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We develop a predictive inference procedure that combines conformal prediction (CP) with unconditional quantile regression (QR) -- a commonly used tool in econometrics that involves regressing the recentered influence function (RIF) of the…

Machine Learning · Computer Science 2023-04-05 Ahmed M. Alaa , Zeshan Hussain , David Sontag

The causal inference literature frequently focuses on estimating the mean of the potential outcome, whereas quantiles of the potential outcome may carry important additional information. We propose a unified approach, based on the inverse…

Methodology · Statistics 2024-08-16 Chao Cheng , Fan Li

The existence of quantum tunneling opens the possibility of a sudden spatial relocalization of a system after a minor modification of its parameters. Such a quantum analogue of the Thom's classical catastrophe would manifest itself,…

Quantum Physics · Physics 2021-05-12 Miloslav Znojil

Various indicators and measures of the real life procedures rise up as functionals of the quantile process of a parent random variable Z. However, Z can be observed only through a response in a linear model whose covariates are not under…

Methodology · Statistics 2024-04-04 Jana Jurečková , Jan Picek , Jan Kalina

We explore the applicability of quantum annealing to the approximation task of curve fitting. To this end, we consider a function that shall approximate a given set of data points and is written as a finite linear combination of…

Optimization and Control · Mathematics 2026-02-27 Philipp Isserstedt , Daniel Jaroszewski , Wolfgang Mergenthaler , Felix Paul , Bastian Harrach

We develop a new approach to recurrence and the existence of non-constant harmonic functions on infinite weighted graphs. The approach is based on the capacity of subsets of metric boundaries with respect to intrinsic metrics. The main tool…

Functional Analysis · Mathematics 2023-01-06 Daniel Lenz , Simon Puchert , Marcel Schmidt

In this paper, we deal with the problem of curves clustering. We propose a nonparametric method which partitions the curves into clusters and discretizes the dimensions of the curve points into intervals. The cross-product of these…

Machine Learning · Statistics 2014-07-03 Marc Boullé , Romain Guigourès , Fabrice Rossi

Monotonicity is a key qualitative prediction of a wide array of economic models derived via robust comparative statics. It is therefore important to design effective and practical econometric methods for testing this prediction in empirical…

Statistics Theory · Mathematics 2019-07-10 Denis Chetverikov

Empirical likelihood is an attractive inferential framework that respects natural parameter boundaries, but existing approaches typically require smoothness of the functional and miscalibrate substantially when these assumptions are…

Methodology · Statistics 2026-03-31 Hongseok Namkoong

We propose an alternative to $k$-nearest neighbors for functional data whereby the approximating neighboring curves are piecewise functions built from a functional sample. Using a locally defined distance function that satisfies…

Methodology · Statistics 2021-06-02 Antonio Elías , Raúl Jiménez , Joe Yukich

The standard model of quantum circuits assumes operations are applied in a fixed sequential "causal" order. In recent years, the possibility of relaxing this constraint to obtain causally indefinite computations has received significant…

Quantum Physics · Physics 2024-08-20 Alastair A. Abbott , Mehdi Mhalla , Pierre Pocreau

We propose to smooth the entire objective function, rather than only the check function, in a linear quantile regression context. Not only does the resulting smoothed quantile regression estimator yield a lower mean squared error and a more…

Econometrics · Economics 2019-08-16 Marcelo Fernandes , Emmanuel Guerre , Eduardo Horta

In statistical modeling of computer experiments sometimes prior information is available about the underlying function. For example, the physical system simulated by the computer code may be known to be monotone with respect to some or all…

Methodology · Statistics 2014-06-17 Shirin Golchi , Derek R. Bingham , Hugh Chipman , David A. Campbell

Quantum computation with quantum data that can traverse closed timelike curves represents a new physical model of computation. We argue that a model of quantum computation in the presence of closed timelike curves can be formulated which…

Quantum Physics · Physics 2008-11-26 Dave Bacon

Among the many ways of quantifying uncertainty in a regression setting, specifying the full quantile function is attractive, as quantiles are amenable to interpretation and evaluation. A model that predicts the true conditional quantiles…

Machine Learning · Computer Science 2021-12-10 Youngseog Chung , Willie Neiswanger , Ian Char , Jeff Schneider

A recently proposed curvature renormalization group scheme for topological phase transitions defines a generic `curvature function' as a function of the parameters of the theory and shows that topological phase transitions are signalled by…

Mesoscale and Nanoscale Physics · Physics 2021-03-18 Faruk Abdulla , Priyanka Mohan , Sumathi Rao

The problem of nonparametric inference on a monotone function has been extensively studied in many particular cases. Estimators considered have often been of so-called Grenander type, being representable as the left derivative of the…

Statistics Theory · Mathematics 2018-12-03 Ted Westling , Marco Carone

We extend the univariate quantile based reliability concepts to the bivariate case using quantile curves. We propose quantile curves based bivariate hazard rate and bivariate mean residual life function and establish a relationship between…

Methodology · Statistics 2018-03-14 Sreelakshmi N

In this paper, we consider the problem of estimating the covariance kernel and its eigenvalues and eigenfunctions from sparse, irregularly observed, noise corrupted and (possibly) correlated functional data. We present a method based on…

Methodology · Statistics 2008-07-09 Debashis Paul , Jie Peng

This paper studies the problem of testing whether a function is monotone from a nonparametric Bayesian perspective. Two new families of tests are constructed. The first uses constrained smoothing splines, together with a hierarchical…

Methodology · Statistics 2014-06-03 James G. Scott , Thomas S. Shively , Stephen G. Walker
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