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TitleStatusHype
Region-Based Evidential Deep Learning to Quantify Uncertainty and Improve Robustness of Brain Tumor Segmentation—0
Regularization Strategies for Quantile Regression—0
Regularized Quantile Regression with Interactive Fixed Effects—0
Relational Conformal Prediction for Correlated Time Series—0
Reliable Interval Prediction of Minimum Operating Voltage Based on On-chip Monitors via Conformalized Quantile Regression—0
ReModels: Quantile Regression Averaging models—0
Retire: Robust Expectile Regression in High Dimensions—0
Risk and return prediction for pricing portfolios of non-performing consumer credit—0
Risk-averse policies for natural gas futures trading using distributional reinforcement learning—0
RMIX: Learning Risk-Sensitive Policies forCooperative Reinforcement Learning Agents—0
RMIX: Learning Risk-Sensitive Policies for Cooperative Reinforcement Learning Agents—0
Robust Bond Risk Premia Predictability Test in the Quantiles—0
Robust Deep Reinforcement Learning for Inverter-based Volt-Var Control in Partially Observable Distribution Networks—0
Safety-Aware Reinforcement Learning for Control via Risk-Sensitive Action-Value Iteration and Quantile Regression—0
Scalable Membership Inference Attacks via Quantile Regression—0
Scalable quantile predictions of peak loads for non-residential customer segments—0
Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series—0
Semismooth Newton Coordinate Descent Algorithm for Elastic-Net Penalized Huber Loss Regression and Quantile Regression—0
Sequential Multi-objective Multi-agent Reinforcement Learning Approach for Predictive Maintenance—0
Short-term bus travel time prediction for transfer synchronization with intelligent uncertainty handling—0
Smoothed instrumental variables quantile regression—0
Smoothing ADMM for Sparse-Penalized Quantile Regression with Non-Convex Penalties—0
Solution to the Non-Monotonicity and Crossing Problems in Quantile Regression—0
Improved error rates for sparse (group) learning with Lipschitz loss functions—0
Structure learning via unstructured kernel-based M-regression—0
Sparse Quantile Huber Regression for Efficient and Robust Estimation—0
Spatial Conformal Inference through Localized Quantile Regression—0
Specification Testing in Nonparametric Instrumental Quantile Regression—0
SPQR: An R Package for Semi-Parametric Density and Quantile Regression—0
Stacking for Probabilistic Short-term Load Forecasting—0
Statistical post-processing of wind speed forecasts using convolutional neural networks—0
Statistical Properties of the log-cosh Loss Function Used in Machine Learning—0
Strong oracle optimality of folded concave penalized estimation—0
Surrogate Ensemble Forecasting for Dynamic Climate Impact Models—0
Tail Risk of Electricity Futures—0
The Big Data Newsvendor: Practical Insights from Machine Learning—0
The impact of external uncertainties on the extreme return connectedness between food, fossil energy, and clean energy markets—0
The Impact of Stocks on Correlations between Crop Yields and Prices and on Revenue Insurance Premiums using Semiparametric Quantile Regression—0
The Nature of Temporal Difference Errors in Multi-step Distributional Reinforcement Learning—0
The unreasonable effectiveness of optimal transport in economics—0
The Use of Quantile Methods in Economic History—0
Time series quantile regression using random forests—0
Toward Risk-based Optimistic Exploration for Cooperative Multi-Agent Reinforcement Learning—0
Towards Deep Learning for Predicting Microbial Fuel Cell Energy Output—0
Transfer Learning for High-dimensional Quantile Regression with Distribution Shift—0
Estimation and inference for transfer learning with high-dimensional quantile regression—0
Transformation Forests—0
Twin support vector quantile regression—0
Uncertainty-Aware Digital Twins: Robust Model Predictive Control using Time-Series Deep Quantile Learning—0
Combinations of distributional regression algorithms with application in uncertainty estimation of corrected satellite precipitation products—0
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