2023/07/03 by Marco Pegoraro, Sanketh Vedula, Pegoraro, Marco +9
Biochemistry, Genetics and Molecular Biology · Computer Science · Mathematics · #Bayesian Modeling and Causal Inference #FOS: Computer and information sciences #Machine Learning (cs.LG) #Metabolomics and Mass Spectrometry Studies #Methodology (stat.ME) #Statistical Methods and Inference
paper · pdf · doi:10.48550/arxiv.2307.01037
openalex publication_date 2023/07/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/03
Quantile regression (QR) is a statistical tool for distribution-free estimation of conditional quantiles of a target variable given explanatory features. QR is limited by the assumption that the target distribution is univariate and defined on an Euclidean domain. Although the notion of quantiles was recently extended to multi-variate distributions, QR for multi-variate distributions on manifolds remains underexplored, even though many important applications inherently involve data distributed on, e.g., spheres (climate and geological phenomena), and tori (dihedral angles in proteins). By leveraging optimal transport theory and c-concave functions, we meaningfully define conditional vector quantile functions of high-dimensional variables on manifolds (M-CVQFs). Our approach allows for quantile estimation, regression, and computation of conditional confidence sets and likelihoods. We demonstrate the approach's efficacy and provide insights regarding the meaning of non-Euclidean quantiles through synthetic and real data experiments.