WenxinZhou / conquerLinks
Convolution Smoothed Quantile Regression
☆18Updated 7 months ago
Alternatives and similar repositories for conquer
Users that are interested in conquer are comparing it to the libraries listed below
Sorting:
- Conditional calibration of conformal p-values for outlier detection.☆34Updated 2 years ago
- Orthogonal Quantile Regression☆11Updated 3 years ago
- scoring rules to evaluate probabilistic forecasts☆61Updated 8 months ago
- Convolution-type Smoothed Quantile Regression☆21Updated 2 years ago
- Bayesian Causal Forests☆45Updated last year
- Tuning-Free Huber Regression☆15Updated 3 years ago
- Lasso Quantile Regression☆31Updated 5 years ago
- A regression solver for high dimensional penalized linear, quantile and logistic regression models'☆86Updated 3 weeks ago
- Penalized Quantile Regression☆15Updated 3 months ago
- R code for ''Bayesian method for causal inference in spatially-correlated multivariate time series''☆46Updated 4 years ago
- Code to reproduce the numerical experiments in the paper Domain adaptation under structural causal models by Yuansi Chen and Peter Bühlma…☆18Updated 3 years ago
- Distributional Random Forests (Cevid et al., 2020)☆43Updated last year
- Random Forests for Conditional Density Estimation☆42Updated 3 years ago
- A fast and flexible Python package for efficiently solving lasso, elastic net, group lasso, and group elastic net problems.☆46Updated last month
- Data for and description of the ACIC 2023 data competition☆32Updated last year
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆44Updated 9 months ago
- Code for Vector Quantile Regression (Carlier, Chernozhukov, Galichon, Annals of Statistics, 2016)☆16Updated 3 years ago
- R package to compute distribution-free prediction bands using density estimators☆9Updated 3 years ago
- Statistical Inference and Sure Independence Screening via Ball Statistics☆32Updated 6 months ago
- The code in this repository follows the paper "Stochastic gradient MCMC"☆26Updated 5 years ago
- A C++ library for vine copula models (w/ interfaces to R + Python)☆35Updated 2 weeks ago
- R Package. Bayesian and nonparametric quantile regression, using Gaussian Processes to model the trend, and Dirichlet Processes, for the …☆10Updated 5 years ago
- Home for the book-in-progress 'Bayesian Learning'☆28Updated last week
- Julia codes in "High-dimensional vector autoregressive time series modeling via tensor decomposition"☆13Updated last year
- Methods and tools for multistep-ahead time series conformal prediction.☆37Updated 2 months ago
- code and demo for hierarchical stacking paper☆10Updated 4 years ago
- Wrapper around MLForecast for more plug and play forecasting☆10Updated last year
- Short course on dimension reduction for AMSI☆35Updated 2 years ago
- Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-Net☆10Updated 6 months ago
- Course material for the PhD course in Advanced Bayesian Learning☆60Updated 3 months ago