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: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.
By Mandy Yao (University of Toronto), Meredith Franklin (University of Toronto)
arXiv:2505.13299v2 Announce Type: replace-cross
Abstract: This paper considers the estimation of quantiles via a smoothed version of the stochastic gradient descent (SGD) algorithm. By smoothing the...
By Likai Chen, Georg Keilbar, Wei Biao Wu
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.
By Romain Th\'er\'ezien, Stephan Cl\'emen\c{c}on, Fantin Girard, Hamza El-Abdouni
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: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