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math.ST2022
Robust oracle estimation and uncertainty quantification for possibly sparse quantiles
Eduard Belitser, Paulo Serra, Alexandra Vegelien
A general many quantiles + noise model is studied in the robust formulation (allowing non-normal, non-independent observations), where the identifiability requirement for the noise…
math.OC2022★ 1 cited
Road traffic estimation and distribution-based route selection
Rens Kamphuis, Michel Mandjes, Paulo Serra
In route selection problems, the driver's personal preferences will determine whether she prefers a route with a travel time that has a relatively low mean and high variance over o…