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Vector-quantized networks (VQNs) have exhibited remarkable performance across various tasks, yet they are prone to training instability, which complicates the training process due to the necessity for techniques such as subtle…

Recursive Marginal Quantization (RMQ) allows fast approximation of solutions to stochastic differential equations in one-dimension. When applied to two factor models, RMQ is inefficient due to the fact that the optimization problem is…

Variational quantum algorithms (VQAs) are hybrid quantum-classical approaches used for tackling a wide range of problems on noisy intermediate-scale quantum (NISQ) devices. Testing these algorithms on relevant hardware is crucial to…

Vector quantile regression (VQR) is an optimal transport (OT) problem subject to a mean-independence constraint that extends classical linear quantile regression to vector response variables. Motivated by computational considerations, prior…

Vector quantization (VQ) techniques are widely used in similarity search for data compression, fast metric computation and etc. Originally designed for Euclidean distance, existing VQ techniques (e.g., PQ, AQ) explicitly or implicitly…

Motivated by the problem of effectively executing clustering algorithms on very large data sets, we address a model for large scale distributed clustering methods. To this end, we briefly recall some standards on the quantization problem…

We develop an online method that guarantees calibration of quantile forecasts at multiple quantile levels simultaneously. In this work, a sequence of quantile forecasts is said to be calibrated provided that its $\alpha$-level predictions…

The spatial error model (SEM) is a type of simultaneous autoregressive (SAR) model for analysing spatially correlated data. Markov chain Monte Carlo (MCMC) is one of the most widely used Bayesian methods for estimating SEM, but it has…

Quantum sensing exploits non-classical effects to overcome limitations of classical sensors, with applications ranging from gravitational-wave detection to nanoscale imaging. However, practical quantum sensors built on noisy…

Large Language Model (LLM) inference is typically memory-intensive, especially when processing large batch sizes and long sequences, due to the large size of key-value (KV) cache. Vector Quantization (VQ) is recently adopted to alleviate…

We develop a novel multivariate semi-parametric framework for joint portfolio Value-at-Risk (VaR) and Expected Shortfall (ES) forecasting. Unlike existing univariate semi-parametric approaches, the proposed framework explicitly models the…

Load forecasting has long been recognized as an important building block for all utility operational planning efforts. Over the recent years, it has become ever more challenging to make accurate forecasts due to the proliferation of…

This paper explores Uncertainty Quantification (UQ) in SVM predictions, particularly for regression and forecasting tasks. Unlike the Neural Network, the SVM solutions are typically more stable, sparse, optimal and interpretable. However,…

Quantization is a fundamental optimization for many machine-learning use cases, including compressing gradients, model weights and activations, and datasets. The most accurate form of quantization is \emph{adaptive}, where the error is…

Vector Quantization (VQ) is an appealing model compression method to obtain a tiny model with less accuracy loss. While methods to obtain better codebooks and codes under fixed clustering dimensionality have been extensively studied,…

Transformer models have been successful in various sequence processing tasks, but the self-attention mechanism's computational cost limits its practicality for long sequences. Although there are existing attention variants that improve…

We propose a framework for conditional vector quantile regression (CVQR) that combines neural optimal transport with amortized optimization, and apply it to multivariate conformal prediction. Classical quantile regression does not extend…

Accurate and well-calibrated Machine Learning (ML) models are mandatory in high-stakes settings, yet effective multiclass calibration remains challenging: global approaches assume calibration errors are homogeneous across the latent space,…

Vector quantization(VQ) is a hardware-friendly DNN compression method that can reduce the storage cost and weight-loading datawidth of hardware accelerators. However, conventional VQ techniques lead to significant accuracy loss because the…

In this work we show that the size versus accuracy trade-off of neural network quantization can be significantly improved by increasing the quantization dimensionality. We propose the GPTVQ method, a new fast method for post-training vector…