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Time series segmentation aims to identify potential change-points in a sequence of temporally dependent data, so that the original sequence can be partitioned into several homogeneous subsequences. It is useful for modeling and predicting…

Computation · Statistics 2024-04-12 Shubo Sun , Zifeng Zhao , Feiyu Jiang , Xiaofeng Shao

Time series forecasting is critical across finance, healthcare, and cloud computing, yet progress is constrained by a fundamental bottleneck: the scarcity of large-scale, high-quality benchmarks. To address this gap, we introduce…

Machine Learning · Computer Science 2026-03-30 Siqiao Xue , Zhaoyang Zhu , Wei Zhang , Rongyao Cai , Rui Wang , Yixiang Mu , Fan Zhou , Jianguo Li , Peng Di , Hang Yu

We introduce novel estimators for quantile causal effects with high dimensional panel data (large $N$ and $T$), where only one or a few units are affected by the intervention or policy. Our method extends the generalized synthetic control…

Methodology · Statistics 2025-06-19 Yihong Xu , Li Zheng

Censored quantile regression (CQR) has become a valuable tool to study the heterogeneous association between a possibly censored outcome and a set of covariates, yet computation and statistical inference for CQR have remained a challenge…

Statistics Theory · Mathematics 2022-10-25 Xuming He , Xiaoou Pan , Kean Ming Tan , Wen-Xin Zhou

A common problem in many disciplines is the need to assign a set of items into categories or classes with known labels. This is often done by one or more expert raters, or sometimes by an automated process. If these assignments or `ratings'…

Methodology · Statistics 2024-01-11 Jeffrey M. Pullin , Lyle C. Gurrin , Damjan Vukcevic

Symbolic Regression (SR) is a well-established framework for generating interpretable or white-box predictive models. Although SR has been successfully applied to create interpretable estimates of the average of the outcome, it is currently…

Machine Learning · Computer Science 2026-05-19 Cas Oude Hoekstra , Floris den Hengst

This paper examines the precision of estimators of Quantile-Based Risk Measures (Value at Risk, Expected Shortfall, Spectral Risk Measures). It first addresses the question of how to estimate the precision of these estimators, and proposes…

Risk Management · Quantitative Finance 2011-03-30 Kevin Dowd , John Cotter

Analyzing the structure of sampled features from an input data distribution is challenging when constrained by limited measurements in both the number of inputs and features. Traditional approaches often rely on the eigenvalue spectrum of…

Machine Learning · Computer Science 2025-02-11 Chanwoo Chun , SueYeon Chung , Daniel D. Lee

In molecular biology, advances in high-throughput technologies have made it possible to study complex multivariate phenotypes and their simultaneous associations with high-dimensional genomic and other omics data, a problem that can be…

Methodology · Statistics 2021-12-02 Zhi Zhao , Marco Banterle , Leonardo Bottolo , Sylvia Richardson , Alex Lewin , Manuela Zucknick

This paper proposes valid inference tools, based on self-normalization, in time series expected shortfall regressions and, as a corollary, also in quantile regressions. Extant methods for such time series regressions, based on a bootstrap…

Econometrics · Economics 2025-06-24 Yannick Hoga , Christian Schulz

As data volume grows extensively, data profiling helps to extract metadata of large-scale data. However, one kind of metadata, order statistics, is difficult to be computed because they are not mergeable or incremental. Thus, the limitation…

Data Structures and Algorithms · Computer Science 2020-06-29 Zhiwei Chen , Aoqian Zhang

Quantile Regression (QR) can be used to estimate aleatoric uncertainty in deep neural networks and can generate prediction intervals. Quantifying uncertainty is particularly important in critical applications such as clinical diagnosis,…

Machine Learning · Computer Science 2023-09-15 Haleh Akrami , Omar Zamzam , Anand Joshi , Sergul Aydore , Richard Leahy

Quantum machine learning (QML) is rapidly transitioning from theoretical promise to practical relevance across data-intensive scientific domains. In this Review, we provide a structured overview of recent advances that bridge foundational…

Quantum Physics · Physics 2026-02-25 Vinit Singh , Amandeep Singh Bhatia , Mandeep Kaur Saggi , Manas Sajjan , Sabre Kais

Quantum reservoir computing offers a promising route for time series learning by modelling sequential data via rich quantum dynamics while the only training required happens at the level of a lightweight classical readout. However, studies…

Machine Learning · Computer Science 2026-02-17 Abdallah Aaraba , Soumaya Cherkaoui , Ola Ahmad , Shengrui Wang

As the main theoretical support of quantum metrology, quantum parameter estimation must follow the steps of quantum metrology towards the applied science and industry. Hence, optimal scheme design will soon be a crucial and core task for…

Quantum Physics · Physics 2025-04-11 Huai-Ming Yu , Jing Liu

Spectroscopy is an indispensable tool in understanding the structures and dynamics of molecular systems. However computational modelling of spectroscopy is challenging due to the exponential scaling of computational complexity with system…

Quantum Physics · Physics 2021-06-22 Chee-Kong Lee , Chang-Yu Hsieh , Shengyu Zhang , Liang Shi

Quantum computing is increasingly practiced through programming, yet most educational offerings emphasize algorithmic or framework-level use rather than software engineering concerns such as testing, abstraction, tooling, and lifecycle…

Software Engineering · Computer Science 2026-04-28 Andriy Miranskyy

For incremental quantile estimators the step size and possibly other tuning parameters must be carefully set. However, little attention has been given on how to set these values in an online manner. In this article we suggest two novel…

Methodology · Statistics 2020-04-28 Hugo L. Hammer , Anis Yazidi , Michael A. Riegler , Håvard Rue

Natural language processing tools have become frequently used in social sciences such as economics, political science, and sociology. Many publications apply topic modeling to elicit latent topics in text corpora and their development over…

General Economics · Economics 2024-04-30 W. Benedikt Schmal

It is shown how to set up, conduct, and analyze large simulation studies with the new R package simsalapar = simulations simplified and launched parallel. A simulation study typically starts with determining a collection of input variables…

Computation · Statistics 2013-09-18 Marius Hofert , Martin Mächler