Reviews: Modelling heterogeneous distributions with an Uncountable Mixture of Asymmetric Laplacians

The additional results are very helpful for evaluating the method, although I would have liked to see the a similar plot as Figure 3 in Tagasovska and Lopez-Paz [1]. I find the calibration of UMAL predictions on room-price forecasting for BCN quite convincing. These results, along with the calibration on UCI, have resolved my concerns about calibration of the UMAL method. The test log-likelihoods on UCI are less interesting, but it is good that UMAL performs as expected. For instance, the fact that UMAL outperforms the similar Independent ALD method is nice to see.