Department of Computer Science, Stanford University, Stanford, CA 94305; Machine Learning Department, Carnegie Mellon University, Pittsburgh, PA 15213; Robotics Institute, Carnegie Mellon University, Pittsburgh, PA 15213
Youngseog Chung, Willie Neiswanger, Ian Char, Jeff Schneider
uncertainty quantification;calibration;pinball loss;quantile regression
Beyond Pinball Loss: Quantile Methods for Calibrated Uncertainty Quantification