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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…

Quantile regression models provide a wide picture of the conditional distributions of the response variable by capturing the effect of the covariates at different quantile levels. In most applications, the parametric form of those…

Methodology · Statistics 2017-11-03 T. Rodrigues , J. -L. Dortet-Bernadet , Y. Fan

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…

Methodology · Statistics 2020-01-22 Shih-Kang Chao , Wolfgang Karl Härdle , Ming Yuan

Since classical machine learning has become a powerful tool for developing data-driven algorithms, quantum machine learning is expected to similarly impact the development of quantum algorithms. The literature reflects a mutually beneficial…

Quantum Physics · Physics 2024-12-13 Leandro C. Souza , Bruno C. Guingo , Gilson Giraldi , Renato Portugal

The quantile spectrum was introduced in Li (2012; 2014) as an alternative tool for spectral analysis of time series. It has the capability of providing a richer view of time series data than that offered by the ordinary spectrum especially…

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

In recent years, there has been a surge in the prevalence of high- and multi-dimensional temporal data across various scientific disciplines. These datasets are characterized by their vast size and challenging potential for analysis. Such…

Social and Information Networks · Computer Science 2023-11-21 Vanessa Freitas Silva , Maria Eduarda Silva , Pedro Ribeiro , Fernando Silva

Quantum Kernels are projected to provide early-stage usefulness for quantum machine learning. However, highly sophisticated classical models are hard to surpass without losing interpretability, particularly when vast datasets can be…

Risk Management · Quantitative Finance 2024-04-04 Javier Mancilla , André Sequeira , Tomas Tagliani , Francisco Llaneza , Claudio Beiza

To facilitate effective decision-making, precipitation datasets should include uncertainty estimates. Quantile regression with machine learning has been proposed for issuing such estimates. Distributional regression offers distinct…

Machine Learning · Computer Science 2025-01-07 Georgia Papacharalampous , Hristos Tyralis , Nikolaos Doulamis , Anastasios Doulamis

We explore the efficacy of the novel use of parametrised quantum circuits (PQCs) as quantum neural networks (QNNs) for forecasting time series signals with simulated quantum forward propagation. The temporal signals consist of several…

Quantum Physics · Physics 2022-02-02 Dimitrios Emmanoulopoulos , Sofija Dimoska

Quantile regression (QR) relies on the estimation of conditional quantiles and explores the relationships between independent and dependent variables. At high probability levels, classical QR methods face extrapolation difficulties due to…

Statistics Theory · Mathematics 2026-04-16 Lucien M. Vidagbandji , Alexandre Berred , Cyrille Bertelle , Laurent Amanton

Subseasonal precipitation forecasting is inherently uncertain due to chaotic atmospheric dynamics, making reliable uncertainty estimation essential for real-world applications. Existing approaches typically represent uncertainty through…

Computational Engineering, Finance, and Science · Computer Science 2026-05-12 Lei Chen , Xinyu Su , Xiaohui Zhong , Hao Li

Quantum Recurrent Neural Networks (QRNNs) are robust candidates for modelling and predicting future values in multivariate time series. However, the effective implementation of some QRNN models is limited by the need for mid-circuit…

Quantum Physics · Physics 2025-01-31 José Daniel Viqueira , Daniel Faílde , Mariamo M. Juane , Andrés Gómez , David Mera

Forecasting the weather is an increasingly data intensive exercise. Numerical Weather Prediction (NWP) models are becoming more complex, with higher resolutions, and there are increasing numbers of different models in operation. While the…

Applications · Statistics 2021-03-17 Charlie Kirkwood , Theo Economou , Henry Odbert , Nicolas Pugeault

Accurate estimation of output quantiles is crucial in many use cases, where it is desired to model the range of possibility. Modeling target distribution at arbitrary quantile levels and at arbitrary input attribute levels are important to…

Artificial Intelligence · Computer Science 2023-01-13 Ruoxi Sun , Chun-Liang Li , Sercan O. Arik , Michael W. Dusenberry , Chen-Yu Lee , Tomas Pfister

We introduce a new methodology for analyzing serial data by quantile regression assuming that the underlying quantile function consists of constant segments. The procedure does not rely on any distributional assumption besides serial…

Methodology · Statistics 2020-09-09 Laura Jula Vanegas , Merle Behr , Axel Munk

We propose a penalized nonparametric approach to estimating the quantile regression process (QRP) in a nonseparable model using rectifier quadratic unit (ReQU) activated deep neural networks and introduce a novel penalty function to enforce…

Machine Learning · Statistics 2022-07-22 Guohao Shen , Yuling Jiao , Yuanyuan Lin , Joel L. Horowitz , Jian Huang

Continuous value prediction plays a crucial role in industrial-scale recommendation systems, including tasks such as predicting users' watch-time and estimating the gross merchandise value (GMV) in e-commerce transactions. However, it…

Information Retrieval · Computer Science 2026-02-27 Runpeng Cui , Zhipeng Sun , Chi Lu , Peng Jiang

In this paper the method of simulated quantiles (MSQ) of Dominicy and Veredas (2013) and Dominick et al. (2013) is extended to a general multivariate framework (MMSQ) and to provide a sparse estimator of the scale matrix (sparse-MMSQ). The…

Methodology · Statistics 2017-10-11 Mauro Bernardi , Lea Petrella , Paola Stolfi

Quantile regression is a fundamental tool for distributional learning but poses significant optimization challenges for deep models due to the non-smoothness of the pinball loss. We propose ConquerNet, a class of…

Machine Learning · Statistics 2026-05-08 Tianpai Luo , Fangwei Wu , Weichi Wu

Quantum computing technology has the potential to revolutionize the simulation of materials and molecules in the near future. A primary challenge in achieving near-term quantum advantage is effectively mitigating the noise effects inherent…

Quantum Physics · Physics 2024-01-17 Tao Jiang , John Rogers , Marius S. Frank , Ove Christiansen , Yong-Xin Yao , Nicola Lanatà