no code implementations • 12 Feb 2021 • Clément Dombry, Charles Tillier, Olivier Wintenberger
We consider regular variation for marked point processes with independent heavy-tailed marks and prove a single large point heuristic: the limit measure is concentrated on the cone of point measures with one single point.
Point Processes Probability
no code implementations • 12 Feb 2020 • Robin Vogel, Mastane Achab, Stéphan Clémençon, Charles Tillier
We consider statistical learning problems, when the distribution $P'$ of the training observations $Z'_1,\; \ldots,\; Z'_n$ differs from the distribution $P$ involved in the risk one seeks to minimize (referred to as the test distribution) but is still defined on the same measurable space as $P$ and dominates it.
no code implementations • 25 Sep 2019 • Robin Vogel, Mastane Achab, Charles Tillier, Stéphan Clémençon
We consider statistical learning problems, when the distribution $P'$ of the training observations $Z'_1,\; \ldots,\; Z'_n$ differs from the distribution $P$ involved in the risk one seeks to minimize (referred to as the \textit{test distribution}) but is still defined on the same measurable space as $P$ and dominates it.