相关论文: Conditional Expectation as Quantile Derivative

Quantum cognition often explains order effects, contextuality, and violations of the law of total probability by replacing classical probability with quantum probability on a fixed event structure. This paper proposes a different…

The definition of the conditional probability is very important in the theory of the probability. This definition is based on the fact, that random events can be simultaneously measurable. This paper deal with the problem of conditioning…

We introduce and study the problem of calibrating conditional risk, which involves estimating the expected loss of a prediction model conditional on input features. We analyze this problem in both classification and regression settings and…

We study a market model in which the volatility of the stock may jump at a random time from a fixed value to another fixed value. This model was already described in the literature. We present a new approach to the problem, based on partial…

Quantile classifiers for potentially high-dimensional data are defined by classifying an observation according to a sum of appropriately weighted component-wise distances of the components of the observation to the within-class quantiles.…

Quantile regression is a fundamental problem in statistical learning motivated by a need to quantify uncertainty in predictions, or to model a diverse population without being overly reductive. For instance, epidemiological forecasts, cost…

Quantile regression, based on check loss, is a widely used inferential paradigm in Econometrics and Statistics. The conditional quantiles provide a robust alternative to classical conditional means, and also allow uncertainty quantification…

A common assumption in financial engineering is that the market price for any derivative coincides with an objectively defined risk-neutral price - a plausible assumption only if traders collectively possess objective knowledge about the…

In this short note we provide an analytical formula for the conditional covariance matrices of the elliptically distributed random vectors, when the conditioning is based on the values of any linear combination of the marginal random…

Let $(X,Y)$ be a bivariate random vector. The estimation of a probability of the form $P(Y\leq y \mid X >t) $ is challenging when $t$ is large, and a fruitful approach consists in studying, if it exists, the limiting conditional…

We develop a method to generate prediction intervals that have a user-specified coverage level across all regions of feature-space, a property called conditional coverage. A typical approach to this task is to estimate the conditional…

When the underlying conditional density is known, conditional expectations can be computed analytically or numerically. When, however, such knowledge is not available and instead we are given a collection of training data, the goal of this…

The outcome of a weak quantum measurement conditioned to a subsequent postselection (a weak value protocol) can assume peculiar values. These results cannot be explained in terms of conditional probabilistic outcomes of projective…

Beta regression is often used to model the relationship between a dependent variable that assumes values on the open interval (0,1) and a set of predictor variables. An important challenge in beta regression is to find residuals whose…

We investigate fractional moments and expectations of power means of complex-valued random variables by using fractional calculus. We deal with both negative and positive orders of the fractional derivatives. The one-dimensional…

We propose a novel, succinct, and effective approach for distribution prediction to quantify uncertainty in machine learning. It incorporates adaptively flexible distribution prediction of $\mathbb{P}(\mathbf{y}|\mathbf{X}=x)$ in regression…

Contextual stochastic optimization is an advanced methodology to model uncertainty in the presence of contextual information during decision planning processes. Although classical methodologies focus on minimizing the expectation of a…

As inductive inference and machine learning methods in computer science see continued success, researchers are aiming to describe ever more complex probabilistic models and inference algorithms. It is natural to ask whether there is a…

Quantile regression, that is the prediction of conditional quantiles, has steadily gained importance in statistical modeling and financial applications. The authors introduce a new semiparametric quantile regression method based on…

Differential sensitivity measures provide valuable tools for interpreting complex computational models used in applications ranging from simulation to algorithmic prediction. Taking the derivative of the model output in direction of a model…