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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…

We use analytic covariance matrices to carry out a full-shape analysis of the galaxy power spectrum multipoles from the Baryon Oscillation Spectroscopic Survey (BOSS). We obtain parameter estimates that agree well with those based on the…

Extremal quantile regression, i.e. quantile regression applied to the tails of the conditional distribution, counts with an increasing number of economic and financial applications such as value-at-risk, production frontiers, determinants…

Both Approximate Bayesian Computation (ABC) and composite likelihood methods are useful for Bayesian and frequentist inference, respectively, when the likelihood function is intractable. We propose to use composite likelihood score…

A two-stage approach is proposed to overcome the problem in quantile regression, where separately fitted curves for several quantiles may cross. The standard Bayesian quantile regression model is applied in the first stage, followed by a…

Hard optimization problems are often approached by finding approximate solutions. Here, we highlight the concept of proportional sampling and discuss how it can be used to improve the performance of stochastic algorithms for optimization.…

The rapid growth of the stock market has attracted many investors due to its potential for significant profits. However, predicting stock prices accurately is difficult because financial markets are complex and constantly changing. This is…

Gradient boosting of prediction rules is an efficient approach to learn potentially interpretable yet accurate probabilistic models. However, actual interpretability requires to limit the number and size of the generated rules, and existing…

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Tabular data is hard to acquire and is subject to missing values. This paper introduces a novel approach for generating and imputing mixed-type (continuous and categorical) tabular data utilizing score-based diffusion and conditional flow…

A binary constant weight code is a type of error-correcting code with a wide range of applications. The problem of finding a binary constant weight code has long been studied as a combinatorial optimization problem in coding theory. In this…

The scope for the accurate calculation of the Loss Given Default (LGD) parameter is comprehensive in terms of financial data. In this research, we aim to explore methods for improving the approximation of realized LGD in conditions of…

In this paper we extend the setting of the online prediction with expert advice to function-valued forecasts. At each step of the online game several experts predict a function, and the learner has to efficiently aggregate these functional…

3D cross-modal retrieval is gaining attention in the multimedia community. Central to this topic is learning a joint embedding space to represent data from different modalities, such as images, 3D point clouds, and polygon meshes, to…

Causal weighted quantile treatment effects (WQTE) are a useful complement to standard causal contrasts that focus on the mean when interest lies at the tails of the counterfactual distribution. To-date, however, methods for estimation and…

A hybrid algorithm based on machine learning and quantum ensemble learning is proposed that is capable of finding a solution to a partial differential equation with good precision and favorable scaling in the required number of qubits. The…

Data imbalance persists as a pervasive challenge in regression tasks, introducing bias in model performance and undermining predictive reliability. This is particularly detrimental in applications aimed at predicting rare events that fall…

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

Quantile regression is a powerful tool for learning the relationship between a response variable and a multivariate predictor while exploring heterogeneous effects. In this paper, we consider statistical inference for quantile regression…

Accurate demand forecasting is critical for brick-and-mortar retailers to optimize inventory management and minimize costs. This study evaluates statistical baselines, tree-based ensembles (XGBoost and LightGBM), and deep learning…