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math.OC2025
Robust Mean Estimation for Optimization: The Impact of Heavy Tails
Bart P. G. van Parys, Bert Zwart
We consider the problem of constructing a least conservative estimator of the expected value of a non-negative heavy-tailed random variable. We require that the probability of…
math.PR2025
SIR on locally converging dynamic random graphs
Marta Milewska, Remco van der Hofstad, Bert Zwart
In this paper, we study the trajectory of a classic SIR epidemic on a family of dynamic random graphs of fixed size, whose set of edges continuously evolves over time. We set gener…