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Transfer learning for probabilistic regression remains underexplored. This work closes this gap by introducing NIAQUE, Neural Interpretable Any-Quantile Estimation, a new model designed for transfer learning in probabilistic regression…

Machine Learning · Computer Science 2025-08-25 Boris N. Oreshkin , Shiv Tavker , Dmitry Efimov

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

We propose to smooth the entire objective function, rather than only the check function, in a linear quantile regression context. Not only does the resulting smoothed quantile regression estimator yield a lower mean squared error and a more…

Econometrics · Economics 2019-08-16 Marcelo Fernandes , Emmanuel Guerre , Eduardo Horta

Linear quantile regression models aim at providing a detailed and robust picture of the (conditional) response distribution as function of a set of observed covariates. Longitudinal data represent an interesting field of application of such…

Methodology · Statistics 2015-07-30 Maria Francesca Marino , Nikos Tzavidis , Marco Alfo'

We introduce Coarse Q-learning (CQL), a reinforcement-learning model for bandit problems with stochastically varying menus. Alternatives are exogenously partitioned into similarity classes, and feedback from sampled alternatives is pooled…

Theoretical Economics · Economics 2026-05-13 Philippe Jehiel , Aviman Satpathy

We propose Quick Feedforward (QF) Learning, a novel knowledge consolidation framework for transformer-based models that enables efficient transfer of instruction derived knowledge into model weights through feedforward activations without…

Machine Learning · Computer Science 2025-07-08 Feng Qi

We propose a novel framework for fitting additive quantile regression models, which provides well calibrated inference about the conditional quantiles and fast automatic estimation of the smoothing parameters, for model structures as…

Methodology · Statistics 2020-03-13 M. Fasiolo , S. N. Wood , M. Zaffran , R. Nedellec , Y. Goude

Quantum machine learning (QML) models often require deep, parameterized circuits to capture complex frequency components, limiting their scalability and near-term implementation. We introduce \textit{Quantum Random Features} (QRF) and…

Quantum Physics · Physics 2026-01-30 Akitada Sakurai , Aoi Hayashi , William John Munro , Kae Nemoto

We propose three novel consistent specification tests for quantile regression models which generalize former tests in three ways. First, we allow the covariate effects to be quantile-dependent and nonlinear. Second, we allow parameterizing…

Methodology · Statistics 2021-12-07 Tim Kutzker , Nadja Klein , Dominik Wied

A quantum neural network (QNN) is a parameterized mapping efficiently implementable on near-term Noisy Intermediate-Scale Quantum (NISQ) computers. It can be used for supervised learning when combined with classical gradient-based…

Quantum Physics · Physics 2023-03-28 Xuchen You , Shouvanik Chakrabarti , Boyang Chen , Xiaodi Wu

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…

Methodology · Statistics 2024-05-27 Soudeep Deb , Claudia Neves , Subhrajyoty Roy

In recent years, the field of quantum science has attracted significant interest across various disciplines, including quantum machine learning, quantum communication, and quantum computing. Among these emerging areas, quantum federated…

Quantum Physics · Physics 2023-04-11 Won Joon Yun , Hankyul Baek , Joongheon Kim

We analyse quantile temporal-difference learning (QTD), a distributional reinforcement learning algorithm that has proven to be a key component in several successful large-scale applications of reinforcement learning. Despite these…

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,…

Methodology · Statistics 2017-02-10 Yifei Yan , Athanasios Kottas

R. Tyrell Rockafellar and collaborators introduced, in a series of works, new regression modeling methods based on the notion of superquantile (or conditional value-at-risk). These methods have been influential in economics, finance,…

Optimization and Control · Mathematics 2022-01-04 Yassine Laguel , Krishna Pillutla , Jérôme Malick , Zaid Harchaoui

Estimating causal quantities (CQs) typically requires large datasets, which can be expensive to obtain, especially when measuring individual outcomes is costly. This challenge highlights the importance of sample-efficient active learning…

Machine Learning · Statistics 2025-09-30 Erdun Gao , Dino Sejdinovic

Intrusion Detection Systems (IDSs) must maintain high detection sensitivity while operating under strict false-positive constraints, a challenge intensified by class imbalance and heterogeneous IoT traffic. This work investigates whether…

Quantum Physics · Physics 2026-05-29 Ritvik Bhatnagar , Nouhaila Innan , Angel Arul Jothi J. , Muhammad Shafique

Quantum computers can efficiently sample from probability distributions that are believed to be classically intractable, providing a foundation for quantum generative modeling. However, practical training of such models remains challenging,…

Quantum Physics · Physics 2025-11-18 Maria Demidik , Cenk Tüysüz , Michele Grossi , Karl Jansen

Deep learning is gaining increasing popularity for spatiotemporal forecasting. However, prior works have mostly focused on point estimates without quantifying the uncertainty of the predictions. In high stakes domains, being able to…

Artificial Intelligence · Computer Science 2021-06-15 Dongxia Wu , Liyao Gao , Xinyue Xiong , Matteo Chinazzi , Alessandro Vespignani , Yi-An Ma , Rose Yu

Modern datasets arising from social media, genomics, and biomedical informatics are often heterogeneous and (ultra) high-dimensional, creating substantial challenges for conventional modeling techniques. Quantile regression (QR) not only…

Methodology · Statistics 2026-01-07 Hanqing Wu , Jonas Wallin , Iuliana Ionita-Laza
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