activity
20192024
most citedParsimonious Quantile Regression of Financial Asset Tail Dynamics via Sequential Learning

19 citations · 27 across the 13 of their papers we have counts for

collaborators
Showing cs.LGShow all

5 papers · 1 filter

cs.LG2024

Invariant Random Forest: Tree-Based Model Solution for OOD Generalization

Yufan Liao, Qi Wu, Xing Yan

Out-Of-Distribution (OOD) generalization is an essential topic in machine learning. However, recent research is only focusing on the corresponding methods for neural networks. This…

cs.LG2022★ 1 cited

Improving Uncertainty Quantification of Variance Networks by Tree-Structured Learning

Wenxuan Ma, Xing Yan, Kun Zhang

To improve the uncertainty quantification of variance networks, we propose a novel tree-structured local neural network model that partitions the feature space into multiple region…

cs.LG2022

Ensemble Multi-Quantiles: Adaptively Flexible Distribution Prediction for Uncertainty Quantification

Xing Yan, Yonghua Su, Wenxuan Ma

We propose a novel, succinct, and effective approach for distribution prediction to quantify uncertainty in machine learning. It incorporates adaptively flexible distribution predi…

cs.LG2022★ 3 cited

Decorr: Environment Partitioning for Invariant Learning and OOD Generalization

Yufan Liao, Qi Wu, Zhaodi Wu +1

Invariant learning methods, aimed at identifying a consistent predictor across multiple environments, are gaining prominence in out-of-distribution (OOD) generalization. Yet, when…

cs.LG2020

Generative Learning of Heterogeneous Tail Dependence

Xiangqian Sun, Xing Yan, Qi Wu

We propose a multivariate generative model to capture the complex dependence structure often encountered in business and financial data. Our model features heterogeneous and asymme…