Tomographic Quantile Forests estimate multivariate conditional distributions nonparametrically by training one model on directional quantiles and reconstructing via sliced Wasserstein minimization.
arXiv preprint arXiv:2210.06831
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
years
2025 2representative citing papers
An online regularized multivariate distributional regression method is introduced for high-dimensional probabilistic electricity price forecasting, with a case study on German day-ahead data and an open-source implementation.
citing papers explorer
-
Multivariate Uncertainty Quantification with Tomographic Quantile Forests
Tomographic Quantile Forests estimate multivariate conditional distributions nonparametrically by training one model on directional quantiles and reconstructing via sliced Wasserstein minimization.
-
Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting
An online regularized multivariate distributional regression method is introduced for high-dimensional probabilistic electricity price forecasting, with a case study on German day-ahead data and an open-source implementation.