English
Related papers

Related papers: Simulation-Based Inference with Quantile Regressio…

200 papers

In recent years, there has been a remarkable development of simulation-based inference (SBI) algorithms, and they have now been applied across a wide range of astrophysical and cosmological analyses. There are a number of key advantages to…

Instrumentation and Methods for Astrophysics · Physics 2025-03-18 Noemi Anau Montel , James Alvey , Christoph Weniger

Generalized Bayesian Inference (GBI) tempers a loss with a temperature $\beta > 0$ to mitigate overconfidence and improve robustness under model misspecification, but existing GBI methods typically rely on costly MCMC or SDE-based samplers…

Machine Learning · Statistics 2026-05-25 Shiyi Sun , Geoff K. Nicholls , Jeong Eun Lee

Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI…

Simulation-based inference (SBI) is emerging as a new statistical paradigm for addressing complex scientific inference problems. By leveraging the representational power of deep neural networks, SBI can extract the most informative…

Instrumentation and Methods for Astrophysics · Physics 2025-10-17 Huifang Lyu , James Alvey , Noemi Anau Montel , Mauro Pieroni , Christoph Weniger

Simulation-based inference (SBI) methods typically require fully observed data to infer parameters of models with intractable likelihood functions. However, datasets often contain missing values due to incomplete observations, data…

Machine Learning · Computer Science 2025-03-04 Yogesh Verma , Ayush Bharti , Vikas Garg

Quantile regression is a powerful tool capable of offering a richer view of the data as compared to least-squares regression. Quantile regression is typically performed individually on a few quantiles or a grid of quantiles without…

Methodology · Statistics 2026-03-26 Ta-Hsin Li , Nimrod Megiddo

Current experimental scientists have been increasingly relying on simulation-based inference (SBI) to invert complex non-linear models with intractable likelihoods. However, posterior approximations obtained with SBI are often…

Modern approaches for simulation-based inference rely upon deep learning surrogates to enable approximate inference with computer simulators. In practice, the estimated posteriors' computational faithfulness is, however, rarely guaranteed.…

Machine Learning · Statistics 2022-08-30 Arnaud Delaunoy , Joeri Hermans , François Rozet , Antoine Wehenkel , Gilles Louppe

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…

Statistics Theory · Mathematics 2012-08-31 Vladimir Spokoiny , Weining Wang , Wolfgang Karl Härdle

We present Sequential Neural Variational Inference (SNVI), an approach to perform Bayesian inference in models with intractable likelihoods. SNVI combines likelihood-estimation (or likelihood-ratio-estimation) with variational inference to…

Machine Learning · Statistics 2022-10-20 Manuel Glöckler , Michael Deistler , Jakob H. Macke

Quantile regression is a powerful tool for inferring how covariates affect specific percentiles of the response distribution. Existing methods either estimate conditional quantiles separately for each quantile of interest or estimate the…

Methodology · Statistics 2024-11-19 Joseph Feldman , Daniel Kowal

Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…

We propose a density-free method for frequentist inference on population quantiles, termed Self-Normalized Quantile Empirical Saddlepoint Approximation (SNQESA). The approach builds a self-normalized pivot from the indicator score for a…

Methodology · Statistics 2025-10-29 Hou Jian , Meng Tan , Tian Maozai

Stochastic infectious disease models capture uncertainty in public health outcomes and have become increasingly popular in epidemiological practice. However, calibrating these models to observed data is challenging with existing methods for…

Methodology · Statistics 2024-12-18 Prayag Chatha , Fan Bu , Jeffrey Regier , Evan Snitkin , Jon Zelner

Identifying the parameters of a non-linear model that best explain observed data is a core task across scientific fields. When such models rely on complex simulators, evaluating the likelihood is typically intractable, making traditional…

Quantum computing is expected to provide exponential speedup in machine learning. However, optimizing the data loading process, commonly referred to as quantum data embedding, to maximize classification performance remains a critical…

Quantile regression is a method to estimate the quantiles of the conditional distribution of a response variable, and as such it permits a much more accurate portrayal of the relationship between the response variable and observed…

Data Structures and Algorithms · Computer Science 2014-01-08 Jiyan Yang , Xiangrui Meng , Michael W. Mahoney

We consider quantile estimation in a semi-supervised setting, characterized by two available data sets: (i) a small or moderate sized labeled data set containing observations for a response and a set of possibly high dimensional covariates,…

Methodology · Statistics 2024-08-15 Abhishek Chakrabortty , Guorong Dai , Raymond J. Carroll

The recently developed Projective Quantum Eigensolver (PQE) has been demonstrated as an elegant methodology to compute the ground state energy of molecular systems in Noisy Intermdiate Scale Quantum (NISQ) devices. The iterative…

Quantum Physics · Physics 2023-03-21 Sonaldeep Halder , Chayan Patra , Dibyendu Mondal , Rahul Maitra

Flexible estimation of multiple conditional quantiles is of interest in numerous applications, such as studying the effect of pregnancy-related factors on low and high birth weight. We propose a Bayesian non-parametric method to…

Methodology · Statistics 2021-10-22 Steven G. Xu , Brian J. Reich