Related papers: Fast Nonlinear Vector Quantile Regression
Prediction is a key issue in time series analysis. Just as classical mean regression models, classical autoregressive methods, yielding L$^2$ point-predictions, provide rather poor predictive summaries; a much more informative approach is…
Quantile crossing is a common phenomenon in shape constrained nonparametric quantile regression. A recent study by Wang et al. (2014) has proposed to address this problem by imposing non-crossing constraints to convex quantile regression.…
Transformer-based models have revolutionized computer vision (CV) and natural language processing (NLP) by achieving state-of-the-art performance across a range of benchmarks. However, nonlinear operations in models significantly contribute…
Kernel Ridge Regression (KRR) is a simple yet powerful technique for non-parametric regression whose computation amounts to solving a linear system. This system is usually dense and highly ill-conditioned. In addition, the dimensions of the…
We study the problem of modeling univariate distributions via their quantile functions. We introduce a flexible family of distributions whose quantile function is a linear combination of basis quantiles. Because the model is linear in its…
To make inferences about the shape of a population distribution, the widely popular mean regression model, for example, is inadequate if the distribution is not approximately Gaussian (or symmetric). Compared to conventional mean regression…
This work introduces NeuroQuant, a novel post-training quantization (PTQ) approach tailored to non-generalized Implicit Neural Representations for variable-rate Video Coding (INR-VC). Unlike existing methods that require extensive weight…
AutoRegressive Visual Generation (ARVG) models retain an architecture compatible with language models, while achieving performance comparable to diffusion-based models. Quantization is commonly employed in neural networks to reduce model…
Learning discrete representations with vector quantization (VQ) has emerged as a powerful approach in various generative models. However, most VQ-based models rely on a single, fixed-rate codebook, requiring extensive retraining for new…
Quantile regression is a statistical method which, unlike classical regression, aims to predict the conditional quantiles. Classical quantile regression methods face difficulties, particularly when the quantile under consideration is…
In this article, I introduce the sivqr command, which estimates the coefficients of the instrumental variables (IV) quantile regression model introduced by Chernozhukov and Hansen (2005). The sivqr command offers several advantages over the…
In this paper, we develop a new censored quantile instrumental variable (CQIV) estimator and describe its properties and computation. The CQIV estimator combines Powell (1986) censored quantile regression (CQR) to deal with censoring, with…
We study an alternative to the prevailing approach to modelling qualitative spatial reasoning (QSR) problems as constraint satisfaction problems. In the standard approach, a relation between objects is a constraint whereas in the…
We propose several approaches for solving differential equations (DEs) with quantum kernel methods. We compose quantum models as weighted sums of kernel functions, where variables are encoded using feature maps and model derivatives are…
We consider the problem of conformal prediction under covariate shift. Given labeled data from a source domain and unlabeled data from a covariate shifted target domain, we seek to construct prediction sets with valid marginal coverage in…
Quantile regression permits describing how quantiles of a scalar response variable depend on a set of predictors. Because a unique definition of multivariate quantiles is lacking, extending quantile regression to multivariate responses is…
Quantile regression has become a valuable tool to analyze heterogeneous covaraite-response associations that are often encountered in practice. The development of quantile regression methodology for high-dimensional covariates primarily…
Temporal, spatial or spatio-temporal probabilistic models are frequently used for weather forecasting. The D-vine (drawable vine) copula quantile regression (DVQR) is a powerful tool for this application field, as it can automatically…
Vector Quantization (VQ) has recently emerged as a promising approach for learning discrete representations of graph-structured data. However, a fundamental challenge, i.e., codebook collapse, remains underexplored in the graph domain,…
Vector Quantization (VQ) underpins many modern generative frameworks such as VQ-VAE, VQ-GAN, and latent diffusion models. Yet, it suffers from the persistent problem of codebook collapse, where a large fraction of code vectors remains…