English
Related papers

Related papers: Quantile correlations and quantile autoregressive …

200 papers

Many applications of quantum computing in the near term rely on variational quantum circuits (VQCs). They have been showcased as a promising model for reaching a quantum advantage in machine learning with current noisy intermediate scale…

Quantum Physics · Physics 2022-10-25 Jonas Landman , Slimane Thabet , Constantin Dalyac , Hela Mhiri , Elham Kashefi

In statistical classification and machine learning, as well as in social and other sciences, a number of measures of association have been proposed for assessing and comparing individual classifiers, raters, as well as their groups. In this…

Machine Learning · Statistics 2020-02-04 Nadezhda Gribkova , Ričardas Zitikis

Repeated measures analyses require proper choice of the correlation model to ensure accurate inference and optimal efficiency. The linear exponent autoregressive (LEAR) correlation model provides a flexible two-parameter correlation…

Methodology · Statistics 2017-07-27 Sean L. Simpson , Min Zhu , Keith E. Muller

We propose Multivariate Quantile Function Forecaster (MQF$^2$), a global probabilistic forecasting method constructed using a multivariate quantile function and investigate its application to multi-horizon forecasting. Prior approaches are…

We apply the Quasi Monte Carlo (QMC) and recursive numerical integration methods to evaluate the Euclidean, discretized time path-integral for the quantum mechanical anharmonic oscillator and a topological quantum mechanical rotor model.…

High Energy Physics - Lattice · Physics 2016-01-26 A. Ammon , A. Genz , T. Hartung , K. Jansen , H. Leövey , J. Volmer

Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. There is a great amount of work about linear and nonlinear QR models. Specifically, nonparametric estimation of the…

Methodology · Statistics 2020-01-13 Eliana Christou

In this paper, a functional partial quantile regression approach, a quantile regression analog of the functional partial least squares regression, is proposed to estimate the function-on-function linear quantile regression model. A partial…

Methodology · Statistics 2021-09-14 Ufuk Beyaztas , Han Lin Shang , Aylin Alin

Quantum machine learning seeks to leverage quantum computers to improve upon classical machine learning algorithms. Currently, robust uncertainty quantification methods remain underdeveloped in the quantum domain, despite the critical need…

Machine Learning · Computer Science 2026-05-18 Douglas Spencer , Samual Nicholls , Michele Caprio

The present study investigates linear and volatile (nonlinear) correlations of first-order autoregressive process with uncorrelated AR (1) and long-range correlated CAR (1) Gaussian innovations as a function of the process parameter…

Atmospheric and Oceanic Physics · Physics 2009-11-11 Radhakrishnan Nagarajan , R. B. Govindan

This paper studies inference in predictive quantile regressions when the predictive regressor has a near-unit root. We derive asymptotic distributions for the quantile regression estimator and its heteroskedasticity and autocorrelation…

Econometrics · Economics 2024-05-07 Alex Maynard , Katsumi Shimotsu , Nina Kuriyama

In this paper, we investigate a class of spherical functional autoregressive processes, and we discuss the estimation of the corresponding autoregressive kernels. In particular, we first establish a consistency result (in sup and…

Statistics Theory · Mathematics 2019-07-15 Alessia Caponera , Domenico Marinucci

Multitime quantum correlation functions are central objects in physical science, offering a direct link between experimental observables and the dynamics of an underlying model. While experiments such as 2D spectroscopy and quantum control…

Chemical Physics · Physics 2024-07-10 Thomas Sayer , Andrés Montoya-Castillo

We attempt to unveil the fine structure of volatility feedback effects in the context of general quadratic autoregressive (QARCH) models, which assume that today's volatility can be expressed as a general quadratic form of the past daily…

Statistical Finance · Quantitative Finance 2014-05-28 Rémy Chicheportiche , Jean-Philippe Bouchaud

Quantile regression has demonstrated promising utility in longitudinal data analysis. Existing work is primarily focused on modeling cross-sectional outcomes, while outcome trajectories often carry more substantive information in practice.…

Methodology · Statistics 2018-06-19 Huijuan Ma , Limin Peng , Haoda Fu

Quantum reservoir computers (QRC) and quantum extreme learning machines (QELM) aim to efficiently post-process the outcome of fixed -- generally uncalibrated -- quantum devices to solve tasks such as the estimation of the properties of…

The dependencies of the lagged (Pearson) correlation function on the coefficients of multivariate autoregressive models are interpreted in the framework of time series graphs. Time series graphs are related to the concept of Granger…

Statistics Theory · Mathematics 2013-10-22 Jakob Runge

With the rapid advancements in technology for data collection, the application of the spatial autoregressive (SAR) model has become increasingly prevalent in real-world analysis, particularly when dealing with large datasets. However, the…

Econometrics · Economics 2025-05-05 Xuan Liang , Tao Zou

A new method is presented for the quantitative measurement of charge separation about the reaction plane. A correlation function is obtained whose shape is concave when there is a net separation of positive and negative charges.…

Nuclear Experiment · Physics 2011-02-28 N. N. Ajitanand , Roy A. Lacey , A. Taranenko , J. M. Alexander

In quantum key distribution (QKD) implementations, memory effects caused by the limited bandwidth of modulators and/or other active devices can leak information about previous setting choices. Security proofs addressing this imperfection…

Parametric autoregressive moving average models with exogenous terms (ARMAX) have been widely used in the literature. Usually, these models consider a conditional mean or median dynamics, which limits the analysis. In this paper, we…

Methodology · Statistics 2022-06-02 Alan Dasilva , Helton Saulo , Roberto Vila , Jose A. Fiorucci , Suvra Pal
‹ Prev 1 4 5 6 7 8 10 Next ›