The availability of large-scale electronic health record datasets has led to the development artificial intelligence (AI) methods for clinical risk prediction that help improve patient care. However, existing studies have shown AI models suffer from severe performance decay after several years deployment, which might be caused by various temporal dataset shifts. When shift occurs, we access pre...

In this contribution, an accurate description of the ocean backscatter from a probability density function is proposed. The Elfouhaily spectrum has been used to generate a realistic sea surface. The scattering field will be computed by using the Physical Optics (PO). The K distribution has been already used to characterize the Radar Cross Section (RCS) of the sea surface. However, the probabili...

Learning to align distributions by minimizing an adversarial distance between them has recently achieved impressive results. However, such models are difficult to optimize with gradient descent and they often do not converge without very careful parameter tuning and initialization. We investigate whether turning the adversarial min-max problem into an optimization problem by replacing the maxim...

We first introduce a new variant of the tempered stable distribution, named the modified tempered stable(MTS) distribution and we use it to develop the GARCH option pricing model with MTS innovations. This model allows one to describe some stylized phenomena observed in financial markets such as volatility clustering, skewness, and heavy tails of the return distribution.

In this paper, we provide a stable limit theorem for the asymptotic distribution of the sample average value-at-risk when the distribution of the underlying random variable X describing portfolio returns is heavy-tailed. We illustrate the convergence rate in the limit theorem assuming that X has a stable Paretian distribution and Student’s t distribution.

T relation between the distribution of power and the probability of war has been at the center of a long and important debate in international relations theory. Is an even distribution of power more or less stable than a preponderance of power? The balance-of-power school generally argues that an even distribution of power is more stable, whereas the preponderance-of-power school generally argu...

This paper is concerned with the discrete dynamics of an integro–differential model that describes the evolution of a population structured with respect to a continuous trait. Various time–asymptotic convergence rates towards the discrete evolutionary stable distribution (ESD) are established. For some special ESD satisfying a strict sign condition, the exponential convergence rates are obtaine...

We investigate behavior of the Fisher information matrix of general stable distributions. Du-Mouchel (1975, 1983) proved that the Fisher information I αα of characteristic exponent α diverges to infinity as α approaches 2. Nagaev and Shkol'nik (1988) made more detailed analysis of I αα and derived asymptotic behavior of I αα diverging to infinity as α approaches 2 in the symmetric case. Extendi...

In this paper we combine the appealing properties of the stable Paretian distribution to model the heavy tails and the GARCH model to capture the phenomenon of the volatility clustering. We assume the asset-returns to have a particular multivariate stable distribution, i.e., to be sub-Gaussian random vectors. In this way the characteristic function has a tractable expression and the density fun...