Related papers: Fast Algorithms for Quantile Regression with Selec…
Symbolic Regression (SR) is a well-established framework for generating interpretable or white-box predictive models. Although SR has been successfully applied to create interpretable estimates of the average of the outcome, it is currently…
The paper compares the small-sample properties of two non-parametric quantile regression estimators. The first is based on constrained B-spline smoothing (COBS) and the other is based on a variation and slight extension of a running…
This article presents a new method for forecasting Value at Risk. Convolutional neural networks can do time series forecasting, since they can learn local patterns in time. A simple modification enables them to forecast not the mean, but…
Quantitative Susceptibility Mapping (QSM) can estimate the underlying tissue magnetic susceptibility and reveal pathology. Current deep-learning-based approaches to solve the QSM inverse problem are restricted on fixed image resolution.…
This paper presents a novel framework for pattern prediction and system prognostics centered on Spatiotemporal Permutation Entropy analysis integrated with Boosted Enhanced Quantile Regression Neural Networks (BEQRNNs). We address the…
Quantum algorithms require accurate representations of electronic states on a quantum device, yet the approximation of electronic wave functions for strongly correlated systems remains a profound theoretical challenge, with existing methods…
We report on an empirical study of the main strategies for quantile regression in the context of stochastic computer experiments. To ensure adequate diversity, six metamodels are presented, divided into three categories based on order…
In this paper, we study a novel approach for the estimation of quantiles when facing potential right censoring of the responses. Contrary to the existing literature on the subject, the adopted strategy of this paper is to tackle censoring…
Random Fourier Features (RFF) is among the most popular and broadly applicable approaches for scaling up kernel methods. In essence, RFF allows the user to avoid costly computations on a large kernel matrix via a fast randomized…
We propose a robust inferential procedure for assessing uncertainties of parameter estimation in high-dimensional linear models, where the dimension $p$ can grow exponentially fast with the sample size $n$. Our method combines the…
We propose quadratic residual networks (QRes) as a new type of parameter-efficient neural network architecture, by adding a quadratic residual term to the weighted sum of inputs before applying activation functions. With sufficiently high…
Fine-tuning large language models (LLMs) is often constrained by the computational costs of processing massive datasets. We propose \textbf{QLESS} (Quantized Low-rank Gradient Similarity Search), which integrates gradient quantization with…
This paper illustrates two algorithms designed in Forneron & Ng (2020): the resampled Newton-Raphson (rNR) and resampled quasi-Newton (rqN) algorithms which speed-up estimation and bootstrap inference for structural models. An empirical…
Despite the practicality of quantile regression (QR), simultaneous estimation of multiple QR curves continues to be challenging. We address this problem by proposing a Bayesian nonparametric framework that generalizes the quantile pyramid…
The application of quantum computation to accelerate machine learning algorithms is one of the most promising areas of research in quantum algorithms. In this paper, we explore the power of quantum learning algorithms in solving an…
Classification is a common task in machine learning. Random features (RFs) stand as a central technique for scalable learning algorithms based on kernel methods, and more recently proposed optimized random features, sampled depending on the…
Parametric quantile regressions are a useful tool for creating probabilistic energy forecasts. Nonetheless, since classical quantile regressions are trained using a non-differentiable cost function, their creation using complex data mining…
Neural image compression has been shown to outperform traditional image codecs in terms of rate-distortion performance. However, quantization introduces errors in the compression process, which can degrade the quality of the compressed…
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…
We propose an inexact variable-metric proximal point algorithm to accelerate gradient-based optimization algorithms. The proposed scheme, called QNing can be notably applied to incremental first-order methods such as the stochastic…