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Boosting combinatorial search through randomization
, 1998
"... Unpredictability in the running time of complete search procedures can often be explained by the phenomenon of “heavytailed cost distributions”, meaning that at any time during the experiment there is a nonnegligible probability of hitting a problem that requires exponentially more time to solve t ..."
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Cited by 359 (34 self)
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Unpredictability in the running time of complete search procedures can often be explained by the phenomenon of “heavytailed cost distributions”, meaning that at any time during the experiment there is a nonnegligible probability of hitting a problem that requires exponentially more time to solve than any that has been encountered before (Gomes et al. 1998a). We present a general method for introducing controlled randomization into complete search algorithms. The “boosted ” search methods provably eliminate heavytails to the right of the median. Furthermore, they can take advantage of heavytails to the left of the median (that is, a nonnegligible chance of very short runs) to dramatically shorten the solution time. We demonstrate speedups of several orders of magnitude for stateoftheart complete search procedures running on hard, realworld problems.
Estimation Of The Maximal Moment Exponent With Censored Data
 Communications in Statistics–Simulation and Computation, Vol29 No4
, 2000
"... Heavytailed distributions have been used to model phenomena in which extreme events occur with high probability. In these type of occurrences, it is likely that extreme events are not observable after a certain threshold. Appropriate estimators are needed to deal with this type of censored data. We ..."
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Cited by 1 (0 self)
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Heavytailed distributions have been used to model phenomena in which extreme events occur with high probability. In these type of occurrences, it is likely that extreme events are not observable after a certain threshold. Appropriate estimators are needed to deal with this type of censored data. We show that the wellknown HillHall estimator is unable to deal with censored data and yields highly biased estimates. We propose and study an unbiased modified maximum likelihood estimator, as well as a truncated tail regression estimator. We assess the expected value and the variance of these estimators in the cases of stable and Paretodistributed data. 1.