The Bayesian conjugate gradient method offers probabilistic solutions to linear systems but suffers from poor calibration, limiting its utility in uncertainty quantification tasks. Recent approaches leveraging postit-erations to construct priors have improved computational properties but failed to correct calibration issues. In this work, we propose a novel randomised postiteration strategy that enhances the calibration of the BayesCG posterior while preserving its favourable convergence characteristics. We present theoretical guarantees for the improved calibration, supported by results on the distribution of posterior errors. Numerical experiments demonstrate the efficacy of the method in both synthetic and inverse problem settings, showing enhanced uncertainty quantification and better propagation of uncertainties through computational pipelines.

A new AI weather prediction system, developed by a team of researchers from the University of Cambridge, can deliver accurate forecasts which use less computing power than current AI and physics-based forecasting systems. The system, Aardvark Weather, has been supported by the Alan Turing Institute, Microsoft Research and the European Centre for Medium Range Weather Forecasts. It provides a blueprint for a new approach to weather forecasting with the potential to improve current practices. The results are reported in the journal Nature. "Aardvark reimagines current weather prediction methods offering the potential to make weather forecasts faster, cheaper, more flexible and more accurate than ever before, helping to transform weather prediction in both developed and developing countries," said Professor Richard Turner from Cambridge's Department of Engineering, who led the research.

We introduce a data-driven approach to learn a generalized kinetic collision operator directly from molecular dynamics. Unlike the conventional (e.g., Landau) models, the present operator takes an anisotropic form that accounts for a second energy transfer arising from the collective interactions between the pair of collision particles and the environment. Numerical results show that preserving the broadly overlooked anisotropic nature of the collision energy transfer is crucial for predicting the plasma kinetics with non-negligible correlations, where the Landau model shows limitations.

Modeling and forecasting interval-valued time series (ITS) have attracted considerable attention due to their growing presence in various contexts. To the best of our knowledge, there have been no efforts to model large-scale ITS. In this paper, we propose a feature extraction procedure for large-scale ITS, which involves key steps such as auto-segmentation and clustering, and feature transfer learning. This procedure can be seamlessly integrated with any suitable prediction models for forecasting purposes. Specifically, we transform the automatic segmentation and clustering of ITS into the estimation of Toeplitz sparse precision matrices and assignment set. The majorization-minimization algorithm is employed to convert this highly non-convex optimization problem into two subproblems. We derive efficient dynamic programming and alternating direction method to solve these two subproblems alternately and establish their convergence properties. By employing the Joint Recurrence Plot (JRP) to image subsequence and assigning a class label to each cluster, an image dataset is constructed. Then, an appropriate neural network is chosen to train on this image dataset and used to extract features for the next step of forecasting. Real data applications demonstrate that the proposed method can effectively obtain invariant representations of the raw data and enhance forecasting performance.

In recent years, the modeling and analysis of interval-valued time series have garnered significant attention in the fields of econometrics and statistics. However, the existing literature primarily focuses on regression tasks while neglecting classification aspects. In this paper, we propose an adaptive approach for interval-valued time series classification. Specifically, we represent interval-valued time series using convex combinations of upper and lower bounds of intervals and transform these representations into images based on point-valued time series imaging methods. We utilize a fine-grained image classification neural network to classify these images, to achieve the goal of classifying the original interval-valued time series. This proposed method is applicable to both univariate and multivariate interval-valued time series. On the optimization front, we treat the convex combination coefficients as learnable parameters similar to the parameters of the neural network and provide an efficient estimation method based on the alternating direction method of multipliers (ADMM). On the theoretical front, under specific conditions, we establish a margin-based multiclass generalization bound for generic CNNs composed of basic blocks involving convolution, pooling, and fully connected layers. Through simulation studies and real data applications, we validate the effectiveness of the proposed method and compare its performance against a wide range of point-valued time series classification methods. Introduction Interval-valued time series have attracted significant attention in the fields of statistics and econometrics in recent years [1, 2, 3, 4, 5, 6], as they can simultaneously capture variation and level information. In practical applications, interval-valued time series are quite common. For example, in macroeconomics, the minimum and maximum annualized monthly GDP growth rates form interval-valued data for annual GDP growth rate. In meteorology, interval-valued time series are widely used to describe daily weather conditions, such as pollutant concentrations and temperature. In general, interval-valued time series modeling offers two main advantages over point-valued time series [6]. Firstly, within the same time period, interval-valued time series contain more variation and level information [4, 5, 6], which means that modeling interval-valued time series can lead to more efficient estimation and powerful inference. Secondly, specific disturbances, which may be considered noise in point-valued time series modeling and have adverse effects, can be addressed through modeling interval-valued time series. Over the past three decades, numerous methods for modeling and analyzing univari-ate and multivariate interval-valued time series, particularly focusing on regression, have been proposed.

While most modern machine learning methods offer speed and accuracy, few promise interpretability or explainability -- two key features necessary for highly sensitive industries, like medicine, finance, and engineering. Using eight datasets representative of one especially sensitive industry, nuclear power, this work compares a traditional feedforward neural network (FNN) to a Kolmogorov-Arnold Network (KAN). We consider not only model performance and accuracy, but also interpretability through model architecture and explainability through a post-hoc SHAP analysis. In terms of accuracy, we find KANs and FNNs comparable across all datasets, when output dimensionality is limited. KANs, which transform into symbolic equations after training, yield perfectly interpretable models while FNNs remain black-boxes. Finally, using the post-hoc explainability results from Kernel SHAP, we find that KANs learn real, physical relations from experimental data, while FNNs simply produce statistically accurate results. Overall, this analysis finds KANs a promising alternative to traditional machine learning methods, particularly in applications requiring both accuracy and comprehensibility.

Earthquakes cause harm not only through direct ground shaking but also by triggering secondary ground failures such as landslides and liquefaction. These combined effects lead to devastating consequences, including structural damage and human casualties. A striking illustration is the 2021 Haiti earthquake, which initiated over 7,000 landslides covering more than 80 square kilometers. This catastrophic event resulted in damage or destruction to over 130,000 buildings, claimed 2,248 lives, and left more than 12,200 people injured [1]. Rapidly identifying where and how severely ground failures and structural damage have occurred following an earthquake is essential for effective victim rescue operations within the crucial "Golden 72 Hour" window, and plays a vital role in developing effective post-disaster recovery plans [2, 3]. Over the years, researchers have developed various approaches for estimating the location and intensity of earthquake-induced ground failures and building damage.

Complex systems with intricate causal dependencies challenge accurate prediction. Effective modeling requires precise physical process representation, integration of interdependent factors, and incorporation of multi-resolution observational data. These systems manifest in both static scenarios with instantaneous causal chains and temporal scenarios with evolving dynamics, complicating modeling efforts. Current methods struggle to simultaneously handle varying resolutions, capture physical relationships, model causal dependencies, and incorporate temporal dynamics, especially with inconsistently sampled data from diverse sources. We introduce Temporal-SVGDM: Score-based Variational Graphical Diffusion Model for Multi-resolution observations. Our framework constructs individual SDEs for each variable at its native resolution, then couples these SDEs through a causal score mechanism where parent nodes inform child nodes' evolution. This enables unified modeling of both immediate causal effects in static scenarios and evolving dependencies in temporal scenarios. In temporal models, state representations are processed through a sequence prediction model to predict future states based on historical patterns and causal relationships. Experiments on real-world datasets demonstrate improved prediction accuracy and causal understanding compared to existing methods, with robust performance under varying levels of background knowledge. Our model exhibits graceful degradation across different disaster types, successfully handling both static earthquake scenarios and temporal hurricane and wildfire scenarios, while maintaining superior performance even with limited data.

Probabilistic electricity price forecasting (PEPF) is a key task for market participants in short-term electricity markets. The increasing availability of high-frequency data and the need for real-time decision-making in energy markets require online estimation methods for efficient model updating. We present an online, multivariate, regularized distributional regression model, allowing for the modeling of all distribution parameters conditional on explanatory variables. Our approach is based on the combination of the multivariate distributional regression and an efficient online learning algorithm based on online coordinate descent for LASSO-type regularization. Additionally, we propose to regularize the estimation along a path of increasingly complex dependence structures of the multivariate distribution, allowing for parsimonious estimation and early stopping. We validate our approach through one of the first forecasting studies focusing on multivariate probabilistic forecasting in the German day-ahead electricity market while using only online estimation methods. We compare our approach to online LASSO-ARX-models with adaptive marginal distribution and to online univariate distributional models combined with an adaptive Copula. We show that the multivariate distributional regression, which allows modeling all distribution parameters - including the mean and the dependence structure - conditional on explanatory variables such as renewable in-feed or past prices provide superior forecasting performance compared to modeling of the marginals only and keeping a static/unconditional dependence structure. Additionally, online estimation yields a speed-up by a factor of 80 to over 400 times compared to batch fitting.

The Mean-Field Schrodinger Bridge (MFSB) problem is an optimization problem aiming to find the minimum effort control policy to drive a McKean-Vlassov stochastic differential equation from one probability measure to another. In the context of multiagent control, the objective is to control the configuration of a swarm of identical, interacting cooperative agents, as captured by the time-varying probability measure of their state. Available methods for solving this problem for distributions with continuous support rely either on spatial discretizations of the problem's domain or on approximating optimal solutions using neural networks trained through stochastic optimization schemes. For agents following Linear Time-Varying dynamics, and for Gaussian Mixture Model boundary distributions, we propose a highly efficient parameterization to approximate the solutions of the corresponding MFSB in closed form, without any learning steps. Our proposed approach consists of a mixture of elementary policies, each solving a Gaussian-to-Gaussian Covariance Steering problem from the components of the initial to the components of the terminal mixture. Leveraging the semidefinite formulation of the Covariance Steering problem, our proposed solver can handle probabilistic hard constraints on the system's state, while maintaining numerical tractability. We illustrate our approach on a variety of numerical examples.