Related papers: Joint Quantile Shrinkage: A State-Space Approach t…
This article introduces two absolutely continuous global-local shrinkage priors to enable stochastic variable selection in the context of high-dimensional matrix exponential spatial specifications. Existing approaches as a means to dealing…
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…
This paper develops a unified framework for quantum wavelet shrinkage, extending classical denoising ideas into the quantum domain. Shrinkage is interpreted as a completely positive trace-preserving process, so attenuation of coefficients…
We propose a hybrid variational framework that enhances Neural Quantum States (NQS) with a Normalising Flow-based sampler to improve the expressivity and trainability of quantum many-body wavefunctions. Our approach decouples the sampling…
Motivated by the proliferation of observational datasets and the need to integrate non-randomized evidence with randomized controlled trials, causal inference researchers have recently proposed several new methodologies for combining biased…
Quantile regression extends regression analysis beyond the conditional mean, providing a richer characterization of covariate effects across the outcome distribution. For sensitive binary outcomes, however, misclassification due to…
In this paper, we develop a new and effective approach to nonparametric quantile regression that accommodates ultrahigh-dimensional data arising from spatio-temporal processes. This approach proves advantageous in staving off computational…
We propose Multivariate Quantile Function Forecaster (MQF$^2$), a global probabilistic forecasting method constructed using a multivariate quantile function and investigate its application to multi-horizon forecasting. Prior approaches are…
Federated Bayesian neural networks require fixing a prior on the model parameters together with a likelihood. Eliciting meaningful priors on the weight space of modern overparameterized models is notoriously difficult, and misspecification…
We consider a Bayesian method for simultaneous quantile regression on a real variable. By monotone transformation, we can make both the response variable and the predictor variable take values in the unit interval. A representation of…
Quantile regression relates the quantile of the response to a linear predictor. For a discrete response distributions, like the Poission, Binomial and the negative Binomial, this approach is not feasible as the quantile function is not…
It is known that the estimating equations for quantile regression (QR) can be solved using an EM algorithm in which the M-step is computed via weighted least squares, with weights computed at the E-step as the expectation of independent…
We derive streamlined mean field variational Bayes algorithms for fitting linear mixed models with crossed random effects. In the most general situation, where the dimensions of the crossed groups are arbitrarily large, streamlining is…
Quantile regression is studied in combination with a penalty which promotes structured (or group) sparsity. A mixed $\ell_{1,\infty}$-norm on the parameter vector is used to impose structured sparsity on the traditional quantile regression…
Estimation of uncertainty in deep learning models is of vital importance, especially in medical imaging, where reliance on inference without taking into account uncertainty could lead to misdiagnosis. Recently, the probabilistic Variational…
Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…
Wavelet shrinkage estimators are widely applied in several fields of science for denoising data in wavelet domain by reducing the magnitudes of empirical coefficients. In nonparametric regression problem, most of the shrinkage rules are…
Quantile regression is a powerful statistical methodology that complements the classical linear regression by examining how covariates influence the location, scale, and shape of the entire response distribution and offering a global view…
Linear quantile regression is a powerful tool to investigate how predictors may affect a response heterogeneously across different quantile levels. Unfortunately, existing approaches find it extremely difficult to adjust for any dependency…
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…