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.
arXiv:2607. 20309v1 Announce Type: cross Abstract: Covariate shift often occurs because, in many real applications, the source and the target observations may be generated from different distributions.
arXiv:2606. 00265v1 Announce Type: cross Abstract: We study quantile regression in an extrapolation regime where the covariate takes unusually large values.
arXiv:2608. 16864v1 Announce Type: cross Abstract: In survival analysis the way covariates act on the risk of an event often differs between early and late failure times, yet hazard- and mean-based summaries collapse this variation into a single number.
arXiv:2606. 25188v1 Announce Type: new Abstract: Efficient uncertainty quantification (UQ) is essential for trustworthy large-scale learning.
arXiv:2606. 31284v1 Announce Type: new Abstract: Quantile regression aims to estimate the conditional quantiles of a response variable from observed data.
arXiv:2607. 08444v1 Announce Type: cross Abstract: In this paper, we study quantile-based distributional reinforcement learning from the perspective of statistical efficiency.
arXiv:2607. 04431v2 Announce Type: replace-cross Abstract: Quantile regression provides a powerful tool for summarizing the conditional distribution of a real-valued random variable (r.
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.
arXiv:2608. 14401v1 Announce Type: cross Abstract: In offline RL, estimating the optimal action-value function $Q^*$ can be formulated as solving the optimal Bellman equation based solely on offline observations.
arXiv:2511. 18945v4 Announce Type: replace Abstract: We propose a fully data-driven approach to designing mutual information (MI) estimators.
arXiv:2606. 28652v1 Announce Type: cross Abstract: Online high-dimensional regression requires algorithms that can update sequentially while preserving structural sparsity.
arXiv:2608. 15290v1 Announce Type: cross Abstract: The increasing availability of large and complex datasets across many scientific disciplines has led to widespread adoption of machine learning (ML) for prediction.