相关论文: Multivariate Extreme Value Theory Based Rate Selec…

In this article, we establish a comprehensive theoretical framework for remote estimation in a networked system composed of a source that is observed by a sensor, a remote monitor that needs to estimate the state of the source in real time,…

We develop methods, based on extreme value theory, for analysing observations in the tails of longitudinal data, i.e., a data set consisting of a large number of short time series, which are typically irregularly and non-simultaneously…

We consider a multi-link diffusion-based molecular communication (MC) system where multiple spatially distributed transmitter (TX)-receiver (RX) pairs establish point-to-point communication links employing the same type of signaling…

In this paper, we propose a novel frequency-severity joint trip-level risk index that combines the frequency of abnormal driving patterns with a severity component reflecting how extreme such behavior is relative to a portfolio-level…

Markov switching models are often used to analyze financial returns because of their ability to capture frequently observed stylized facts. In this paper we consider a multivariate Student-t version of the model as a viable alternative to…

This paper applies Information Theoretic analysis to packet-based random multiple access communication systems. A new channel coding approach is proposed for coding within each data packet with built-in support for bursty traffic…

The extremal inequality approach plays a key role in network information theory problems. In this paper, we propose a novel monotone path construction in product probability space. The optimality of Gaussian distribution is then established…

Applying a modification of Extreme value Theory (thanks to a dual distribution technique by the authors on data over the past 2,500 years, we show that pandemics are extremely fat-tailed in terms of fatalities, with a marked potentially…

This paper presents a novel semiparametric method to study the effects of extreme events on binary outcomes and subsequently forecast future outcomes. Our approach, based on Bayes' theorem and regularly varying (RV) functions, facilitates a…

In certain applications, relay terminals can be employed to simultaneously deliver information and energy to a designated receiver and a radio frequency (RF) energy harvester, respectively. In such scenarios, the relay that is preferable…

Extreme value theory (EVT) provides an elegant mathematical tool for the statistical analysis of rare events. When data are collected from multiple population subgroups, because some subgroups may have less data available for extreme value…

We suggest approximating the distribution of the sum of independent and identically distributed random variables with a Pareto-like tail by combining extreme value approximations for the largest summands with a normal approximation for the…

The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated…

We develop an unsupervised mixture model for non-negative, skewed and heavy-tailed data, such as losses in actuarial and risk management applications. The mixture has a lognormal component, which is usually appropriate for the body of the…

Analysis of matrix-variate data is becoming increasingly common in the literature, particularly in the field of clustering and classification. It is well-known that real data, including real matrix-variate data, often exhibit high levels of…

In this paper, we investigate relay selection for cooperative multiple-antenna systems that are equipped with buffers, which increase the reliability of wireless links. In particular, we present a novel relay selection technique based on…

To overcome devices' limitations in performing computation-intense applications, mobile edge computing (MEC) enables users to offload tasks to proximal MEC servers for faster task computation. However, current MEC system design is based on…

This work considers the multihop multiple-input multiple-output relay network under short-packet communications to facilitate not only ultra-reliability but also low-latency communications. We assume that the transmit antenna selection…

Many random phenomena, including life-testing and environmental data, show positive values and excess zeros, which pose modeling challenges. In life testing, immediate failures result in zero lifetimes, often due to defects or poor quality,…

An expanded family of mixtures of multivariate power exponential distributions is introduced. While fitting heavy-tails and skewness has received much attention in the model-based clustering literature recently, we investigate the use of a…