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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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2 results for “max-quantile”
Max-Quantile Grouped Infinite-Arm Banditsstat.ML

The paper tackles a bandit problem with infinitely many arms per group, aiming to identify the group with the highest quantile reward.

problem Max-quantile group bandit problem with infinitely many arms per group.
method Two-step algorithm: first request arms from each group, then apply a finite-arm max-quantile bandit algorithm.
result Characterization of instance-dependent and worst-case regret, with matching lower bounds.
bandit probleminfinite armsmax-quantilegroupedregret analysis
2022-10-04abs ↗pdf ↗
Conformalized High-Density Quantile Regression via Dynamic Prototypes-based Probability Density Estimationcs.LG

A new method improves quantile regression for high-dimensional data.

problem Handling heteroscedastic, multimodal, or skewed data in quantile regression.
method Dynamic prototypes-based probability density estimation with conformalized high-density quantile regression.
result Enhanced prediction regions with valid coverage guarantees and scalability to higher dimensions.
quantile regressionheteroscedastic datamultimodal dataskewed datadynamic prototypes
2024-11-02abs ↗pdf ↗