相关论文: Vector Quantile Regression: An Optimal Transport A…
Quantile regression (QR) is now widely used to analyze the effect of covariates on the conditional distribution of a response variable. It provides a more comprehensive picture of the relationship between a response and covariates compared…
Quantile Regression (QR) provides a way to approximate a single conditional quantile. To have a more informative description of the conditional distribution, QR can be merged with deep learning techniques to simultaneously estimate multiple…
Due to the dynamic nature of financial markets, maintaining models that produce precise predictions over time is difficult. Often the goal isn't just point prediction but determining uncertainty. Quantifying uncertainty, especially the…
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…
Quantile regression provides a framework for modeling statistical quantities of interest other than the conditional mean. The regression methodology is well developed for linear models, but less so for nonparametric models. We consider…
We present an optimal transport framework for performing regression when both the covariate and the response are probability distributions on a compact Euclidean subset $\Omega\subset\mathbb{R}^d$, where $d>1$. Extending beyond compactly…
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…
Quantifying predictive uncertainty is essential for safe and trustworthy real-world AI deployment. Yet, fully nonparametric estimation of conditional distributions remains challenging for multivariate targets. We propose Tomographic…
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…
This paper addresses the classic problem of regression, which involves the inductive learning of a map, $y=f(x,z)$, $z$ denoting noise, $f:\mathbb{R}^n\times \mathbb{R}^k \rightarrow \mathbb{R}^m$. Recently, Conditional GAN (CGAN) has been…
The instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2005) is a popular tool for estimating causal quantile effects with endogenous covariates. However, estimation is complicated by the non-smoothness and…
This paper considers estimation and model selection of quantile vector autoregression (QVAR). Conventional quantile regression often yields undesirable crossing quantile curves, violating the monotonicity of quantiles. To address this…
Quantile Regression (QR) can be used to estimate aleatoric uncertainty in deep neural networks and can generate prediction intervals. Quantifying uncertainty is particularly important in critical applications such as clinical diagnosis,…
Increased attention has been given recently to the statistical analysis of variables with values on nonlinear manifolds. A natural but nontrivial problem in that context is the definition of quantile concepts. We are proposing a solution…
This paper investigates Support Vector Regression (SVR) within the framework of the Risk Quadrangle (RQ) theory. Every RQ includes four stochastic functionals -- error, regret, risk, and \emph{deviation}, bound together by a so-called…
Many applications of quantum computing in the near term rely on variational quantum circuits (VQCs). They have been showcased as a promising model for reaching a quantum advantage in machine learning with current noisy intermediate scale…
In this paper, we introduce the weighted-average quantile regression framework, $\int_0^1 q_{Y|X}(u)\psi(u)du = X'\beta$, where $Y$ is a dependent variable, $X$ is a vector of covariates, $q_{Y|X}$ is the quantile function of the…
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…
Quasi-Monte Carlo (QMC) is a powerful method for evaluating high-dimensional integrals. However, its use is typically limited to distributions where direct sampling is straightforward, such as the uniform distribution on the unit hypercube…
Fractional revival is a quantum transport phenomenon important for entanglement generation in spin networks. This takes place whenever a continuous-time quantum walk maps the characteristic vector of a vertex to a superposition of the…