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Forecasting Multivariate Time Series under Predictive Heterogeneity: A Validation-Driven Clustering Framework
Ma, Ziling, Oriona, Ángel López, Ombao, Hernando, Sun, Ying
We study adaptive pooling under predictive heterogeneity in high-dimensional multivariate time series forecasting, where global models improve statistical efficiency but may fail to capture heterogeneous predictive structure, while naive specialization can induce negative transfer. We formulate adaptive pooling as a statistical decision problem and propose a validation-driven framework that determines when and how specialization should be applied. Rather than grouping series based on representation similarity, we define partitions through out-of-sample predictive performance, thereby aligning data organization with predictive risk, defined as expected out-of-sample loss and approximated via validation error. Cluster assignments are iteratively updated using validation losses for both point (Huber) and probabilistic (pinball) forecasting, improving robustness to heavy-tailed errors and local anomalies. To ensure reliability, we introduce a leakage-free fallback mechanism that reverts to a global model whenever specialization fails to improve validation performance, providing a safeguard against performance degradation under a strict training-validation-test protocol. Experiments on large-scale traffic datasets demonstrate consistent improvements over strong baselines while avoiding degradation when heterogeneity is weak. Overall, the proposed framework provides a principled and practically reliable approach to adaptive pooling in high-dimensional forecasting problems.
Adaptive Learning via Off-Model Training and Importance Sampling for Fully Non-Markovian Optimal Stochastic Control. Complete version
Leão, Dorival, Ohashi, Alberto, Scotti, Simone, da Silva, Adolfo M. D
This paper studies continuous-time stochastic control problems whose controlled states are fully non-Markovian and depend on unknown model parameters. Such problems arise naturally in path-dependent stochastic differential equations, rough-volatility hedging, and systems driven by fractional Brownian motion. Building on the discrete skeleton approach developed in earlier work, we propose a Monte Carlo learning methodology for the associated embedded backward dynamic programming equation. Our main contribution is twofold. First, we construct explicit dominating training laws and Radon--Nikodym weights for several representative classes of non-Markovian controlled systems. This yields an off-model training architecture in which a fixed synthetic dataset is generated under a reference law, while the dynamic programming operators associated with a target model are recovered by importance sampling. Second, we use this structure to design an adaptive update mechanism under parametric model uncertainty, so that repeated recalibration can be performed by reweighting the same training sample rather than regenerating new trajectories. For fixed parameters, we establish non-asymptotic error bounds for the approximation of the embedded dynamic programming equation via deep neural networks. For adaptive learning, we derive quantitative estimates that separate Monte Carlo approximation error from model-risk error. Numerical experiments illustrate both the off-model training mechanism and the adaptive importance-sampling update in structured linear-quadratic examples.
Online learning with noisy side observations
Kocák, Tomáš, Neu, Gergely, Valko, Michal
We propose a new partial-observability model for online learning problems where the learner, besides its own loss, also observes some noisy feedback about the other actions, depending on the underlying structure of the problem. We represent this structure by a weighted directed graph, where the edge weights are related to the quality of the feedback shared by the connected nodes. Our main contribution is an efficient algorithm that guarantees a regret of $\widetilde{O}(\sqrt{α^* T})$ after $T$ rounds, where $α^*$ is a novel graph property that we call the effective independence number. Our algorithm is completely parameter-free and does not require knowledge (or even estimation) of $α^*$. For the special case of binary edge weights, our setting reduces to the partial-observability models of Mannor and Shamir (2011) and Alon et al. (2013) and our algorithm recovers the near-optimal regret bounds.
Estimating Continuous Treatment Effects with Two-Stage Kernel Ridge Regression
We study the problem of estimating the effect function for a continuous treatment, which maps each treatment value to a population-averaged outcome. A central challenge in this setting is confounding: treatment assignment often depends on covariates, creating selection bias that makes direct regression of the response on treatment unreliable. To address this issue, we propose a two-stage kernel ridge regression method. In the first stage, we learn a model for the response as a function of both treatment and covariates; in the second stage, we use this model to construct pseudo-outcomes that correct for distribution shift, and then fit a second model to estimate the treatment effect. Although the response varies with both treatment and covariates, the induced effect function obtained by averaging over covariates is typically much simpler, and our estimator adapts to this structure. Furthermore, we introduce a fully data-driven model selection procedure that achieves provable adaptivity to both the unknown degree of overlap and the regularity (eigenvalue decay) of the underlying kernel.
Robust Low-Rank Tensor Completion based on M-product with Weighted Correlated Total Variation and Sparse Regularization
Karmakar, Biswarup, Behera, Ratikanta
The robust low-rank tensor completion problem addresses the challenge of recovering corrupted high-dimensional tensor data with missing entries, outliers, and sparse noise commonly found in real-world applications. Existing methodologies have encountered fundamental limitations due to their reliance on uniform regularization schemes, particularly the tensor nuclear norm and $\ell_1$ norm regularization approaches, which indiscriminately apply equal shrinkage to all singular values and sparse components, thereby compromising the preservation of critical tensor structures. The proposed tensor weighted correlated total variation (TWCTV) regularizer addresses these shortcomings through an $M$-product framework that combines a weighted Schatten-$p$ norm on gradient tensors for low-rankness with smoothness enforcement and weighted sparse components for noise suppression. The proposed weighting scheme adaptively reduces the thresholding level to preserve both dominant singular values and sparse components, thus improving the reconstruction of critical structural elements and nuanced details in the recovered signal. Through a systematic algorithmic approach, we introduce an enhanced alternating direction method of multipliers (ADMM) that offers both computational efficiency and theoretical substantiation, with convergence properties comprehensively analyzed within the $M$-product framework.Comprehensive numerical evaluations across image completion, denoising, and background subtraction tasks validate the superior performance of this approach relative to established benchmark methods.
Shakespeare's long-lost London home is finally found
Science Archaeology Shakespeare's long-lost London home is finally found In the past 100 years, the spot has been an architecture firm, carpet wholesaler, and more. More information Adding us as a Preferred Source in Google by using this link indicates that you would like to see more of our content in Google News results. Shakespeare likely spent the majority of his later life in Stratford-upon-Avon. Breakthroughs, discoveries, and DIY tips sent six days a week. By the end of his career, William Shakespeare was a bona fide celebrity boasting multiple homes across England. Historical documents indicate the legendary playwright spent the majority of his later years in the town of his youth, Stratford-upon-Avon, but he also owned property in the Blackfriars precinct.
Grayson Perry Has Seen the Future review – some of these insights into AI are just mindblowing
Intelligent, egoless the artist in Grayson Perry Has Seen the Future. Intelligent, egoless the artist in Grayson Perry Has Seen the Future. From people marrying digital companions to CEOs excited about how people whose jobs are replaced can'adapt', this is terrifying watching. T here is a fun game you can play while watching Grayson Perry Has Seen the Future, the two-part documentary presented by the artist on the subject of artificial intelligence, its uses and its possible ramifications. Gather a group of friends, press play, and see which of you loses your mind first.
Visit a WWII destroyer without leaving your sofa
The USS Cassin Young is one of the last of the war's Fletcher-class destroyers. More information Adding us as a Preferred Source in Google by using this link indicates that you would like to see more of our content in Google News results. The USS Cassin Young is one of four remaining Fletcher-class destroyers still afloat. Breakthroughs, discoveries, and DIY tips sent six days a week. Although its name may not sound immediately familiar, the over 360-foot-long ship's recognizable silhouette remains a hallmark example of World War II imagery.
Monkeys walk around a virtual world using only their thoughts
Researchers hope the experiments will pave the way for people with paralysis to explore virtual worlds or more intuitively control electric wheelchairs in this one. Peter Janssen at KU Leuven in Belgium and colleagues implanted three rhesus macaque ( Macaca mulatta) monkeys with BCIs. Crucially, each animal got three implants, each consisting of 96 electrodes, positioned in the primary motor, dorsal and ventral premotor cortex. The first area is commonly used in BCI research and relates to physical movement, but the latter two are thought to be involved in planning movement in a higher, more abstract way. Electrical signals from the implants were then interpreted by an AI model and used to control VR avatars as the monkeys watched a 3D monitor.
New Scientist recommends Jamie Bartlett's insightful How to Talk to AI
New Scientist recommends Jamie Bartlett's insightful How to Talk to AI I don't use AI chatbots, so you might wonder what use I could make of Jamie Bartlett's book, . Well, this plain-speaking guide makes the compelling case that, despite their popularity, we don't know how to speak to chatbots properly. Few of us have had adequate training on getting the most out of AI - or on how to protect ourselves from it . That's where it can all go very wrong, sending us down misinformation rabbit holes or fostering emotional dependence. Mastering the art of prompting a chatbot is about more than AI, says Bartlett.