Heavy-Tails and Randomized Restarting Beam Search in Goal-Oriented Neural Sequence Decoding

Author(s):  
Eldan Cohen ◽  
J. Christopher Beck
2007 ◽  
Vol 44 (02) ◽  
pp. 285-294 ◽  
Author(s):  
Qihe Tang

We study the tail behavior of discounted aggregate claims in a continuous-time renewal model. For the case of Pareto-type claims, we establish a tail asymptotic formula, which holds uniformly in time.


Author(s):  
Marek Arendarczyk ◽  
Tomasz Kozubowski ◽  
Anna Panorska

Mathematics ◽  
2021 ◽  
Vol 9 (7) ◽  
pp. 750
Author(s):  
Sherzod N. Tashpulatov

We model day-ahead electricity prices of the UK power market using skew generalized error distribution. This distribution allows us to take into account the features of asymmetry, heavy tails, and a peak higher than in normal or Student’s t distributions. The adequacy of the estimated volatility model is verified using various tests and criteria. A correctly specified volatility model can be used for analyzing the impact of reforms or other events. We find that, after the start of the COVID-19 pandemic, price level and volatility increased.


2021 ◽  
Author(s):  
Michael Moret ◽  
Moritz Helmstädter ◽  
Francesca Grisoni ◽  
Gisbert Schneider ◽  
Daniel Merk

2021 ◽  
Vol 103 (5) ◽  
Author(s):  
B. D. Clader ◽  
Colin J. Trout ◽  
Jeff P. Barnes ◽  
Kevin Schultz ◽  
Gregory Quiroz ◽  
...  

Symmetry ◽  
2021 ◽  
Vol 13 (7) ◽  
pp. 1226
Author(s):  
Inmaculada Barranco-Chamorro ◽  
Yuri A. Iriarte ◽  
Yolanda M. Gómez ◽  
Juan M. Astorga ◽  
Héctor W. Gómez

Specifying a proper statistical model to represent asymmetric lifetime data with high kurtosis is an open problem. In this paper, the three-parameter, modified, slashed, generalized Rayleigh family of distributions is proposed. Its structural properties are studied: stochastic representation, probability density function, hazard rate function, moments and estimation of parameters via maximum likelihood methods. As merits of our proposal, we highlight as particular cases a plethora of lifetime models, such as Rayleigh, Maxwell, half-normal and chi-square, among others, which are able to accommodate heavy tails. A simulation study and applications to real data sets are included to illustrate the use of our results.


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