相关论文: A Comparison Between Quantile Regression and Linea…
Crossing of fitted conditional quantiles is a prevalent problem for quantile regression models. We propose a new Bayesian modelling framework that penalises multiple quantile regression functions toward the desired non-crossing space. We…
We compare two recently proposed methods that combine ideas from conformal inference and quantile regression to produce locally adaptive and marginally valid prediction intervals under sample exchangeability (Romano et al., 2019;…
In modelling time series data coming from different sources, frequencies can easily vary since some variable can be measured at higher frequencies, others, at lower frequencies. Given data measured over spatial units and at varying…
Agile quadrotor flight in challenging environments has the potential to revolutionize shipping, transportation, and search and rescue applications. Nonlinear model predictive control (NMPC) has recently shown promising results for agile…
Conformalized quantile regression is a procedure that inherits the advantages of conformal prediction and quantile regression. That is, we use quantile regression to estimate the true conditional quantile and then apply a conformal step on…
Constructing valid prediction intervals rather than point estimates is a well-established approach for uncertainty quantification in the regression setting. Models equipped with this capacity output an interval of values in which the ground…
We propose a new family of error distributions for model-based quantile regression, which is constructed through a structured mixture of normal distributions. The construction enables fixing specific percentiles of the distribution while,…
The paper considers a linear regression model in high-dimension for which the predictive variables can change the influence on the response variable at unknown times (called change-points). Moreover, the particular case of the heavy-tailed…
In regression applications, the presence of nonlinearity and correlation among observations offer computational challenges not only in traditional settings such as least squares regression, but also (and especially) when the objective…
Quantile regression provides a consistent approach to investigating the association between covariates and various aspects of the distribution of the response beyond the mean. When the regression covariates are measured with errors,…
Change-plane analysis is a pivotal tool for identifying subgroups within a heterogeneous population, yet it presents challenges when applied to functional data. In this paper, we consider a change-plane model within the framework of…
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…
There is a rich literature for modeling binary and polychotomous responses. However, existing methods are inadequate for handling combinatorial responses, where each response is an integer array under additional constraints. Such data are…
Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…
Conformalized Quantile Regression (CQR) is a recently proposed method for constructing prediction intervals for a response $Y$ given covariates $X$, without making distributional assumptions. However, existing constructions of CQR can be…
The growing volume of data usually creates an interesting challenge for the need of data analysis tools that discover regularities in these data. Data mining has emerged as disciplines that contribute tools for data analysis, discovery of…
Many ecological studies and conservation policies are based on field observations of species, which can be affected by systematic variability introduced by the observation process. A recently introduced causal modeling technique called…
The presence of one or more species at some spatial locations but not others is a central matter in ecology. This phenomenon is related to ecological pattern formation. Nonlocal interactions can be considered as one of the mechanisms…
This study develops a statistical conditional approach to evaluate climate model performance in wind speed and direction and to project their future changes under the representative concentration pathway 8.5 scenario over inland and…
Quantile regression \parencite{Koenker1978} is a robust and practically useful way to efficiently model quantile varying correlation and predict varied response quantiles of interest. This article constructs and tests MM algorithms, which…