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20162021
most citedWeighted Empirical Risk Minimization: Sample Selection Bias Correction based on Importance Sampling

3 citations · 3 across the 3 of their papers we have counts for

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math.PR2021

Hidden regular variation for point processes and the single/multiple large point heuristic

Clément Dombry, Charles Tillier, Olivier Wintenberger

We consider regular variation for marked point processes with independent heavy-tailed marks and prove a single large point heuristic: the limit measure is concentrated on the cone…

math.PR2016

Regular variation of a random length sequence of random variables and application to risk assessment

Charles Tillier, Olivier Wintenberger

When assessing risks on a finite-time horizon, the problem can often be reduced to the study of a random sequence of random length , where comes f…