A sparse PAC-Bayesian approach for high-dimensional quantile prediction (Q6979100)

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A sparse PAC-Bayesian approach for high-dimensional quantile prediction

scientific article; zbMATH DE number 8045583

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English	A sparse PAC-Bayesian approach for high-dimensional quantile prediction	scientific article; zbMATH DE number 8045583

Statements

instance of

scholarly article

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title

A sparse PAC-Bayesian approach for high-dimensional quantile prediction (English)

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author

The Tien Mai

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published in

Statistics and Computing

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publication date

26 May 2025

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copyright license

Creative Commons Attribution 4.0 International

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zbMATH Keywords

quantile prediction

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high-dimensional data

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PAC-Bayes bounds

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minimax-optimal rate

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sparsity

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LMC

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MaRDI profile type

MaRDI publication profile

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Identifiers

zbMATH Open document ID

1562.62013

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DOI

10.1007/S11222-025-10617-7

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi A sparse PAC-Bayesian approach for high-dimensional quantile prediction