Rare Probability Estimation under Regularly Varying Heavy Tails

This paper studies the problem of estimating the probability of symbols that have occurred very rarely, in samples drawn independently from an unknown, possibly infinite, discrete distribution. In particular, we study the multiplicative consistency of estimators, defined as the ratio of the estimate...

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Bibliographic Details
Main Authors: Ohannessian, Mesrob I., Dahleh, Munther A.
Other Authors: Massachusetts Institute of Technology. Institute for Data, Systems, and Society
Format: Article
Language:en_US
Published: Journal of Machine Learning Research 2015
Online Access:http://hdl.handle.net/1721.1/99945
https://orcid.org/0000-0002-1470-2148