| Presentation | 2007-12-22 A Study on Conditional Quantile Estimation for Location-Scale Models Mitsuhiro YOSHIDA, Yusuke HIGUCHI, Ichiro TAKEUCHI, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | A family of conditional quantile functions provides deep insight into the underlying stochastic relationship between variables. However, when several conditional quantile functions at different orders (e.g., 0.1, 0.2, …, 0.9 quantiles) are independently estimated, their inter-relationship could be inconsistent. To address this problem, we consider estimating a set of conditional quantile functions under an assumption that the data is drawn from location-scale model. We study the inter-relationship between different conditional quantile functions under location-scale model, and introduce a new approach for conditional quantile estimations. For linear models, we suggest a computationally efficient approach using linear programming, and for nonlinear models, we introduce a multi-layer perceptron with special structure. Numerical experiments suggest the effectiveness of our new approach. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | location scale model / quantile regression / linear programing / multi-layer perceptron |
| Paper # | NC2007-71 |
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| Conference Information | |
| Committee | NC |
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| Conference Date | 2007/12/15(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Neurocomputing (NC) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | A Study on Conditional Quantile Estimation for Location-Scale Models |
| Sub Title (in English) | |
| Keyword(1) | location scale model |
| Keyword(2) | quantile regression |
| Keyword(3) | linear programing |
| Keyword(4) | multi-layer perceptron |
| 1st Author's Name | Mitsuhiro YOSHIDA |
| 1st Author's Affiliation | Information Engineering Division, Department of Engineering, Mie University() |
| 2nd Author's Name | Yusuke HIGUCHI |
| 2nd Author's Affiliation | Information Engineering Division, Department of Engineering, Mie University |
| 3rd Author's Name | Ichiro TAKEUCHI |
| 3rd Author's Affiliation | Information Engineering Division, Department of Engineering, Mie University |
| Date | 2007-12-22 |
| Paper # | NC2007-71 |
| Volume (vol) | vol.107 |
| Number (no) | 410 |
| Page | pp.pp.- |
| #Pages | 6 |
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