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pinball loss

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quantile regression (4) median estimation (1) epsilon-insensitive loss (1) one-class svm (1) support vector machine (1) generalization bound (1) confidence scoring (1) robust overfitting (1) proper loss (1) earth mover distance (1)

Papers

On Pairwise Quantile Regression - Statistical Guarantees and Applications UAI 2026 Mitigating robust overfitting via self-residual-calibration regularization (Abstract Reprint) IJCAI 2024 Beyond Pinball Loss: Quantile Methods for Calibrated Uncertainty Quantification NeurIPS 2021 The Earth Mover’s Pinball Loss: Quantiles for Histogram-Valued Regression ICML 2021 A loss framework for calibrated anomaly detection NeurIPS 2018 How SVMs can estimate quantiles and the median NeurIPS 2007