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We address the problem of how to achieve optimal inference in distributed quantile regression without stringent scaling conditions. This is challenging due to the non-smooth nature of the quantile regression (QR) loss function, which…

Methodology · Statistics 2022-08-24 Kean Ming Tan , Heather Battey , Wen-Xin Zhou

Inference-time scaling methods rely on Process Reward Models (PRMs), which are often poorly calibrated and overestimate success probabilities. We propose, to our knowledge, the first use of conditional optimal transport for calibrating…

Machine Learning · Computer Science 2026-05-13 Rachel Ma , Dylan Hadfield-Menell , Kristjan Greenewald

Neural Combinatorial Optimization (NCO) has emerged as a promising learning-based paradigm for addressing Vehicle Routing Problems (VRPs) by minimizing the need for extensive manual engineering. While existing NCO methods, trained on…

Machine Learning · Computer Science 2025-11-24 Yuanyao Chen , Rongsheng Chen , Fu Luo , Zhenkun Wang

We present a neural framework for learning conditional optimal transport (OT) maps between probability distributions. Our approach introduces a conditioning mechanism capable of processing both categorical and continuous conditioning…

Machine Learning · Computer Science 2026-04-02 Carlos Rodriguez-Pardo , Leonardo Chiani , Emanuele Borgonovo , Massimo Tavoni

Recent neural combinatorial optimization (NCO) methods have shown promising problem-solving ability without requiring domain-specific expertise. Most existing NCO methods use training and testing data with a fixed constraint value and lack…

Machine Learning · Computer Science 2025-10-31 Fu Luo , Yaoxin Wu , Zhi Zheng , Zhenkun Wang

Conformal prediction (CP) constructs uncertainty sets for model outputs with finite-sample coverage guarantees. A candidate output is included in the prediction set if its non-conformity score is not considered extreme relative to the…

Machine Learning · Statistics 2025-11-20 Eugene Ndiaye

This article presents the Sorting Composite Quantile Regression Neural Network (SCQRNN), an advanced quantile regression model designed to prevent quantile crossing and enhance computational efficiency. Integrating ad hoc sorting in…

Machine Learning · Computer Science 2024-06-04 Jens Decke , Arne Jenß , Bernhard Sick , Christian Gruhl

Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. However, application of QR can become very challenging when dealing with high-dimensional data, making it necessary to use…

Methodology · Statistics 2019-12-11 Eliana Christou

Optimal transport is the problem of designing a joint distribution for two random variables with fixed marginals. In virtually the entire literature on this topic, the objective is to minimize expected cost. This paper is the first to study…

Econometrics · Economics 2026-02-13 Yinchu Zhu , Ilya O. Ryzhov

Knowledge Graph Question Answering (KGQA) has shown promise for grounded and interpretable reasoning, yet existing approaches often fail to provide reliable coverage guarantees over retrieved answers. While Conformal Prediction (CP) offers…

Computation and Language · Computer Science 2026-05-11 Shuhang Lin , Chuhao Zhou , Xiao Lin , Zihan Dong , Kuan Lu , Zhencan Peng , Jie Yin , Dimitris N. Metaxas

We propose a calibrated multivariate regression method named CMR for fitting high dimensional multivariate regression models. Compared with existing methods, CMR calibrates regularization for each regression task with respect to its noise…

Machine Learning · Statistics 2017-06-06 Han Liu , Lie Wang , Tuo Zhao

We consider minimizing a sum of agent-specific nondifferentiable merely convex functions over the solution set of a variational inequality (VI) problem in that each agent is associated with a local monotone mapping. This problem finds an…

Optimization and Control · Mathematics 2022-12-13 Harshal D. Kaushik , Sepideh Samadi , Farzad Yousefian

The objective in statistical Optimal Transport (OT) is to consistently estimate the optimal transport plan/map solely using samples from the given source and target marginal distributions. This work takes the novel approach of posing…

Machine Learning · Computer Science 2020-11-11 J. Saketha Nath , Pratik Jawanpuria

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

In vehicular networks (VNets), ensuring both road safety and dependable network connectivity is of utmost importance. Achieving this necessitates the creation of resilient and efficient decision-making policies that prioritize multiple…

Machine Learning · Computer Science 2024-05-30 Zijiang Yan , Ramsundar Tanikella , Hina Tabassum

Quantile regression and conditional density estimation can reveal structure that is missed by mean regression, such as multimodality and skewness. In this paper, we introduce a deep learning generative model for joint quantile estimation…

Methodology · Statistics 2023-11-14 Shijie Wang , Minsuk Shin , Ray Bai

Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. The impact is described by the conditional quantile function and its functionals. In this paper we develop the nonparametric…

Neural processes are a family of probabilistic models that inherit the flexibility of neural networks to parameterize stochastic processes. Despite providing well-calibrated predictions, especially in regression problems, and quick…

Machine Learning · Computer Science 2023-07-04 Peiman Mohseni , Nick Duffield , Bani Mallick , Arman Hasanzadeh

We study the problem of incorporating risk while making combinatorial decisions under uncertainty. We formulate a discrete submodular maximization problem for selecting a set using Conditional-Value-at-Risk (CVaR), a risk metric commonly…

Robotics · Computer Science 2022-03-21 Lifeng Zhou , Pratap Tokekar

Penalized quantile regression (QR) is widely used for studying the relationship between a response variable and a set of predictors under data heterogeneity in high-dimensional settings. Compared to penalized least squares, scalable…

Methodology · Statistics 2022-05-06 Rebeka Man , Xiaoou Pan , Kean Ming Tan , Wen-Xin Zhou