Related papers: A Review on Quantile Regression for Stochastic Com…
The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…
The random coefficients model is an extension of the linear regression model that allows for unobserved heterogeneity in the population by modeling the regression coefficients as random variables. Given data from this model, the statistical…
This paper develops new insights into quantitative methods for the validation of computational model prediction. Four types of methods are investigated, namely classical and Bayesian hypothesis testing, a reliability-based method, and an…
A multivariate quantile regression model with a factor structure is proposed to study data with many responses of interest. The factor structure is allowed to vary with the quantile levels, which makes our framework more flexible than the…
Covariate adjustment is widely recommended to improve statistical efficiency in randomized clinical trials (RCTs), yet empirical evidence comparing available strategies remains limited. This lack of real-world evaluation leaves unresolved…
Quantile estimation is a problem presented in fields such as quality control, hydrology, and economics. There are different techniques to estimate such quantiles. Nevertheless, these techniques use an overall fit of the sample when the…
Bayesian inference is a widely used technique for real-time characterization of quantum systems. It excels in experimental characterization in the low data regime, and when the measurements have degrees of freedom. A decisive factor for its…
Penalized likelihood approaches are widely used for high-dimensional regression. Although many methods have been proposed and the associated theory is now well-developed, the relative efficacy of different approaches in finite-sample…
Conditional quantiles provide a natural tool for reporting results from regression analyses based on semiparametric transformation models. We consider their estimation and construction of confidence sets in the presence of censoring.
We propose a new family of error distributions for model-based quantile regression, which is constructed through a structured mixture of normal distributions. The construction enables fixing specific percentiles of the distribution while,…
Quantum computers have the opportunity to be transformative for a variety of computational tasks. Recently, there have been proposals to use the unsimulatably of large quantum devices to perform regression, classification, and other machine…
Quantile regression is increasingly encountered in modern big data applications due to its robustness and flexibility. We consider the scenario of learning the conditional quantiles of a specific target population when the available data…
Machine learning techniques always aim to reduce the generalized prediction error. In order to reduce it, ensemble methods present a good approach combining several models that results in a greater forecasting capacity. The Random Machines…
Quantile regression provides a consistent approach to investigating the association between covariates and various aspects of the distribution of the response beyond the mean. When the regression covariates are measured with errors,…
Deep learning has enjoyed tremendous success in a variety of applications but its application to quantile regressions remains scarce. A major advantage of the deep learning approach is its flexibility to model complex data in a more…
In this study, we consider preliminary test and shrinkage estimation strategies for quantile regression models. In classical Least Squares Estimation (LSE) method, the relationship between the explanatory and explained variables in the…
Quantum computers promise to enhance machine learning for practical applications. Quantum machine learning for real-world data has to handle extensive amounts of high-dimensional data. However, conventional methods for measuring quantum…
This work introduces Bayesian quantile regression modeling framework for the analysis of longitudinal count data. In this model, the response variable is not continuous and hence an artificial smoothing of counts is incorporated. The…
This paper considers doing quantile regression on censored data using neural networks (NNs). This adds to the survival analysis toolkit by allowing direct prediction of the target variable, along with a distribution-free characterisation of…
In this paper, we develop a new and effective approach to nonparametric quantile regression that accommodates ultrahigh-dimensional data arising from spatio-temporal processes. This approach proves advantageous in staving off computational…