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.
By William Kengne, Ehud Mossa Ockegna
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: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.
By Shuai Huang, Zhe Qu, Zhaowei Hua, Guohao Shen, Rui Tang, Hongtu Zhu
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. 31284v1 Announce Type: new Abstract: Quantile regression aims to estimate the conditional quantiles of a response variable from observed data.
By Hugo Nicolas (PLATON, CMAP), Olivier Le Ma\^itre (PLATON, CMAP)
arXiv:2607. 08444v1 Announce Type: cross Abstract: In this paper, we study quantile-based distributional reinforcement learning from the perspective of statistical efficiency.
By Zijie Cheng, Yang Peng, Zhihua Zhang