QuEst: Blending Data and Predictions for Robust Quantile Estimation
Imagine you track your morning commute times by recording 50 real-world trips with your GPS-enabled phone. You also run a traffic simulator to generate 5,000 possible commute scenarios. You want a reliable estimate of the 95th percentile of commute time—the duration you won’t exceed 95% of the days. Using only your 50 recorded trips yields a wide confidence interval. Using only the simulator risks systematic biases: it might ignore sudden road closures or special events. ...