PyTorch implementation of the state-of-the-art distributional reinforcement learning algorithm Fully Parameterized Quantile Function (FQF) and Extensions: N-step Bootstrapping, PER, Noisy Layer, ...

This paper provides a method to construct simultaneous con fidence bands for quantile and quantile eff ect functions for possibly discrete or mixed discrete-continuous random variables. The ...

Estimating the conditional quantiles of outcome variables of interest is frequent in many research areas, and quantile regression is foremost among the utilized methods. The coefficients of a quantile ...

Quadratic distance estimation making use of the sample quantile function over a continuous range is introduced. It extends previous methods which are based only on a few sample quantiles and it ...

A compound Poisson distribution is the sum of independent and identically distributed random variables over a count variable that follows a Poisson distribution. Generally, this distribution is not ...

Quantile regression(QR) fits a linear model for conditional quantiles, just as ordinary least squares (OLS) fits a linear model for conditional means. An attractive ...