惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

Hugging Face - Blog
Hugging Face - Blog
WordPress大学
WordPress大学
Microsoft Azure Blog
Microsoft Azure Blog
F
Fortinet All Blogs
B
Blog RSS Feed
Last Week in AI
Last Week in AI
The Cloudflare Blog
大猫的无限游戏
大猫的无限游戏
人人都是产品经理
人人都是产品经理
P
Proofpoint News Feed
H
Hackread – Cybersecurity News, Data Breaches, AI and More
Microsoft Security Blog
Microsoft Security Blog
博客园 - 三生石上(FineUI控件)
Y
Y Combinator Blog
GbyAI
GbyAI
奇客Solidot–传递最新科技情报
奇客Solidot–传递最新科技情报
小众软件
小众软件
雷峰网
雷峰网
C
Check Point Blog
阮一峰的网络日志
阮一峰的网络日志
博客园 - 叶小钗
博客园 - 司徒正美
U
Unit 42
量子位

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
A hybrid-Hill estimator enabled by heavy-tailed block maxima
Claudia Neves, Chang Xu · 2025-12-22 · via math.ST updates on arXiv.org

When analysing extreme values, two alternative statistical approaches have historically been held in contention: the block maxima method (or annual maxima method, spurred by hydrological applications) and the peaks-over-threshold. Clamoured amongst statisticians as wasteful of potentially informative data, the block maxima method gradually fell into disfavour whilst peaks-over-threshold-based methodologies climbed to the centre stage of extreme value statistics. This paper devises a hybrid method which reconciles these two hitherto disconnected approaches. Appealing in its simplicity, our main result introduces a new universality class of extreme value distributions that discards the customary requirement of a sufficiently large block size for the plausible block maxima-fit to an extreme value distribution. Natural extensions to dependent and/or non-stationary settings are mapped out. We advocate that inference should be drawn solely on larger block maxima, from which practice the mainstream peaks-over-threshold methodology coalesces: the asymptotic properties of the hybrid-Hill estimator herald more than its efficiency, but rather that a fully-fledged unified semi-parametric stream of statistics for extreme values is viable. A reduced-bias off-shoot of the hybrid-Hill estimator provably outclasses the incumbent maximum likelihood estimation that relies on a numerical fit to the entire sample of block maxima.