Quantile function regression and variable selection for sparse models
Why this work is in the frame
A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.
Bibliographic record
Abstract
This article considers linear quantile regression and variable selection for high‐dimensional data. In general, an ordinary quantile regression estimator is obtained for a single, fixed quantile level. Therefore, the estimated coefficient does not have continuity with respect to the quantile level, and hence, the behaviour of the estimator and estimated active variable set could change rapidly for different but sufficiently close quantile levels. To obtain a stable estimator for a given quantile level, this study proposes a new quantile regression method to estimate the coefficient as a function of the quantile level of interest in a given region , which is denoted quantile function regression. In quantile function regression, we approximate the coefficient function of the quantile level using a B ‐spline model, and hence, the estimated conditional quantile is continuous as it is a B ‐spline curve. To employ variable selection, a group lasso‐type sparse penalty is used to estimate a non‐zero coefficient function of the quantile level, which indicates the estimated active set that remains unchanged in . Therefore, quantile function regression can achieve global variable selection. The proposed estimator exhibits an asymptotic rate of convergence and consistency in variable selection. Simulation studies and applications to real data further reveal that the proposed method yields good performance.
Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.
Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.004 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it