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This article introduces BART with Targeted Smoothing, or tsBART, a new Bayesian tree-based model for nonparametric regression. The goal of tsBART is to introduce smoothness over a single target covariate t, while not necessarily requiring…

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…

In this article, we present a novel approach to multivariate probabilistic forecasting. Our approach is based on an extension of single-output quantile regression (QR) to multivariate-targets, called quantile surfaces (QS). QS uses a simple…

Applications · Statistics 2020-10-13 Maarten Bieshaar , Jens Schreiber , Stephan Vogt , André Gensler , Bernhard Sick

Question answering (QA) is an important use case on voice assistants. A popular approach to QA is extractive reading comprehension (RC) which finds an answer span in a text passage. However, extractive answers are often unnatural in a…

Computation and Language · Computer Science 2021-03-12 Stan Peshterliev , Barlas Oguz , Debojeet Chatterjee , Hakan Inan , Vikas Bhardwaj

Generative modeling using samples drawn from the probability distribution constitutes a powerful approach for unsupervised machine learning. Quantum mechanical systems can produce probability distributions that exhibit quantum correlations…

Quantum Physics · Physics 2022-10-07 Xun Gao , Eric R. Anschuetz , Sheng-Tao Wang , J. Ignacio Cirac , Mikhail D. Lukin

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.…

Bayesian estimation of Gaussian graphical models has proven to be challenging because the conjugate prior distribution on the Gaussian precision matrix, the G-Wishart distribution, has a doubly intractable partition function. Recent…

Neurons and Cognition · Quantitative Biology 2014-09-10 Max Hinne , Alex Lenkoski , Tom Heskes , Marcel van Gerven

We present a new package in R implementing Bayesian additive regression trees (BART). The package introduces many new features for data analysis using BART such as variable selection, interaction detection, model diagnostic plots,…

Machine Learning · Statistics 2014-11-25 Adam Kapelner , Justin Bleich

This paper studies the non-parametric estimation and uniform inference for the conditional quantile regression function (CQRF) with covariates exposed to measurement errors. We consider the case that the distribution of the measurement…

Methodology · Statistics 2025-04-03 Haoze Hou , Wei Huang , Zheng Zhang

We present IBR, an Iterative Backward Reasoning model to solve the proof generation tasks on rule-based Question Answering (QA), where models are required to reason over a series of textual rules and facts to find out the related proof path…

Computation and Language · Computer Science 2022-05-25 Hanhao Qu , Yu Cao , Jun Gao , Liang Ding , Ruifeng Xu

This paper develops an incremental learning algorithm based on quadratic inference function (QIF) to analyze streaming datasets with correlated outcomes such as longitudinal data and clustered data. We propose a renewable QIF (RenewQIF)…

Methodology · Statistics 2021-07-01 Lan Luo , Ling Zhou , Peter X. -K. Song

We introduce causal inference reasoning to cross-over trials, with a focus on Thorough QT (TQT) studies. For such trials, we propose different sets of assumptions and consider their impact on the modelling strategy and estimation procedure.…

Methodology · Statistics 2022-05-31 Jeppe Ekstrand Halkjær Madsen , Thomas Scheike , Christian Pipper

This paper investigates the identification of quantiles and quantile regression parameters when observations are set valued. We define the identification set of quantiles of random sets in a way that extends the definition of quantiles for…

Methodology · Statistics 2020-04-10 Arie Beresteanu , Yuya Sasaki

Knowing the causal structure of a system is of fundamental interest in many areas of science and can aid the design of prediction algorithms that work well under manipulations to the system. The causal structure becomes identifiable from…

Machine Learning · Statistics 2022-03-30 Martin Emil Jakobsen , Rajen D. Shah , Peter Bühlmann , Jonas Peters

We consider a binary response which is potentially affected by a set of continuous variables. Of special interest is the causal effect on the response due to an intervention on a specific variable. The latter can be meaningfully determined…

Methodology · Statistics 2020-09-11 Federico Castelletti , Guido Consonni

Variational Quantum Circuits are being used as versatile Quantum Machine Learning models. Some empirical results exhibit an advantage in supervised and generative learning tasks. However, when applied to Reinforcement Learning, less is…

Quantum Physics · Physics 2023-01-18 André Sequeira , Luis Paulo Santos , Luís Soares Barbosa

The dynamic portfolio construction problem requires dynamic modeling of the joint distribution of multivariate stock returns. To achieve this, we propose a dynamic generative factor model which uses random variable transformation as an…

Portfolio Management · Quantitative Finance 2024-01-18 Chuting Sun , Qi Wu , Xing Yan

In quantum many-body systems, measurements can induce qualitative new features, but their simulation is hindered by the exponential complexity involved in sampling the measurement results. We propose to use machine learning to assist the…

Quantum Physics · Physics 2024-12-03 Yuchen Zhu , Molei Tao , Yuebo Jin , Xie Chen

This article proposes Multinomial Probit Bayesian Additive Regression Trees (MPBART) as a multinomial probit extension of BART - Bayesian Additive Regression Trees (Chipman et al (2010)). MPBART is flexible to allow inclusion of predictors…

Machine Learning · Statistics 2016-02-09 Bereket P. Kindo , Hao Wang , Edsel A. Peña

In the regression problem, L1 and L2 are the most commonly used loss functions, which produce mean predictions with different biases. However, the predictions are neither robust nor adequate enough since they only capture a few conditional…

Machine Learning · Computer Science 2019-11-14 Faen Zhang , Xinyu Fan , Hui Xu , Pengcheng Zhou , Yujian He , Junlong Liu
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