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This paper investigates Support Vector Regression (SVR) within the framework of the Risk Quadrangle (RQ) theory. Every RQ includes four stochastic functionals -- error, regret, risk, and \emph{deviation}, bound together by a so-called…

Machine Learning · Statistics 2024-12-04 Anton Malandii , Stan Uryasev

This paper proposes methods for Bayesian inference in time-varying parameter (TVP) quantile regression (QR) models featuring conditional heteroskedasticity. I use data augmentation schemes to render the model conditionally Gaussian and…

Econometrics · Economics 2021-10-19 Michael Pfarrhofer

Uncertainty Quantification (UQ) research has primarily focused on closed-book factual question answering (QA), while contextual QA remains unexplored, despite its importance in real-world applications. In this work, we focus on UQ for the…

Reconstructing high-dimensional spatiotemporal fields from sparse sensor measurements is critical in a wide range of scientific applications. The SHallow REcurrent Decoder (SHRED) architecture is a recent state-of-the-art architecture that…

Machine Learning · Computer Science 2026-04-03 Mars Liyao Gao , Yuxuan Bao , Amy S. Rude , Xinwei Shen , J. Nathan Kutz

In this paper, we study statistical inference in functional quantile regression for scalar response and a functional covariate. Specifically, we consider a functional linear quantile regression model where the effect of the covariate on the…

Methodology · Statistics 2022-08-23 Meng Li , Kehui Wang , Arnab Maity , Ana-Maria Staicu

In this paper, we propose a Spatial Robust Mixture Regression model to investigate the relationship between a response variable and a set of explanatory variables over the spatial domain, assuming that the relationships may exhibit complex…

Methodology · Statistics 2021-09-30 Wennan Chang , Pengtao Dang , Changlin Wan , Xiaoyu Lu , Yue Fang , Tong Zhao , Yong Zang , Bo Li , Chi Zhang , Sha Cao

Quantile regression (QR) is now widely used to analyze the effect of covariates on the conditional distribution of a response variable. It provides a more comprehensive picture of the relationship between a response and covariates compared…

Methodology · Statistics 2025-12-16 Wenwu Gao , Dongyi Zheng , Hanbing Zhu

Spherically embedded spatial data are spatially indexed observations whose values naturally reside on or can be equivalently mapped to the unit sphere. Such data are increasingly ubiquitous in fields ranging from geochemistry to demography.…

Methodology · Statistics 2026-01-26 Jiazhen Xu , Han Lin Shang

The random feature (RF) approach is a well-established and efficient tool for scalable kernel methods, but existing literature has primarily focused on kernel ridge regression with random features (KRR-RF), which has limitations in handling…

Machine Learning · Statistics 2025-03-18 Caixing Wang , Xingdong Feng

Uncertainty quantification (UQ) is the process of systematically determining and characterizing the degree of confidence in computational model predictions. In the context of systems biology, especially with dynamic models, UQ is crucial…

Machine Learning · Statistics 2024-10-29 Alberto Portela , Julio R. Banga , Marcos Matabuena

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

We introduce a novel function-on-function linear quantile regression model to characterize the entire conditional distribution of a functional response for a given functional predictor. Tensor cubic $B$-splines expansion is used to…

Methodology · Statistics 2025-04-01 Ufuk Beyaztas , Han Lin Shang , Semanur Saricam

Functional data such as curves and surfaces have become more and more common with modern technological advancements. The use of functional predictors remains challenging due to its inherent infinite-dimensionality. The common practice is to…

Statistics Theory · Mathematics 2023-01-31 Dengdeng Yu , Matthew Pietrosanu , Ivan Mizera , Bei Jiang , Linglong Kong , Wei Tu

In practical applications, one often does not know the "true" structure of the underlying conditional quantile function, especially in the ultra-high dimensional setting. To deal with ultra-high dimensionality, quantile-adaptive marginal…

Methodology · Statistics 2024-04-26 Daoji Li , Yinfei Kong , Dawit Zerom

Kernel quantile regression (KQR) extends classical quantile regression to nonlinear settings using kernel methods, offering a powerful tool for modeling conditional distributions. However, its application to large-scale datasets remains…

Optimization and Control · Mathematics 2026-04-24 Shengxiang Deng , Xudong Li , Yangjing Zhang

In this article, we propose a class of $L_q$-norm based U-statistics for a family of global testing problems related to high-dimensional data. This includes testing of mean vector and its spatial sign, simultaneous testing of linear model…

Statistics Theory · Mathematics 2023-03-16 Yangfan Zhang , Runmin Wang , Xiaofeng Shao

This paper studies vector quantile regression (VQR), which is a way to model the dependence of a random vector of interest with respect to a vector of explanatory variables so to capture the whole conditional distribution, and not only the…

Optimization and Control · Mathematics 2016-10-24 Guillaume Carlier , Victor Chernozhukov , Alfred Galichon

Recurrent quantum models (RQMs) realize sequential quantum processes through repeated application of a unitary operation on a memory system coupled with a series of output registers. However, such models often rely on unnecessarily large…

Quantum Physics · Physics 2026-03-11 Chufan Lyu , Ximing Wang , Mile Gu , Thomas J. Elliott , Chengran Yang

In high dimensional analysis, effects of explanatory variables on responses sometimes rely on certain exposure variables, such as time or environmental factors. In this paper, to characterize the importance of each predictor, we utilize its…

Methodology · Statistics 2018-04-11 Yeqing Zhou , Jingyuan Liu , Zhihui Hao , Liping Zhu

We present a novel physics-constrained polynomial chaos expansion as a surrogate modeling method capable of performing both scientific machine learning (SciML) and uncertainty quantification (UQ) tasks. The proposed method possesses a…

Machine Learning · Statistics 2024-05-14 Himanshu Sharma , Lukáš Novák , Michael D. Shields