Deep distribution regression

DOI10.1016/J.CSDA.2021.107203OpenAlexW3130324139MaRDI QIDQ830104FDOQ830104

Authors Rui Li, Brian J. Reich, Howard D. Bondell 

Publication date 7 May 2021

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1903.06023

zbMATH Keywords

deep learningmachine learningconditional distributionprobabilistic forecasting

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Distributional regression forests for probabilistic precipitation forecasting in complex terrain
• Conditional transformation models
• Learning theory for distribution regression
• Robust kernel-based distribution regression
• Semiparametric distribution forecasting

Cites Work

• scientific article; zbMATH DE number 6378127 (Why is no real title available?)
• scientific article; zbMATH DE number 1881086 (Why is no real title available?)
• All of Nonparametric Statistics
• Approximating conditional density functions using dimension reduction
• Bayesian Density Estimation and Inference Using Mixtures
• Greedy function approximation: A gradient boosting machine.
• Machine learning approaches for estimation of prediction interval for the model output.
• Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
• On parameters of increasing dimensions
• Quantile regression forests
• Scikit-learn: machine learning in Python
• Sliced Inverse Regression for Dimension Reduction
• Strictly Proper Scoring Rules, Prediction, and Estimation

Cited In (7)

• Distributional regression forests for probabilistic precipitation forecasting in complex terrain
• Semi-Structured Distributional Regression
• Marginally Calibrated Deep Distributional Regression
• Bayesian nonparametric quantile process regression and estimation of marginal quantile effects
• Distributional anchor regression
• Density regression and uncertainty quantification with Bayesian deep noise neural networks
• Reds: random ensemble deep spatial prediction

Uses Software

• Scikit
• TensorFlow
• PyTorch

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