Risk Bounds for Quantile Trend Filtering

15 July 2020

Papers citing "Risk Bounds for Quantile Trend Filtering"

13 / 13 papers shown

Title
Risk Bounds For Distributional Regression Carlos Misael Madrid Padilla Oscar Hernan Madrid Padilla S. Chatterjee 91 0 0 14 May 2025
Generative Modelling via Quantile Regression Johannes Schmidt-Hieber Petr Zamolodtchikov 123 0 0 06 Sep 2024
Optimal Kernel Quantile Learning with Random Features Caixing Wang Xingdong Feng 146 1 0 24 Aug 2024
Modile as a conservative tail risk measurer: the solution of an optimisation problem with 0-1 loss function Keming Yu R. Jiang C. Ng 41 0 0 21 Jun 2023
Exponential Family Trend Filtering on Lattices Veeranjaneyulu Sadhanala R. Bassett James Sharpnack D. McDonald 57 3 0 19 Sep 2022
Variance estimation in graphs with the fused lasso Oscar Hernan Madrid Padilla 162 5 0 26 Jul 2022
Estimation of Non-Crossing Quantile Regression Process with Deep ReQU Neural Networks Guohao Shen Yuling Jiao Yuanyuan Lin J. Horowitz Jian Huang 44 4 0 21 Jul 2022
Element-wise Estimation Error of Generalized Fused Lasso Teng Zhang S. Chatterjee FedML 36 2 0 08 Mar 2022
A Cross Validation Framework for Signal Denoising with Applications to Trend Filtering, Dyadic CART and Beyond A. Chaudhuri S. Chatterjee 41 4 0 07 Jan 2022
Quantile Regression by Dyadic CART Oscar Hernan Madrid Padilla S. Chatterjee 35 1 0 16 Oct 2021
Deep Quantile Regression: Mitigating the Curse of Dimensionality Through Composition Guohao Shen Yuling Jiao Yuanyuan Lin J. Horowitz Jian Huang 260 23 0 10 Jul 2021
Non-parametric Quantile Regression via the K-NN Fused Lasso Steven Siwei Ye Oscar Hernan Madrid Padilla 58 13 0 03 Dec 2020
High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing A. Belloni Mingli Chen Oscar Hernan Madrid Padilla Zixuan Wang Wang 61 15 0 04 Dec 2019