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