01-05 Shyam Narayanan

Identifying groups of variables that may be large simultaneously amounts to finding out which joint tail dependence coefficients of a multivariate distribution are positive. The asymptotic distribution of a vector of nonparametric,…

Methodology · Statistics 2018-02-28 Maël Chiapino , Anne Sabourin , Johan Segers

Big data can easily be contaminated by outliers or contain variables with heavy-tailed distributions, which makes many conventional methods inadequate. To address this challenge, we propose the adaptive Huber regression for robust…

Statistics Theory · Mathematics 2018-10-11 Qiang Sun , Wenxin Zhou , Jianqing Fan

We answer a question of Ahlberg and Steif (2014) by finding the tail behaviour of the crossing probability in near-critical planar percolation. Interestingly, this superexponentially small behaviour is different from the case of dynamical…

Probability · Mathematics 2016-05-03 Gábor Pete

Cuckoo hashing is an efficient technique for creating large hash tables with high space utilization and guaranteed constant access times. There, each item can be placed in a location given by any one out of k different hash functions. In…

Data Structures and Algorithms · Computer Science 2013-10-11 Nikolaos Fountoulakis , Konstantinos Panagiotou , Angelika Steger