相关论文: Quantile-Based Effectiveness Persistence Function:…

Medication adherence is a well-known problem for pharmaceutical treatment of chronic diseases. Understanding how nonadherence affects treatment efficacy is made difficult by the ethics of clinical trials that force patients to skip doses of…

Tail dependence plays an essential role in the characterization of joint extreme events in multivariate data. However, most standard tail dependence parameters assume continuous margins. This note presents a form of tail dependence suitable…

Number counts of massive high-redshift clusters provide a window to study primordial non-Gaussianity. The current quality of data, however, forces the statistical analysis to probe a region of parameter space -- the extreme tail of the mass…

The task of Long-tailed Class Incremental Learning (LT-CIL) addresses the sequential learning of new classes from datasets with imbalanced class distributions. This scenario intensifies the fundamental problem of catastrophic forgetting,…

We consider the estimation of large covariance and precision matrices from high-dimensional sub-Gaussian or heavier-tailed observations with slowly decaying temporal dependence. The temporal dependence is allowed to be long-range so with…

Whereas the short time behaviour of an unstable quantum mechanical system is well understood from its theoretical as well as experimental side, the long time tail of the very same systems has neither been measured experimentally nor is…

Randomized experiments are the gold standard for investigating causal relationships, with comparisons of potential outcomes under different treatment groups used to estimate treatment effects. However, outcomes with heavy-tailed…

This paper introduces the partial Gini covariance, a novel dependence measure that addresses the challenges of high-dimensional inference with heavy-tailed errors, often encountered in fields like finance, insurance, climate, and biology.…

Multi-label learning predicts a subset of labels from a given label set for an unseen instance while considering label correlations. A known challenge with multi-label classification is the long-tailed distribution of labels. Many studies…

We introduce a new actuarial tail-shape index, the $\theta$-index, based on a probability equal level relationship between Value at Risk and Expected Shortfall. The index is defined at each tail probability level as the parameter value for…

Efficacy testing is a cornerstone of clinical trials, ensuring that medical interventions achieve their intended therapeutic effects. Over the decades, a wide range of statistical methodologies have been developed to address the…

Concentration inequalities form an essential toolkit in the study of high dimensional (HD) statistical methods. Most of the relevant statistics literature in this regard is based on sub-Gaussian or sub-exponential tail assumptions. In this…

The performance of database systems is usually characterised by their average-case (i.e., throughput) behaviour in standardised or de-facto standard benchmarks like TPC-X or YCSB. While tails of the latency (i.e., response time)…

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,…

We study a heavily overloaded single-server queue with abandonment and derive bounds on stationary tail probabilities of the queue length. As the abandonment rate $\gamma \downarrow 0$, the centered-scaled queue length $\tilde{q}$ is known…

It is generally accepted that relatively more permanent (i.e., more temporally persistent) traits are more valuable for biometric performance than less permanent traits. Although this finding is intuitive, there is no current work…

The goal of this paper is to investigate the tools of extreme value theory originally introduced for discrete time stationary stochastic processes (time series), namely the tail process and the tail measure, in the framework of continuous…

The issue related to the quantification of the tail risk of cryptocurrencies is considered in this paper. The statistical methods used in the study are those concerning recent developments in Extreme Value Theory (EVT) for weakly dependent…

The tail measure of a regularly varying stationary time series has been recently introduced. It is used in this contribution to reconsider certain properties of the tail process and establish new ones. A new formulation of the time change…

We develop a method for assigning high-quality labels to unstructured text. This method is based on fine-tuning an efficient, open-source language model with data extracted from a large, proprietary language model. We apply this method to…