Related papers: Adaptive Conditional Quantile Neural Processes
Quantile regression is a technique to estimate conditional quantile curves. It provides a comprehensive picture of a response contingent on explanatory variables. In a flexible modeling framework, a specific form of the conditional quantile…
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…
We address the issue of knots selection for Gaussian predictive process methodology. Predictive process approximation provides an effective solution to the cubic order computational complexity of Gaussian process models. This approximation…
Neural-network quantum states (NQS) are powerful neural-network ans\"atzes that have emerged as promising tools for studying quantum many-body physics through the lens of the variational principle. These architectures are known to be…
While neural networks are achieving high predictive accuracy in multi-horizon probabilistic forecasting, understanding the underlying mechanisms that lead to feature-conditioned outputs remains a significant challenge for forecasters. In…
Quantifying uncertainty in predictions or, more generally, estimating the posterior conditional distribution, is a core challenge in machine learning and statistics. We introduce Convex Nonparanormal Regression (CNR), a conditional…
Uncertainty estimation is an important research area to make deep neural networks (DNNs) more trustworthy. While extensive research on uncertainty estimation has been conducted with unimodal data, uncertainty estimation for multimodal data…
This paper introduces multimodal conformal regression. Traditionally confined to scenarios with solely numerical input features, conformal prediction is now extended to multimodal contexts through our methodology, which harnesses internal…
Neural networks (NN) have achieved state-of-the-art performance in various applications. Unfortunately in applications where training data is insufficient, they are often prone to overfitting. One effective way to alleviate this problem is…
Ensemble weather predictions require statistical post-processing of systematic errors to obtain reliable and accurate probabilistic forecasts. Traditionally, this is accomplished with distributional regression models in which the parameters…
Effective understanding of the environment and accurate trajectory prediction of surrounding dynamic obstacles are critical for intelligent systems such as autonomous vehicles and wheeled mobile robotics navigating in complex scenarios to…
We develop a predictive inference procedure that combines conformal prediction (CP) with unconditional quantile regression (QR) -- a commonly used tool in econometrics that involves regressing the recentered influence function (RIF) of the…
Normative modeling has recently been introduced as a promising approach for modeling variation of neuroimaging measures across individuals in order to derive biomarkers of psychiatric disorders. Current implementations rely on Gaussian…
We introduce a neural network conformal prediction method for time series that enhances adaptivity in non-stationary environments. Our approach acts as a neural controller designed to achieve desired target coverage, leveraging auxiliary…
We show an alternative way of representing a Bayesian belief network by sensitivities and probability distributions. This representation is equivalent to the traditional representation by conditional probabilities, but makes dependencies…
Unlike in the traditional statistical modeling for which a user typically hand-specify a prior, Neural Processes (NPs) implicitly define a broad class of stochastic processes with neural networks. Given a data stream, NP learns a stochastic…
Continuous input signals like images and time series that are irregularly sampled or have missing values are challenging for existing deep learning methods. Coherently defined feature representations must depend on the values in unobserved…
Quantile regression provides a framework for modeling statistical quantities of interest other than the conditional mean. The regression methodology is well developed for linear models, but less so for nonparametric models. We consider…
We consider deep multivariate models for heterogeneous collections of random variables. In the context of computer vision, such collections may e.g. consist of images, segmentations, image attributes, and latent variables. When developing…
We present a novel implementation of conditional Long Short-Term Memory Recurrent Neural Networks that successfully predict the spectral evolution of a pulse in nonlinear periodically-poled waveguides. The developed networks offer large…