Conditional Quantile Sequential Estimation for Stochastic Codes
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DOI: 10.1007/s42519-019-0053-8
Abstract: We propose and analyze an algorithm for the sequential estimation of a conditional quantile in the context of real stochastic codes with vectorvalued inputs. Our algorithm is based on k-nearest neighbors smoothing within a Robbins-Monro… read more here.
Keywords: conditional quantile; quantile sequential; sequential estimation; stochastic codes ... See more keywords