2 papers
stat.ML2025
A PyTorch Framework for Scalable Non-Crossing Quantile Regression
Kaihua Chang
Quantile regression is fundamental to distributional modeling, yet independent estimation of multiple quantiles frequently produces crossing -- where estimated quantile functions v…
stat.ML2025
Extreme Event Aware (-) Learning
Kai Chang, Themistoklis P. Sapsis
Quantifying and predicting rare and extreme events is challenging because such events are infrequent, severe, and expensive to simulate. Existing data-driven methods often require…