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Poster

Vector Quantile Regression on Manifolds

Marco Pegoraro · Sanketh Vedula · Aviv Rosenberg · Irene Tallini · Emanuele RodolĂ  · Alex Bronstein

MR1 & MR2 - Number 121
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Fri 3 May 8 a.m. PDT — 8:30 a.m. PDT

Abstract:

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 thoughmany 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.

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