155 citations · 180 across the 6 of their papers we have counts for
3 papers · 1 filter
Predictive Uncertainty Quantification with Missing Covariates
Margaux Zaffran, Julie Josse, Yaniv Romano +1
Predictive uncertainty quantification is crucial in decision-making problems. We investigate how to adequately quantify predictive uncertainty with missing covariates. A bottleneck…
qgam: Bayesian non-parametric quantile regression modelling in R
Matteo Fasiolo, Simon N. Wood, Margaux Zaffran +2
Generalized additive models (GAMs) are flexible non-linear regression models, which can be fitted efficiently using the approximate Bayesian methods provided by the mgcv R package.…
Fast calibrated additive quantile regression
M. Fasiolo, S. N. Wood, M. Zaffran +2
We propose a novel framework for fitting additive quantile regression models, which provides well calibrated inference about the conditional quantiles and fast automatic estimation…