Scalable Ultra-High-Dimensional Quantile Regression with Genomic Applications
Modern datasets arising from social media, genomics, and biomedical informatics are often heterogeneous and (ultra) high-dimensional, creating substantial challenges for conventional modeling techniques. Quantile regression (QR) not only offers a flexible way to capture heterogeneous effects across the conditional distribution of an outcome, but also naturally produces prediction intervals that help quantify uncertainty in future predictions. However, classical QR methods…