scientific article
From MaRDI portal
Publication:3093390
zbMath1222.68316MaRDI QIDQ3093390
Q. V. Le, Ichiro Takeuchi, Timothy D. Sears, Alexander J. Smola
Publication date: 12 October 2011
Full work available at URL: http://www.jmlr.org/papers/v7/takeuchi06a.html
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
kernel methodssupport vector machinesquantile estimationnonparametric techniquesestimation with constraints
Related Items (80)
Non-crossing weighted kernel quantile regression with right censored data ⋮ Conformal Prediction: A Gentle Introduction ⋮ Semiparametric quantile regression using family of quantile-based asymmetric densities ⋮ Statistical consistency of coefficient-based conditional quantile regression ⋮ Simultaneous estimation of quantile curves using quantile sheets ⋮ Simultaneous estimation for non-crossing multiple quantile regression with right censored data ⋮ Quantile-slicing estimation for dimension reduction in regression ⋮ Fast quantile regression in reproducing kernel Hilbert space ⋮ Learning Multiple Quantiles With Neural Networks ⋮ Applying regression techniques in designing optimal trade execution strategy for an asset ⋮ Minimax optimal conditional density estimation under total variation smoothness ⋮ Principal quantile regression for sufficient dimension reduction with heteroscedasticity ⋮ Bayesian quantile regression using random B-spline series prior ⋮ An SVM-like approach for expectile regression ⋮ Bayesian nonparametric quantile mixed-effects models via regularization using Gaussian process priors ⋮ Bayesian non-parametric simultaneous quantile regression for complete and grid data ⋮ Small area estimation of the homeless in Los Angeles: an application of cost-sensitive stochastic gradient boosting ⋮ Nonlinear dimension reduction for conditional quantiles ⋮ A quantile‐slicing approach for sufficient dimension reduction with censored responses ⋮ Robust support vector quantile regression with truncated pinball loss (RSVQR) ⋮ Quantile regression for overdispersed count data: a hierarchical method ⋮ Bayesian non-crossing quantile regression for regularly varying distributions ⋮ Regularized boxplot via convex clustering ⋮ Variance function estimation in regression model via aggregation procedures ⋮ Non-crossing convex quantile regression ⋮ Projected regression method for solving Fredholm integral equations arising in the analytic continuation problem of quantum physics ⋮ Dimension reduction techniques for conditional expectiles ⋮ Conditional quantile change test for time series based on support vector regression ⋮ Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning ⋮ Deep quantile and deep composite triplet regression ⋮ Deep support vector quantile regression with non-crossing constraints ⋮ Asymptotics for penalized spline estimators in quantile regression ⋮ Estimation of quantile oriented sensitivity indices ⋮ The nonparametric quantile estimation for length-biased and right-censored data ⋮ Robust regression using biased objectives ⋮ Structure learning via unstructured kernel-based M-estimation ⋮ No-Crossing Single-Index Quantile Regression Curve Estimation ⋮ Multi-parametric solution-path algorithm for instance-weighted support vector machines ⋮ Non-crossing quantile regression via doubly penalized kernel machine ⋮ Flexible specification testing in quantile regression models ⋮ Gibbs posterior concentration rates under sub-exponential type losses ⋮ Comparing time varying regression quantiles under shift invariance ⋮ Estimating conditional quantiles with the help of the pinball loss ⋮ Optimal regression rates for SVMs using Gaussian kernels ⋮ Significance testing in quantile regression ⋮ Semiparametric regression during 2003--2007 ⋮ Efficient benchmarking of algorithm configurators via model-based surrogates ⋮ Online learning for quantile regression and support vector regression ⋮ Bayesian inference for additive mixed quantile regression models ⋮ Quantile regression with \(\ell_1\)-regularization and Gaussian kernels ⋮ A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions ⋮ Information estimators for weighted observations ⋮ Estimation of the continuous ranked probability score with limited information and applications to ensemble weather forecasts ⋮ Simultaneous estimation of quantile regression functions using B-splines and total variation penalty ⋮ Nonparametric estimation of a maximum of quantiles ⋮ Distribution-free conditional median inference ⋮ Learning rates for kernel-based expectile regression ⋮ Optimal prediction for high-dimensional functional quantile regression in reproducing kernel Hilbert spaces ⋮ Linear quantile regression models for longitudinal experiments: an overview ⋮ Robust low-rank multiple kernel learning with compound regularization ⋮ Support vector censored quantile regression under random censoring ⋮ A data-driven newsvendor problem: from data to decision ⋮ Testing and estimation in marker‐set association study using semiparametric quantile regression kernel machine ⋮ A generalized Newton algorithm for quantile regression models ⋮ Composite support vector quantile regression estimation ⋮ Capturing deep tail risk via sequential learning of quantile dynamics ⋮ An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR ⋮ Time-series forecasting of mortality rates using deep learning ⋮ Learning rates for the risk of kernel-based quantile regression estimators in additive models ⋮ Single index quantile regression for heteroscedastic data ⋮ High-dimensional Bayesian optimization with projections using quantile Gaussian processes ⋮ The structured elastic net for quantile regression and support vector classification ⋮ Moving quantile regression ⋮ Penalized regression across multiple quantiles under random censoring ⋮ Direct conditional probability density estimation with sparse feature selection ⋮ The Big Data Newsvendor: Practical Insights from Machine Learning ⋮ Estimation of conditional quantiles from data with additional measurement errors ⋮ Unnamed Item ⋮ Quantile and expectile smoothing based on \(L_1\)-norm and \(L_2\)-norm fuzzy transforms ⋮ Antithetic and Monte Carlo kernel estimators for partial rankings
This page was built for publication: