Related papers: Neural Networks for Partially Linear Quantile Regr…
Convolutional neural networks (CNNs) are widely used for image recognition and text analysis, and have been suggested for application on one-dimensional data as a way to reduce the need for pre-processing steps. Pre-processing is an…
Recently, deep learning has been widely applied in functional data analysis (FDA) with notable empirical success. However, the infinite dimensionality of functional data necessitates an effective dimension reduction approach for functional…
Recent advances in quantum hardware motivate the development of algorithmic frameworks that integrate quantum sampling with classical inference. This work introduces a segmentation-based regression method tailored to quantum neural networks…
Deep learning algorithms have recently shown to be a successful tool in estimating parameters of statistical models for which simulation is easy, but likelihood computation is challenging. But the success of these approaches depends on…
Double machine learning is a statistical method for leveraging complex black-box models to construct approximately unbiased treatment effect estimates given observational data with high-dimensional covariates, under the assumption of a…
In semi-supervised learning, the prevailing understanding suggests that observing additional unlabeled samples improves estimation accuracy for linear parameters only in the case of model misspecification. In this work, we challenge such a…
I consider inference in a partially linear regression model under stationary $\beta$-mixing data after first stage deep neural network (DNN) estimation. Using the DNN results of Brown (2024), I show that the estimator for the finite…
In this work we study the inverse quantum scattering via deep learning regression, which is implemented via a Multilayer Perceptron. A step-by-step method is provided in order to obtain the potential parameters. A circular boundary-wall…
Deep kernel learning provides an elegant and principled framework for combining the structural properties of deep learning algorithms with the flexibility of kernel methods. By means of a deep neural network, we learn a parametrized kernel…
Although various distributed machine learning schemes have been proposed recently for pure linear models and fully nonparametric models, little attention has been paid on distributed optimization for semi-paramemetric models with…
Linear regression is a fundamental and popular statistical method. There are various kinds of linear regression, such as mean regression and quantile regression. In this paper, we propose a new one called distribution regression, which…
We give an algorithm for prediction on a quantum computer which is based on a linear regression model with least squares optimisation. Opposed to related previous contributions suffering from the problem of reading out the optimal…
State of the art machine learning algorithms are highly optimized to provide the optimal prediction possible, naturally resulting in complex models. While these models often outperform simpler more interpretable models by order of…
We introduce an efficient neural network (NN) architecture for classifying wave functions in terms of their localization. Our approach integrates a versatile quantum phase space parametrization leading to a custom 'quantum' NN, with the…
When facing multivariate covariates, general semiparametric regression techniques come at hand to propose flexible models that are unexposed to the curse of dimensionality. In this work a semiparametric copula-based estimator for…
Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…
Function regression/approximation is a fundamental application of machine learning. Neural networks (NNs) can be easily trained for function regression using a sufficient number of neurons and epochs. The forward-forward learning algorithm…
Deep kernel learning combines the non-parametric flexibility of kernel methods with the inductive biases of deep learning architectures. We propose a novel deep kernel learning model and stochastic variational inference procedure which…
Traditional approaches to estimating beta in finance often involve rigid assumptions and fail to adequately capture beta dynamics, limiting their effectiveness in use cases like hedging. To address these limitations, we have developed a…
Incorporating nonlinearity into quantum machine learning is essential for learning a complicated input-output mapping. We here propose quantum algorithms for nonlinear regression, where nonlinearity is introduced with feature maps when…