相关论文: Probabilistic behavior of hash tables

We develop an econometric framework integrating heavy-tailed Student's $t$ distributions with behavioral probability weighting while preserving infinite divisibility. Using 432{,}752 observations across 86 assets (2004--2024), we…

This paper gives two theoretical results on estimating low-rank parameter matrices for linear models with multivariate responses. We first focus on robust parameter estimation of low-rank multi-task learning with heavy-tailed data and…

In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a noisy gradient of its own objective function, and can communicate with its neighbors via a network. To handle this…

In this paper a result of Latala about the tail behavior of Gaussian polynomials will be discussed. Latala proved an interesting result about this problem in paper [2]. But his proof applied an incorrect statement at a crucial point. Hence…

For a risk vector $V$, whose components are shared among agents by some random mechanism, we obtain asymptotic lower and upper bounds for the individual agents' exposure risk and the aggregated risk in the market. Risk is measured by…

Causal questions are omnipresent in many scientific problems. While much progress has been made in the analysis of causal relationships between random variables, these methods are not well suited if the causal mechanisms only manifest…

We prove tail estimates for variables $\sum_i f(X_i)$, where $(X_i)_i$ is the trajectory of a random walk on an undirected graph (or, equivalently, a reversible Markov chain). The estimates are in terms of the maximum of the function $f$,…

We re-examine a lower-tail upper bound for the random variable $$X=\prod_{i=1}^{\infty}\min\left\{\sum_{k=1}^iE_k,1\right\},$$ where $E_1,E_2,\ldots\stackrel{iid}\sim\text{Exp}(1)$. This bound has found use in root-finding and seed-finding…

Estimating the tail index parameter is one of the primal objectives in extreme value theory. For heavy-tailed distributions the Hill estimator is the most popular way to estimate the tail index parameter. Improving the Hill estimator was…

Patterns of deliberate human activity and behavior are of utmost importance in areas as diverse as disease spread, resource allocation, and emergency response. Because of its widespread availability and use, e-mail correspondence provides…

A decision must often be made between heavy-tailed and Gaussian errors for a regression or a time series model, and the t-distribution is frequently used when it is assumed that the errors are heavy-tailed distributed. The performance of…

We show bounds on tail probabilities for quadratic forms in sub-gaussian non-necessarily independent random variables. Our main tool will be estimates of the Luxemburg norms of such forms. This will allow us to formulate the above-mentioned…

We derive upper bounds on the tail conditional expectation of binomial and Poisson random variables. Those upper bounds are subsequently employed to the problem of obtaining non-asymptotic lower bounds on the probability that the…

Our focus is on the design and analysis of efficient Monte Carlo methods for computing tail probabilities for the suprema of Gaussian random fields, along with conditional expectations of functionals of the fields given the existence of…

The task for a general and useful classification of the tail behaviors of probability distributions still has no satisfactory solution. Due to lack of information outside the range of the data the tails of the distribution should be…

Using terminologies of information geometry, we derive upper and lower bounds of the tail probability of the sample mean. Employing these bounds, we obtain upper and lower bounds of the minimum error probability of the 2nd kind of error…

Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian $\alpha$-stable distribution received much interest in…

Modern authentication systems store hashed values of passwords of users using cryptographic hash functions. Therefore, to crack a password an attacker needs to guess a hash function input that is mapped to the hashed value, as opposed to…

We study tail probabilities via some Gaussian approximations. Our results make refinements to large deviation theory. The proof builds on classical results by Bahadur and Rao. Binomial distributions and their tail probabilities are…

This paper studies the distributed optimization problem under the influence of heavy-tailed gradient noises. Here, a heavy-tailed noise means that the noise does not necessarily satisfy the bounded variance assumption. Instead, it satisfies…