Distributional learning: from methodology to applications
- đ¤ Speaker: Xinwei Shen (ETH Zurich) đ Website
- đ Date & Time: Friday 11 October 2024, 14:00 - 15:00
- đ Venue: Centre for Mathematical Sciences MR12, CMS
Abstract
Estimating the full (conditional) distribution is crucial to many applications. However, existing methods such as quantile regression typically struggle with high-dimensional response variables. To this end, distributional learning models the target distribution via a generative model, which enables inference via sampling. In this talk, we introduce a distributional learning method called engression. We then demonstrate the applications of engression to several statistical problems including extrapolation in nonparametric regression, causal effect estimation, and dimension reduction, as well as scientific problems such as climate downscaling.
Series This talk is part of the Statistics series.
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Friday 11 October 2024, 14:00-15:00