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...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Journal of Machine Learning Research
2015
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| Online Access: | http://hdl.handle.net/1721.1/99945 https://orcid.org/0000-0002-1470-2148 |