Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of neural network quantile regression. The goal of a quantile regression problem is to predict a single numeric ...

Smithson With, a Bitcoin researcher, presented a new approach to predict Bitcoin’s cycle top price using a quantile regression model. In an X post, With explains that quantile regression ...

The remainder of this paper is organized as follows. First, we provide details of the quantile regression model for right-censored data, the inference, and the goodness of fit. Next, we illustrate the ...

To mitigate this, past attempts explored nonparametric methods like quantile regression neural networks (QRNN) and their variants, designed to output quantiles reflecting value ranks in the ...

One solution is to ditch the standard linear regression and replace it with quantile regression, which is less vulnerable to extreme data points. What’s the difference in these regressions?

We propose a penalized quantile regression estimator and we show that the slope parameter estimator is consistent and asymptotically Gaussian under similar conditions to the ones used in the ...