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Conditional expectation \mathbb{E}(Y \mid X) often fails to capture the complexity of multimodal conditional distributions \mathcal{L}(Y \mid X). To address this, we propose using n-point conditional quantizations--functional mappings of X…

Machine Learning · Computer Science 2025-05-21 Blaise Delattre , Sylvain Delattre , Alexandre Vérine , Alexandre Allauzen

Random forests is a common non-parametric regression technique which performs well for mixed-type data and irrelevant covariates, while being robust to monotonic variable transformations. Existing random forest implementations target…

Machine Learning · Statistics 2018-05-04 Taylor Pospisil , Ann B. Lee

In inverse problems, distribution-free uncertainty quantification (UQ) aims to obtain error bars with coverage guarantees that are independent of any prior assumptions about the data distribution. In the context of mass mapping,…

Cosmology and Nongalactic Astrophysics · Physics 2025-02-26 Hubert Leterme , Jalal Fadili , Jean-Luc Starck

Recent advances in semantic segmentation of multi-modal remote sensing images have significantly improved the accuracy of tree cover mapping, supporting applications in urban planning, forest monitoring, and ecological assessment.…

Image and Video Processing · Electrical Eng. & Systems 2025-12-16 Yuanyuan Gui , Wei Li , Yinjian Wang , Xiang-Gen Xia , Mauro Marty , Christian Ginzler , Zuyuan Wang

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with…

Machine Learning · Computer Science 2023-02-08 Apostolos F Psaros , Xuhui Meng , Zongren Zou , Ling Guo , George Em Karniadakis

Deep learning models are being adopted and applied on various critical decision-making tasks, yet they are trained to provide point predictions without providing degrees of confidence. The trustworthiness of deep learning models can be…

Machine Learning · Computer Science 2024-10-28 Daniel Nolte , Souparno Ghosh , Ranadip Pal

A nonparametric method is proposed for estimating the quantile spectra and cross-spectra introduced in Li (2012; 2014) as bivariate functions of frequency and quantile level. The method is based on the quantile discrete Fourier transform…

Methodology · Statistics 2026-03-26 Ta-Hsin Li

Random Forest (RF) is a popular tree-ensemble method for supervised learning, prized for its ease of use and flexibility. Online RF models require to account for new training data to maintain model accuracy. This is particularly important…

Quantum Physics · Physics 2024-07-12 Romina Yalovetzky , Niraj Kumar , Changhao Li , Marco Pistoia

The field of machine learning is subject to an increasing interest in models that are not only accurate but also interpretable and robust, thus allowing their end users to understand and trust AI systems. This paper presents a novel method…

Machine Learning · Computer Science 2026-04-24 Valentin Lemaire , Gaël Aglin , Siegfried Nijssen

Computational models of the human head are promising tools for estimating the impact-induced response of brain, and thus play an important role in the prediction of traumatic brain injury. Modern biofidelic head model simulations are…

We propose a computationally efficient alternative to generalized random forests (GRFs) for estimating heterogeneous effects in large dimensions. While GRFs rely on a gradient-based splitting criterion, which in large dimensions is…

Machine Learning · Statistics 2025-06-18 David Fleischer , David A. Stephens , Archer Y. Yang

Uncertainty quantification is one of the most crucial tasks to obtain trustworthy and reliable machine learning models for decision making. However, most research in this domain has only focused on problems with small label spaces and…

Machine Learning · Computer Science 2022-10-20 Jyun-Yu Jiang , Wei-Cheng Chang , Jiong Zhong , Cho-Jui Hsieh , Hsiang-Fu Yu

We propose a novel multi-task method for quantile forecasting with shared Linear layers. Our method is based on the Implicit quantile learning approach, where samples from the Uniform distribution $\mathcal{U}(0, 1)$ are reparameterized to…

Machine Learning · Computer Science 2022-12-07 Shayan Jawed , Lars Schmidt-Thieme

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

We discuss an application of Generalized Random Forests (GRF) proposed by Athey et al.(2019) to quantile regression for time series data. We extracted the theoretical results of the GRF consistency for i.i.d. data to time series data. In…

Statistics Theory · Mathematics 2022-11-07 Hiroshi Shiraishi , Tomoshige Nakamura , Ryotato Shibuki

In many applications, heterogeneous treatment effects on a censored response variable are of primary interest, and it is natural to evaluate the effects at different quantiles (e.g., median). The large number of potential effect modifiers,…

Methodology · Statistics 2022-12-13 Huichen Zhu , Yifei Sun , Ying Wei

The tree-structured varying coefficient (TSVC) model is a flexible approach for generalized regression, where the linear effects of the covariates are allowed to vary with the values of effect modifiers. Relevant effect modifiers and…

Methodology · Statistics 2026-05-19 Nikolai Spuck , Moritz Berger

Minimising a spectral risk objective, defined as a convex combination of expected cost and Conditional Value-at-Risk (CVaR), is challenging when the uncertainty distribution is decision-dependent, making both surrogate modelling and…

Machine Learning · Computer Science 2026-03-16 Marcell T. Kurbucz

To further develop the statistical inference problem for heterogeneous treatment effects, this paper builds on Breiman's (2001) random forest tree (RFT)and Wager et al.'s (2018) causal tree to parameterize the nonparametric problem using…

Econometrics · Economics 2022-03-15 Lai Xinglin

Capturing the conditional covariances or correlations among the elements of a multivariate response vector based on covariates is important to various fields including neuroscience, epidemiology and biomedicine. We propose a new method…

Methodology · Statistics 2023-05-12 Cansu Alakus , Denis Larocque , Aurelie Labbe