Related papers: Vector quantile regression beyond correct specific…
We study randomized quasi-Monte Carlo (RQMC) estimation of a multivariate integral where one of the variables takes only a finite number of values. This problem arises when the variable of integration is drawn from a mixture distribution as…
We describe various sets of conditional independence relationships, sufficient for qualitatively comparing non-vanishing squared partial correlations of a Gaussian random vector. These sufficient conditions are satisfied by several…
Phase transitions with spontaneous symmetry breaking and vector order parameter are considered in multidimensional theory of general relativity. Covariant equations, describing the gravitational properties of topological defects, are…
Diffusion models have become emerging generative models. Their sampling process involves multiple steps, and in each step the models predict the noise from a noisy sample. When the models make prediction, the output deviates from the ground…
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.…
Estimating the conditional quantile of the interested variable with respect to changes in the covariates is frequent in many economical applications as it can offer a comprehensive insight. In this paper, we propose a novel semiparametric…
Stochastic convex optimization, where the objective is the expectation of a random convex function, is an important and widely used method with numerous applications in machine learning, statistics, operations research and other areas. We…
We introduce the local composite quantile regression (LCQR) to causal inference in regression discontinuity (RD) designs. Kai et al. (2010) study the efficiency property of LCQR, while we show that its nice boundary performance translates…
We study stochastic optimization problems with chance and risk constraints, where in the latter, risk is quantified in terms of the conditional value-at-risk (CVaR). We consider the distributionally robust versions of these problems, where…
We introduce an improved variational autoencoder (VAE) for text modeling with topic information explicitly modeled as a Dirichlet latent variable. By providing the proposed model topic awareness, it is more superior at reconstructing input…
We develop a method to generate prediction intervals that have a user-specified coverage level across all regions of feature-space, a property called conditional coverage. A typical approach to this task is to estimate the conditional…
Quantization methods have been introduced to perform large scale approximate nearest search tasks. Residual Vector Quantization (RVQ) is one of the effective quantization methods. RVQ uses a multi-stage codebook learning scheme to lower the…
Regression models that go beyond the mean, alongside coherent risk measures, have been important tools in modern data analysis. This paper introduces the innovative concept of Average Quantile Regression (AQR), which is smooth at the…
Vector autoregression is an essential tool in empirical macroeconomics and finance for understanding the dynamic interdependencies among multivariate time series. In this study, we expand the scope of vector autoregression by incorporating…
This work analyzes transfer learning of the Variational Quantum Circuit (VQC). Our framework begins with a pretrained VQC configured in one domain and calculates the transition of 1-parameter unitary subgroups required for a new domain. A…
The standard asymmetric Laplace framework for Bayesian quantile regression (BQR) suffers from a fundamental decision-theoretic misalignment, yielding biased finite-sample estimates, and precludes gradient-based computation due to…
Variational quantum algorithms (VQAs) are a modern family of quantum algorithms designed to solve optimization problems using a quantum computer. Typically VQAs rely on a feedback loop between the quantum device and a classical optimization…
Since survival data occur over time, often important covariates that we wish to consider also change over time. Such covariates are referred as time-dependent covariates. Quantile regression offers flexible modeling of survival data by…
Vector Quantized Variational Autoencoders (VQ-VAEs) are fundamental to modern generative modeling, yet they often suffer from training instability and "codebook collapse" due to the inherent coupling of representation learning and discrete…
We develop a Quantile Bayesian Vector Autoregression (QBVAR) to forecast real oil prices across different quantiles of the conditional distribution. The model allows predictor effects to vary across quantiles, capturing asymmetries that…