This paper presents OLinear, a linear-based multivariate time series forecasting model that operates in an orthogonally transformed domain. Recent forecasting models typically adopt the temporal forecast (TF) paradigm, which directly encode and decode time series in the time domain. However, the entangled step-wise dependencies in series data can hinder the performance of TF. To address this, some forecasters conduct encoding and decoding in the transformed domain using fixed, dataset-independent bases (e.g., sine and cosine signals in the Fourier transform). In contrast, we utilize OrthoTrans, a data-adaptive transformation based on an orthogonal matrix that diagonalizes the series' temporal Pearson correlation matrix.

Generating realistic brain connectivity matrices is key to analyzing population heterogeneity in brain organization, understanding disease, and augmenting data in challenging classification problems. Functional connectivity matrices lie in constrained spaces--such as the set of symmetric positive definite or correlation matrices--that can be modeled as Riemannian manifolds. However, using Riemannian tools typically requires redefining core operations (geodesics, norms, integration), making generative modeling computationally inefficient. In this work, we propose DIFFEOCFM, an approach that enables conditional flow matching (CFM) on matrix manifolds by exploiting pullback metrics induced by global diffeomorphisms on Euclidean spaces. We show that Riemannian CFM with such metrics is equivalent to applying standard CFM after data transformation. This equivalence allows efficient vector field learning, and fast sampling with standard ODE solvers.

Mean-field variational inference (VI), despite its scalability, is limited by the independence assumption, making it unsuitable for scenarios with correlated data instances. Existing structured VI methods either focus on correlations among latent dimensions which lack scalability for modeling instance-level correlations, or are restricted to simple first-order dependencies, limiting their expressiveness. In this paper, we propose High-order Tree-structured Variational Inference (HoT-VI)2, that explicitly models k-order instance-level correlations among latent variables. By expressing the global posterior through overlapping k-dimensional local marginals, our method enables efficient parameterized sampling via a sequential procedure. To ensure the validity of these marginals, we introduce a conditional correlation parameterization method that guarantees positive definiteness of their correlation matrices. We further extend our method with a tree-structured backbone to capture more flexible dependency patterns. Extensive experiments on time-series and graphstructured datasets demonstrate that modeling higher-order correlations leads to significantly improved posterior approximations and better performance across various downstream tasks.

Traditional correlation measures, such as Pearson's and Spearman's coefficients, are limited in their ability to capture complex relationships, particularly nonlinear and multivariate dependencies. The Hirschfeld-Gebelein-Rényi (HGR) maximal correlation offers a powerful alternative by measuring the highest Pearson correlation achievable through nonlinear transformations of two random variables. However, estimating the HGR coefficient remains challenging due to the complexity of optimizing arbitrary nonlinear functions. We introduce a new coefficient, satisfying Rényi's axioms, based on the extension of HGR with Spearman's rank correlation: the Spearman HGR (SHGR). We propose a neural network-based estimator tailored to estimate (i) the bivariate correlation matrix, (ii) the multivariate correlations between a set of variables and another one, and (iii) the full correlation between two sets of variables. This estimate effectively detects nonlinear dependencies and demonstrates robustness to noise, outliers, and spurious correlations (hallucinations). Additionally, it achieves competitive computational efficiency through designed neural architectures. Comprehensive numerical experiments and feature selection tasks confirm that SHGRoutperforms existing state-of-the-art methods.

Generating realistic brain connectivity matrices is key to analyzing population heterogeneity in brain organization, understanding disease, and augmenting data in challenging classification problems. Functional connectivity matrices lie in constrained spaces--such as the set of symmetric positive definite or correlation matrices--that can be modeled as Riemannian manifolds. However, using Riemannian tools typically requires redefining core operations (geodesics, norms, integration), making generative modeling computationally inefficient. In this work, we propose DiffeoCFM, an approach that enables conditional flow matching (CFM) on matrix manifolds by exploiting pullback metrics induced by global diffeomorphisms on Euclidean spaces. We show that Riemannian CFM with such metrics is equivalent to applying standard CFM after data transformation. This equivalence allows efficient vector field learning, and fast sampling with standard ODE solvers.

Estimating the covariance of asset returns, i.e., the risk model, is a key component of financial portfolio construction and evaluation. Most risk modeling approaches produce a factor model that decomposes the asset variability into two components: the first attributed to a small number of factors that are common among the assets and the second attributed to the idiosyncratic behavior of each asset. Third-party providers typically provide risk models to investors, and while these models are typically of high quality, they may fail to capture important information, e.g., changing market regimes and transient factors. To overcome these limitations, we propose a systematic method based on maximum likelihood estimation to enhance an existing factor model by both refining the given model and adding new statistical factors. Our approach relies only on the observed sequence of realized returns and on the choice of two hyperparameters: the number of additional factors and the half-life parameter that determines the weights assigned to returns in the log-likelihood objective. Importantly, our methodology applies to the situation where asset returns may be missing, making it suitable for typical equity datasets. We demonstrate our approach on the Barra short-term US risk model, a high-quality risk model used in practice, for a universe of US high-capitalization equities. We show that the proposed extension captures structure in the returns that is missed by the original model.

In topic modeling, many algorithms that guarantee identifiability of the topics have been developed under the premise that there exist anchor words - i.e., words that only appear (with positive probability) in one topic. Follow-up work has resorted to three or higher-order statistics of the data corpus to relax the anchor word assumption. Reliable estimates of higher-order statistics are hard to obtain, however, and the identification of topics under those models hinges on uncorrelatedness of the topics, which can be unrealistic. This paper revisits topic modeling based on second-order moments, and proposes an anchor-free topic mining framework. The proposed approach guarantees the identification of the topics under a much milder condition compared to the anchor-word assumption, thereby exhibiting much better robustness in practice. The associated algorithm only involves one eigendecomposition and a few small linear programs. This makes it easy to implement and scale up to very large problem instances. Experiments using the TDT2 and Reuters-21578 corpus demonstrate that the proposed anchor-free approach exhibits very favorable performance (measured using coherence, similarity count, and clustering accuracy metrics) compared to the prior art.

Large Language Models (LLMs) have revolutionized the field of natural language processing with their impressive capabilities. However, their enormous size presents challenges for deploying them in real-world applications. Traditional compression techniques, like pruning, often lead to suboptimal performance due to their uniform pruning ratios and lack of consideration for the varying importance of features across different layers. To address these limitations, we present a novel Adaptive Layer Sparsity (ALS) approach to optimize LLMs. Our approach consists of two key steps.