Expected Pinball Loss For Quantile Regression And Inverse CDF Estimation

https://openreview.net/forum?id=Eg8Rnb0Hdd

#quantile #quantiles #estimation

Transfer Learning for High-dimensional Quantile Regression with Statistical Guarantee

https://openreview.net/forum?id=d3xwrfAG4V

#quantile #estimators #estimation

'Flexible Model Aggregation for Quantile Regression', by Rasool Fakoor, Taesup Kim, Jonas Mueller, Alexander J. Smola, Ryan J. Tibshirani.

http://jmlr.org/papers/v24/22-0799.html

#quantile #quantiles #ensembles

Bounded Space Differentially Private Quantiles

Daniel Alabi, Omri Ben-Eliezer, Anamay Chaturvedi

Action editor: Gautam Kamath.

https://openreview.net/forum?id=sixOD8YVvM

#quantiles #quantile #privacy

'Recursive Quantile Estimation: Non-Asymptotic Confidence Bounds', by Likai Chen, Georg Keilbar, Wei Biao Wu.

http://jmlr.org/papers/v24/22-0021.html

#bandit #quantile #estimation

Bounded Space Differentially Private Quantiles

https://openreview.net/forum?id=sixOD8YVvM

#quantiles #quantile #privacy

'Calibrated Multiple-Output Quantile Regression with Representation Learning', by Shai Feldman, Stephen Bates, Yaniv Romano.

http://jmlr.org/papers/v24/21-1280.html

#quantile #prediction #generative

There might be times when you may want to get some sort of #summary #statistic like a #quantile or #IRQ on your #distribution data.

With my #r #package {TidyDensity} this is possible given the data comes from a tidy_ distribution function. If you have a vector of data you can use tidy_empirical() as a cheat.

With this function you can get output as #sapply #lapply #tibble or a #tibble where #datatable is doing the work.

Post: https://www.spsanderson.com/steveondata/posts/weekly-rtip-tidydensity-2022-11-23/

See attached!

I updated my #exrtact project (miscellaneous tools for #EXR image files) with a new program exrquantile that outputs data similar in purpose to a #histogram (it sorts the data from a given channel and outputs the values at regularly spaced counts, so you can easily read off the minimum, maximum, median, and other #quantile).

https://mathr.co.uk/exrtact