相关论文: Heavy tails in the distribution of time-to-solutio…
Both simulated quantum annealing and physical quantum annealing have shown the emergence of "heavy tails" in their performance as optimizers: The total time needed to solve a set of random input instances is dominated by a small number of…
The Path Integral Monte Carlo simulated Quantum Annealing algorithm is applied to the optimization of a large hard instance of the Random 3-SAT Problem (N=10000). The dynamical behavior of the quantum and the classical annealing are…
Power-law probability distributions are widely used to model extreme statistical events in complex systems, with applications to a vast array of natural phenomena ranging from earthquakes to stock market crashes to pandemics. We show that…
Standard statistical analysis is unable to provide reliable confidence intervals on expectation values of probability distributions that do not satisfy the conditions of the central limit theorem. We present a regression-based estimator of…
We demonstrate that distributions of human response times have power-law tails and, among closed-form distributions, are best fit by the generalized inverse gamma distribution. We speculate that the task difficulty tracks the half-width of…
We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…
We investigate the computational hardness of spin-glass instances on a square lattice, generated via a recently introduced tunable and scalable approach for planting solutions. The method relies on partitioning the problem graph into…
We discuss an Ising spin glass where each $S=1/2$ spin is coupled antiferromagnetically to three other spins (3-regular graphs). Inducing quantum fluctuations by a time-dependent transverse field, we use out-of-equilibrium quantum Monte…
Over the last few decades power law distributions have been suggested as forming generative mechanisms in a variety of disparate fields, such as, astrophysics, criminology and database curation. However, fitting these heavy tailed…
Distributions with a heavy tail are difficult to estimate. If the design of a scheduling policy is sensitive to the details of heavy tail distributions of the service times, an approximately optimal solution is difficult to obtain. This…
Classical and quantum annealing are two heuristic optimization methods that search for an optimal solution by slowly decreasing thermal or quantum fluctuations. Optimizing annealing schedules is important both for performance and fair…
Quantum annealing is analogous to simulated annealing with a tunneling mechanism substituting for thermal activation. Its performance has been tested in numerical simulation with mixed conclusions. There is a class of optimization problems…
The size that an epidemic can reach, measured in terms of the number of fatalities, is an extremely relevant quantity. It has been recently claimed [Cirillo & Taleb, Nature Physics 2020] that the size distribution of major epidemics in…
The strongest evidence for superiority of quantum annealing on spin glass problems has come from comparing simulated quantum annealing using quantum Monte Carlo (QMC) methods to simulated classical annealing [G. Santoro et al., Science 295,…
Heavy-tailed or power-law distributions are becoming increasingly common in biological literature. A wide range of biological data has been fitted to distributions with heavy tails. Many of these studies use simple fitting methods to find…
We develop an efficient simulation algorithm for computing the tail probabilities of the infinite series $S = \sum_{n \geq 1} a_n X_n$ when random variables $X_n$ are heavy-tailed. As $S$ is the sum of infinitely many random variables, any…
We propose a stochastic process driven by the memory effect with novel distributions which include both exponential and leptokurtic heavy-tailed distributions. A class of the distributions is analytically derived from the continuum limit of…
Heavy-tailed distributions are found throughout many naturally occurring phenomena. We have reviewed the models of stochastic dynamics that lead to heavy-tailed distributions (and power law distributions, in particular) including the…
The purpose of this paper is to show that the use of heavy-tailed distributions in Financial problems is theoretically baseless and can lead to significant misunderstandings. The reason for this the authors see in an incorrect…
It is argued that there is a need for fat-tailed distributions that become thin in the extreme tail. A 3-parameter distribution is introduced that visually resembles the t-distribution and interpolates between the normal distribution and…