Publication:3093390
From MaRDI portal
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
kernel methods; support vector machines; quantile estimation; nonparametric techniques; estimation with constraints
Related Items
Unnamed Item, Projected regression method for solving Fredholm integral equations arising in the analytic continuation problem of quantum physics, The Big Data Newsvendor: Practical Insights from Machine Learning, Bayesian non-crossing quantile regression for regularly varying distributions, Regularized boxplot via convex clustering, Testing and estimation in marker‐set association study using semiparametric quantile regression kernel machine, Non-crossing weighted kernel quantile regression with right censored data, Statistical consistency of coefficient-based conditional quantile regression, 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, Information estimators for weighted observations, Nonparametric estimation of a maximum of quantiles, Linear quantile regression models for longitudinal experiments: an overview, Small area estimation of the homeless in Los Angeles: an application of cost-sensitive stochastic gradient boosting, Estimating conditional quantiles with the help of the pinball loss, Learning rates for kernel-based expectile regression, Single index quantile regression for heteroscedastic data, The structured elastic net for quantile regression and support vector classification, Penalized regression across multiple quantiles under random censoring, Direct conditional probability density estimation with sparse feature selection, Support vector censored quantile regression under random censoring, Simultaneous estimation of quantile curves using quantile sheets, Quantile-slicing estimation for dimension reduction in regression, 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 non-parametric simultaneous quantile regression for complete and grid data, Quantile regression for overdispersed count data: a hierarchical method, Estimation of quantile oriented sensitivity indices, The nonparametric quantile estimation for length-biased and right-censored data, Robust regression using biased objectives, Efficient benchmarking of algorithm configurators via model-based surrogates, 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, Multi-parametric solution-path algorithm for instance-weighted support vector machines, Optimal regression rates for SVMs using Gaussian kernels, Significance testing in quantile regression, Semiparametric regression during 2003--2007, A data-driven newsvendor problem: from data to decision, Capturing deep tail risk via sequential learning of quantile dynamics, An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR, A generalized Newton algorithm for quantile regression models, Composite support vector quantile regression estimation, High-dimensional Bayesian optimization with projections using quantile Gaussian processes, Moving quantile regression, Estimation of conditional quantiles from data with additional measurement errors, Quantile and expectile smoothing based on \(L_1\)-norm and \(L_2\)-norm fuzzy transforms, Antithetic and Monte Carlo kernel estimators for partial rankings, Non-crossing quantile regression via doubly penalized kernel machine, A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions, Simultaneous estimation for non-crossing multiple quantile regression with right censored data, Learning rates for the risk of kernel-based quantile regression estimators in additive models
