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Quantile regression (QR) is a powerful tool for estimating one or more conditional quantiles of a target variable $\mathrm{Y}$ given explanatory features $\boldsymbol{\mathrm{X}}$. A limitation of QR is that it is only defined for scalar…

Computation · Statistics 2023-06-05 Aviv A. Rosenberg , Sanketh Vedula , Yaniv Romano , Alex M. Bronstein

Quantile regression (QR) is a statistical tool for distribution-free estimation of conditional quantiles of a target variable given explanatory features. QR is limited by the assumption that the target distribution is univariate and defined…

We develop methodology allowing to simulate a stationary functional time series defined by means of its spectral density operators. Our framework is general, in that it encompasses any such stationary functional time series, whether linear…

Methodology · Statistics 2020-07-17 Tomáš Rubín , Victor M. Panaretos

Uncertainty quantification is crucial in time series prediction, and quantile regression offers a valuable mechanism for uncertainty quantification which is useful for extreme value forecasting. Although deep learning models have been…

Machine Learning · Computer Science 2024-11-26 Jimmy Cheung , Smruthi Rangarajan , Amelia Maddocks , Xizhe Chen , Rohitash Chandra

Quantum computing (QC) is anticipated to provide a speedup over classical HPC approaches for specific problems in optimization, simulation, and machine learning. With the advances in quantum computing toward practical applications, the need…

Quantum Physics · Physics 2022-10-26 Jernej Rudi Finžgar , Philipp Ross , Leonhard Hölscher , Johannes Klepsch , Andre Luckow

Sensitivity analysis plays an important role in the development of computer models/simulators through identifying the contribution of each (uncertain) input factor to the model output variability. This report investigates different aspects…

Computation · Statistics 2022-06-24 Hossein Mohammadi , Peter Challenor , Clémentine Prieur

Quantile regression is a method to estimate the quantiles of the conditional distribution of a response variable, and as such it permits a much more accurate portrayal of the relationship between the response variable and observed…

Data Structures and Algorithms · Computer Science 2014-01-08 Jiyan Yang , Xiangrui Meng , Michael W. Mahoney

Researchers would often like to leverage data from a collection of sources (e.g., primary studies in a meta-analysis) to estimate causal effects in a target population of interest. However, traditional meta-analytic methods do not produce…

Methodology · Statistics 2025-05-15 Guanbo Wang , Sean McGrath , Yi Lian

A nonparametric method is proposed for estimating the quantile spectra and cross-spectra introduced in Li (2012; 2014) as bivariate functions of frequency and quantile level. The method is based on the quantile discrete Fourier transform…

Methodology · Statistics 2026-03-26 Ta-Hsin Li

Sequence modeling faces challenges in capturing long-range dependencies across diverse tasks. Recent linear and transformer-based forecasters have shown superior performance in time series forecasting. However, they are constrained by their…

Machine Learning · Computer Science 2024-11-25 Bong Gyun Kang , Dongjun Lee , HyunGi Kim , DoHyun Chung , Sungroh Yoon

Analyzing time-series cross-sectional (also known as longitudinal or panel) data is an important process across a number of fields, including the social sciences, economics, finance, and medicine. PanelMatch is an R package that implements…

Methodology · Statistics 2025-08-19 Adam Rauh , In Song Kim , Kosuke Imai

In this article, we introduce the BNPqte R package which implements the Bayesian nonparametric approach of Xu, Daniels and Winterstein (2018) for estimating quantile treatment effects in observational studies. This approach provides…

Computation · Statistics 2021-06-29 Chuji Luo , Michael J. Daniels

The analysis of experimental results with Python often requires writing many code scripts which all need access to the same set of functions. In a common field of research, this set will be nearly the same for many users. The qspec Python…

Computational Physics · Physics 2025-03-18 Patrick Müller , Wilfried Nörtershäuser

Time series data are ubiquitous nowadays. Whereas most of the literature on the topic deals with real-valued time series, categorical time series have received much less attention. However, the development of data mining techniques for this…

Machine Learning · Statistics 2023-04-26 Ángel López Oriona , José Antonio Vilar Fernández

This paper introduces a comprehensive, multi-stage machine learning methodology that effectively integrates information systems and artificial intelligence to enhance decision-making processes within the domain of operations research. The…

Machine Learning · Computer Science 2023-04-14 Nijat Mehdiyev , Maxim Majlatow , Peter Fettke

Quantile regression has become a valuable tool to analyze heterogeneous covaraite-response associations that are often encountered in practice. The development of quantile regression methodology for high-dimensional covariates primarily…

Methodology · Statistics 2015-07-06 Qi Zheng , Limin Peng , Xuming He

Item response theory (IRT) models are a class of statistical models used to describe the response behaviors of individuals to a set of items having a certain number of options. They are adopted by researchers in social science, particularly…

Computation · Statistics 2014-04-16 Angelo Mazza , Antonio Punzo , Brian McGuire

The quantile-crossing spectrum is the spectrum of quantile-crossing processes created from a time series by the indicator function that shows whether or not the time series lies above or below a given quantile at a given time. This…

Methodology · Statistics 2026-03-26 Ta-Hsin Li

Benchmarking of quantum machine learning (QML) algorithms is challenging due to the complexity and variability of QML systems, e.g., regarding model ansatzes, data sets, training techniques, and hyper-parameters selection. The QUantum…

In this work, we propose a framework in the form of a Python package, specifically designed for the analysis of Quantum Machine Learning models. This framework is based on the PennyLane simulator and facilitates the evaluation and training…

Quantum Physics · Physics 2025-09-17 Melvin Strobl , Maja Franz , Eileen Kuehn , Wolfgang Mauerer , Achim Streit