arXiv:2608. 08204v1 Announce Type: cross Abstract: This work proposes deep nonparametric Instrumental variable quantile regression (IVQR), a two-stage estimator that combines conditional diffusion modeling with a kernel-smoothed conditional moment formulation.
By Xingdong Feng, Xinhong Jiang, Yuling Jiao, Lican Kang, Junwei Liu
arXiv:2606. 25188v1 Announce Type: new Abstract: Efficient uncertainty quantification (UQ) is essential for trustworthy large-scale learning.
By Kun Jin, James Harrison, Jiawei Li, Sihan Liu, Jiayi Liu, Randolph Linderman, Yuening Li, Arnab Bhadury, Sourabh Prakash Bansod, Liang Liu, Jasper Snoek
arXiv:2606. 28652v1 Announce Type: cross Abstract: Online high-dimensional regression requires algorithms that can update sequentially while preserving structural sparsity.
By Zitian Zhou, Nan Lin
arXiv:2511. 16340v2 Announce Type: replace Abstract: Efficient Gaussian process (GP) inference is critical for sequential decision-making tasks such as active learning, online prediction, and Bayesian optimization.
By Alan Yufei Dong, Jihao Andreas Lin, Jos\'e Miguel Hern\'andez-Lobato
arXiv:2511. 18945v4 Announce Type: replace Abstract: We propose a fully data-driven approach to designing mutual information (MI) estimators.
By German Gritsai, Megan Richards, Maxime M\'eloux, Kyunghyun Cho, Maxime Peyrard
arXiv:2606. 28871v1 Announce Type: cross Abstract: Predicting the aerodynamic performance (e.
By Geoffrey Davis, Ashwin Renganathan
arXiv:2603. 02159v2 Announce Type: replace-cross Abstract: Instrumental variable (IV) and proximal causal learning (Proxy) methods are central frameworks for causal inference in the presence of unobserved confounding.
By Yuqi Zhang, Krikamol Muandet, Dino Sejdinovic, Edwin Fong, Siu Lun Chau
arXiv:2606. 27269v1 Announce Type: cross Abstract: Reliably quantifying predictive uncertainty is difficult for complex, high-dimensional, or misspecified models.
By Graham Gibson, John Tipton, Kellin Rumsey, Natalie Klein
arXiv:2606. 00265v1 Announce Type: cross Abstract: We study quantile regression in an extrapolation regime where the covariate takes unusually large values.
By Baptiste Leroux, Cl\'ement Dombry, Anne Sabourin
arXiv:2607. 12730v1 Announce Type: cross Abstract: Smart-building load forecasters are often trained offline on dense, multivariate, high-frequency data, but deployment may provide only hourly, feature-limited inputs.
By Sarah Al-Shareeda, Gulcihan Ozdemir, Heung Seok Jeon
arXiv:2607. 04431v1 Announce Type: cross Abstract: Quantile regression provides a powerful tool for summarizing the conditional distribution of a real valued random variable (r.
By Romain Th\'er\'ezien, Stephan Cl\'emen\c{c}on, Fantin Girard, Hamza El-Abdouni
arXiv:2603. 12037v2 Announce Type: replace Abstract: Foundation models based on prior-data fitted networks (PFNs) have shown strong empirical performance in causal inference by framing the task as an in-context learning problem.
By Valentyn Melnychuk, Vahid Balazadeh, Stefan Feuerriegel, Rahul G. Krishnan