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~ similar to 2606.01602· 19 results

cs.LGcs.AIstat.MLRecentMay 29, 2026

InfoAtlas: A Foundation Model for Zero-Shot Statistical Dependence Estimate

Zhengyang Hu, Yanzhi Chen, Hanxiang Ren, Qunsong Zeng +4 more

InfoAtlas is a foundation model that estimates statistical mutual information (MI) in a single forward pass, achieving state-of-the-art accuracy with a massive speedup compared to traditional iterativ…

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cs.LGcs.AIRecentMay 27, 2026

QuITE: Query-Based Irregular Time Series Embedding

JungHoon Lim

The paper introduces QuITE, a plug-and-play embedding module that uses learnable query tokens to effectively embed irregular multivariate time series data into latent representations compatible with e…

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stat.MLcs.LGstat.MERecentJun 1, 2026

Identifiable Markov Switching Models with Instantaneous Effects and Exponential Families

Roel Hulsman, Carles Balsells-Rodas, Sara Magliacane

This paper establishes the identifiability of latent regimes and regime-dependent causal structures in complex non-stationary time series modeled by Markov Switching Models, even with instantaneous ef…

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cs.LGcs.AIstat.MLRecentJun 3, 2026

AdaKoop: Efficient Modeling of Nonlinear Dynamics from Nonstationary Data Streams with Koopman Operator Regression

Naoki Chihara, Ren Fujiwara, Yasuko Matsubara, Yasushi Sakurai

AdaKoop introduces an efficient streaming algorithm that models complex nonlinear dynamics from nonstationary data streams by leveraging the Koopman operator theory, achieving state-of-the-art accurac…

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cs.LGcs.AIRecentJun 1, 2026

E4GEN: Event-level Explainable Extreme-Enhanced Time-series Generation

Lin Jiang, Dahai Yu, Ximiao Li, Guang Wang

E4GEN introduces an explainable diffusion framework that significantly improves time-series generation by specifically focusing on and controlling the fidelity of extreme events.

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cs.LGcs.AIRecentJun 1, 2026

Why Do Time Series Models Need Long Context Windows?

Luca Butera, Giovanni De Felice, Andrea Cini, Cesare Alippi

The paper argues that long context windows are necessary for time series forecasting not just to capture long-range dependencies, but primarily to reduce uncertainty about the underlying data-generati…

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cs.LGcs.AIRecentMay 31, 2026

ChronosAD: Leveraging Time Series Foundation Models for Accurate Anomaly Detection

Uzair Khan, Luigi Capogrosso, Francesco Biondani, Michele Magno +3 more

ChronosAD introduces a novel architecture that uses time series foundation models and a custom Temporal Block to achieve robust and highly accurate anomaly detection across diverse domains.

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cs.AIRecentMay 27, 2026

GS-FUSE: Granger-Supervised Gated Fusion and Multi-Granularity Alignment for Event-Driven Financial Forecasting

Yang Zhang, En Chun, Ziyun Mao, Yulu Wu +1 more

GS-Fuse is a novel multimodal framework that improves financial forecasting by adaptively fusing event text and price data, achieving state-of-the-art performance by explicitly modeling the directiona…

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cs.LGcs.AIEmpiricalRecentJun 11, 2026

CRAFTIIF: Cross-Resolution Analytic Four-Type Interpretable Isolation Forest for Multivariate Time Series Anomaly Detection

William Smits

This paper presents a fully unsupervised framework called CRAFTIIF for detecting four types of anomalies in multivariate time series data.

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cs.LGstat.MLRecentJun 4, 2026

Causal Atlases from Entropic Inference: Bayesian Networks beyond Optimal DAGs

Hazhir Aliahmadi, Irina Babayan, Greg van Anders

This paper introduces an entropy-based method to generate multiple plausible causal maps (atlases) that accurately reflect the inherent structural ambiguity in complex systems, moving beyond single, o…

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cs.LGcs.AIRecentMay 27, 2026

Online Irregular Multivariate Time Series Forecasting via Uncertainty-Driven Dual-Expert Calibration

Haonan Wen, Hanyang Chen, Songhe Feng

The paper proposes Under-Cali, an uncertainty-driven dual-expert calibration framework, to achieve stable and efficient online forecasting for irregularly sampled multivariate time series.

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cs.LGcs.AIRecentMay 30, 2026

Extending Causal Metamodeling to a non-Markovian Queue

Pracheta Amaranath, Anant Bhide, David Jensen, Peter Haas

The paper extends modular dynamic Bayesian networks (MDBNs) to model non-Markovian queues, providing the first causal metamodeling technique for such systems with significant speedup.

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cs.LGcs.AIRecentMay 28, 2026

Score Broadcast and Decorrelation: A General Framework for Broadcast-Based Credit Assignment

Mustafa Uzun, Mete Erdogan, Cengiz Pehlevan, Alper T. Erdogan

The paper introduces Score Broadcast and Decorrelation (SBD), a general theoretical framework that unifies broadcast-based credit assignment across various differentiable loss functions by leveraging…

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cs.LGcs.AIRecentJun 1, 2026

VLBM: Variational Latent Basis Modeling for OOD Robust Multivariate Time Series Forecasting

Xudong Zhang, Jierui Lei, Jiacheng Li, Lingdong Shen +2 more

The paper proposes VLBM, a latent basis modeling framework, to achieve state-of-the-art robustness in multivariate time series forecasting, particularly when facing rare but high-impact out-of-distrib…

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cs.AIRecentMay 29, 2026

Evaluating Bivariate Causal Statements Based on Mutual Compatibility

Erik Jahn, Dominik Janzing

The paper introduces novel compatibility and incompatibility scores to evaluate collections of bivariate causal statements, providing a way to assess causal claims when ground truth is unavailable.

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cs.IRcs.AIRecentJun 1, 2026

Time-Aware Diffusion based on Preference Disentanglement for Generative Recommendation

Bangguo Zhu, Peng Huo, Yuanbo Zhao, Zhicheng Du +2 more

The paper proposes TDPM, a time-aware diffusion model for generative recommendation, which significantly improves recommendation accuracy by explicitly modeling the non-stationary, time-evolving natur…

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cs.AIcs.LGRecentMay 30, 2026

SHARP: Sleep-based Hierarchical Accelerated Replay for Long Range Non-Stationary Temporal Pattern Recognition

Jayanta Dey, Shikhar Srivastava, Itamar Lerner, Christopher Kanan +1 more

SHARP proposes a novel sleep-based hierarchical replay framework to efficiently learn long-range non-stationary temporal patterns in streaming data, achieving improved context retention and predictive…

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stat.MLcs.CRcs.LGRecentApr 5, 2026

The Hiremath Early Detection (HED) Score: A Measure-Theoretic Evaluation Standard for Temporal Intelligence

Prakul Sunil Hiremath

The paper introduces the Hiremath Early Detection (HED) Score, a new measure-theoretic standard that accurately quantifies the time-value of early detection, significantly outperforming traditional me…

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cs.AIcs.HCcs.LGRecentMay 27, 2026

CaMBRAIN: Real-time, Continuous EEG Inference with Causal State Space Models

Abhilash Durgam, Nyle Siddiqui, Jeffrey A. Chan-Santiago, Qiushi Fu +2 more

CaMBRAIN introduces a novel Mamba-based State Space Model (SSM) for real-time, continuous EEG inference, achieving state-of-the-art results with significantly higher throughput than existing methods.

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