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stat.ML2026
Patch Attention Wisely: Understanding Patch Length in Attention-Based Forecasting
Junyu Chen, Likai Chen, Weining Wang
Attention-based time series forecasters commonly group consecutive observations into patches. Patch length is known to have a substantial impact on forecasting performance, yet its…
stat.ML2025
Online simultaneous inference for quantiles via smoothed stochastic gradient descent
Likai Chen, Georg Keilbar, Wei Biao Wu
This paper considers the estimation of quantiles via a smoothed version of the stochastic gradient descent (SGD) algorithm. By smoothing the score function with a bandwidth tied to…
stat.ML2025
Central Limit Theorems for Stochastic Gradient Descent Quantile Estimators
Ziyang Wei, Jiaqi Li, Likai Chen +1
This paper develops asymptotic theory for quantile estimation via stochastic gradient descent (SGD) with a constant learning rate. The quantile loss function is neither smooth nor…