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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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0.3%0.5%0.8%0.1% · Nov 202319922001200920172026
3 results for “Quantile-forest”
Multivariate Uncertainty Quantification with Tomographic Quantile Forestscs.LG

TQF models multivariate uncertainty by learning conditional quantiles.

problem Challenges in fully nonparametric estimation of multivariate conditional distributions.
method Tomographic Quantile Forests (TQF) learns conditional quantiles of directional projections.
result TQF reconstructs multivariate conditional distribution efficiently without convexity restrictions.
uncertainty quantificationmultivariate regressionquantile foreststomographicsliced Wasserstein distance
2025-12-18abs ↗pdf ↗
Extrapolation to complete basis-set limit in density-functional theory by quantile random-forest modelsphysics.comp-ph

Machine learning model predicts DFT total energy to complete basis set limit.

problem Finding a model to extrapolate DFT calculations to complete basis set limit.
method Quantile-random-forest model trained on binary solids data.
result Random-forest model achieves <25% symmetric MAPE for both DFT codes.
Density-functional theoryMachine learningQuantile-forestExtrapolationTotal energy
2023-03-26abs ↗pdf ↗
Uncertainty estimation of machine learning spatial precipitation predictions from satellite datastat.ML

New algorithms improve uncertainty estimation in satellite precipitation predictions.

problem Lack of uncertainty estimates in machine learning spatial precipitation predictions from satellite data.
method Benchmarked six algorithms including LightGBM, compared using quantile scoring functions and rules.
result LightGBM outperformed other algorithms in quantile scoring rule by 11.10%.
machine learningprecipitation predictionsatellite datauncertainty estimationquantile regression
2023-11-13abs ↗pdf ↗