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heavy-tailed distribution

98 papers

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Co-occurring keywords

stochastic gradient descent (1091) robust estimation (168) robust statistics (102) stochastic optimization (1060) regret bound (1926) multi-armed bandit (1098) linear regression (282) mean estimation (70) stochastic differential equation (181) sample complexity (1169)

Papers

Thompson Sampling on Symmetric Alpha-Stable Bandits IJCAI 2019
Bayesian Optimization under Heavy-tailed Payoffs NIPS 2019
First Exit Time Analysis of Stochastic Gradient Descent Under Heavy-Tailed Gradient Noise NIPS 2019
Cross-sectional Learning of Extremal Dependence among Financial Assets NIPS 2019
Affine Invariant Covariance Estimation for Heavy-Tailed Distributions COLT 2019
Understanding Priors in Bayesian Neural Networks at the Unit Level ICML 2019
Almost Optimal Algorithms for Linear Stochastic Bandits with Heavy-Tailed Payoffs NIPS 2018
Local Minima, Heavy Tails, and Search Effort for GBFS IJCAI 2018
$\ell_1$-regression with Heavy-tailed Distributions NIPS 2018
Estimation of the covariance structure of heavy-tailed distributions NIPS 2017
Fractional Langevin Monte Carlo: Exploring Levy Driven Stochastic Differential Equations for Markov Chain Monte Carlo ICML 2017
Fast learning rates with heavy-tailed losses NIPS 2016
Robust Portfolio Optimization NIPS 2015
Robust Estimation of Transition Matrices in High Dimensional Heavy-tailed Vector Autoregressive Processes ICML 2015
Heavy-tailed regression with a generalized median-of-means ICML 2014
Learning without concentration COLT 2014
Heavy-tailed Distances for Gradient Based Image Descriptors NIPS 2011
Exact inference and learning for cumulative distribution functions on loopy graphs NIPS 2010
Heavy-Tailed Process Priors for Selective Shrinkage NIPS 2010
Inference with Multivariate Heavy-Tails in Linear Models NIPS 2010
Maximum-likelihood learning of cumulative distribution functions on graphs AISTATS 2010
Heavy-Tailed Symmetric Stochastic Neighbor Embedding NIPS 2009
Characterizing response behavior in multisensory perception with conflicting cues NIPS 2008