Introduces convolution smoothing of the check-loss for prediction-powered quantile regression, derives asymptotics under misspecification, and proposes an ensemble estimator.
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RAVAS is an online algorithm that performs adaptive sparse regression by maintaining low-dimensional sufficient statistics and dynamically incorporating newly observed features as data streams in.
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On prediction-powered inference for quantile regression via convolution smoothing
Introduces convolution smoothing of the check-loss for prediction-powered quantile regression, derives asymptotics under misspecification, and proposes an ensemble estimator.