Transfer moment-based quantiles to other feature extractors

Determine whether the moment-based quantile approximation used by MomentQuant transfers effectively to other interval-based or quantile-based feature extractors.

Background

The paper evaluates the moment-based approximation as a drop-in replacement for the exact quantile computation used by Quant. Its empirical study therefore establishes performance and accuracy only for this particular feature-extraction pipeline.

The broader applicability of replacing exact interval quantiles with moment-based Cornish–Fisher estimates remains unresolved for other interval-based or quantile-based feature extractors. The authors explicitly leave this transfer question for future work.