We investigate a forecasting framework based on a simple discrete-time dynamic model with coefficients varying in time. The parameters of the model are recovered within a deep learning framework, which makes it possible to retain a transparent parametric structure while simultaneously accounting for complex and nonstationary patterns in the observed phenomenon. Our analysis covers two specifications of the noise process. Besides the standard Gaussian setting, we also consider Laplace-distributed noise, which can offer a more adequate description in the presence of heavier tails and sharper local fluctuations. For both cases, we formulate the predictive scheme of the model and analyze the associated uncertainty quantification, including the construction of prediction intervals. The results illustrate that a relatively simple model, when combined with time-dependent parameter estimation, can serve as a mathematically tractable and practically flexible tool for forecasting complex dynamics under different noise assumptions. The general model is stated for TVAR($p$), while the prediction-interval formulas and the numerical experiments are developed for the TVAR(1) case.

Most existing multitask learning approaches are limited by their reliance on task-specific loss functions tailored to the scale and type of each outcome. When outcomes differ across tasks, these losses are generally not directly comparable, which makes it difficult to formulate a unified objective and may limit information sharing across tasks. We propose a multitask transformation framework in which task-specific responses may differ through unknown monotone transformations. Motivated by high-dimensional biological applications in which the predictor dimension may diverge with the sample size while only a common subset of predictors is informative, we consider shared sparsity across tasks. Under this framework, we estimate the target functions and identify important predictors by optimizing a smoothed rank-based criterion with a group-Lasso penalty, implemented through a multitask deep neural network with a shared first layer. We establish the nonasymptotic excess-risk bounds, and variable-selection consistency for the proposed estimator. Simulation studies show that the proposed method achieves competitive prediction and variable-selection performance compared with competing approaches. Analyses of gene-expression studies with continuous, binary, and mixed outcomes further illustrate that the proposed method improves prediction and identifies biologically meaningful shared predictors.

Transformer-based large models have demonstrated remarkable generalization abilities across different tasks by leveraging a context-aware attention module for in-context learning. With richer context, transformers adapt more effectively to the current use case without any parameter updates. However, the quadratic computational and memory complexity with respect to context length significantly slows data processing in softmax transformers. Linear transformers were proposed to address this issue by reducing the complexity to linear dependence on context length, but the design and understanding of the feature mapping in linear attention, from a theoretical viewpoint, remain unclear. In this paper, we investigate the approximation and generalization abilities of linear transformers under a two-staged sampling process from domain generalization. We show that linear transformers perform in-context learning as learning a mapping from context distributions to response functions. A dimension-independent convergence rate is obtained for our generalization analysis, which also exhibits the tradeoff between the regularities of data distributions and latent features. Guided by our theoretical framework, we propose a new perspective on activation and loss design for linearizing pretrained softmax large language models.

Autoencoders (AEs) have emerged as powerful tools for non-linear dimensionality reduction, often surpassing traditional linear methods such as Proper Orthogonal Decomposition (POD) in scenarios characterized by slowly decaying Kolmogorov $n$-widths. In the realm of Reduced-Order Modelling (ROM), these models are increasingly utilized to learn low-dimensional representations of solution manifolds associated with parametric Partial Differential Equations (PDEs). However, the high expressivity of AEs presents a challenge: although trained networks typically minimize reconstruction error, they often struggle to capture the essential properties necessary for building accurate and robust ROMs. Recent works by arXiv:2307.15288v2 and arXiv:2506.11641v1 have tackled this challenge in fully connected AEs by proposing representation-consistent architectures, which preserve some of the properties belonging to POD. This study builds upon that concept by extending representation consistency for convolutional layers. We introduce a novel class of symmetric Convolutional AutoEncoders (CAEs) designed to embody the primary properties of manifold parametrization mappings. When integrated into a ROM framework, this architecture demonstrates significantly improved predictive capabilities. Specifically, we compared the performance of the ROMs based on classical and symmetric CAEs on three one dimensional academic test cases, namely the Linear Advection, the Viscous Burger and the Kuramoto Sivashinsky equation. Numerical results demonstrate that our proposed symmetric approach consistently yields more accurate latent trajectories, lower reconstruction errors, and enhanced model robustness.

Accurate energy demand forecasting is essential for the reliable operation and planning of modern sustainable energy systems. Spatial-temporal graph neural networks (STGNNs) have recently achieved strong performance in point forecasting by jointly modeling temporal dynamics and relational dependencies across interconnected energy nodes. However, in real-world energy systems, accurate point forecasts alone are insufficient, as operators also require reliable uncertainty estimates to support risk-aware decision-making, grid stability, and operational planning under uncertainty. Conformal prediction provides a principled and model-agnostic framework for uncertainty quantification with statistical coverage guarantees, making it particularly attractive for safety-critical energy applications. However, existing conformal prediction approaches often fail to fully capture the complex spatial-temporal structure of energy systems. To address these limitations, we propose STOIC (Spatial-Temporal Graph Conformal Prediction with In-Context Learning), a novel framework that integrates graph-based forecasting with the zero-shot calibration capabilities of tabular foundation models. STOIC first generates point forecasts using an STGNN and subsequently reformulates spatial-temporal residuals into a tabular representation suitable for in-context learning. Leveraging a tabular foundation model, STOIC calibrates prediction intervals without task-specific retraining, effectively capturing both sequential and relational dependencies. We evaluate STOIC on five diverse benchmarks, including synthetic simulations as well as real-world electricity and district heating networks. Across all datasets, STOIC consistently outperforms existing conformal prediction baselines, delivering more reliable and robust uncertainty estimates for complex graph-structured energy time series.

Transfer learning leverages knowledge from related source domains to improve learning in a target domain. Recent theoretical advances cover a broad range of regression settings within (generalized) linear models. Despite their diversity, these methods share two common constraints: they assume a known link function or linear structure and require direct access to raw source data. To move beyond these constraints, we propose a source-data-free transfer learning framework based on the single-index model (SIM). Instead of requiring raw source data, our method transfers only summary statistics derived from a generalized Stein's lemma in a one-time communication. This design preserves privacy and avoids side effects caused by dissimilarities of unknown nonlinear link functions across domains. To capture flexible, unknown nonlinearity, we employ a multilayer perceptron guided by the pre-estimated index from the transferred statistics, which significantly mitigates overfitting. Extensive experiments on synthetic data and a real-world application demonstrate consistent improvements over existing (generalized) linear model-based approaches. The proposed framework thus offers a practical, privacy-preserving, and nonlinear-adaptive solution for transfer learning.

In recent years, models based on the Transformer architecture have seen widespread applications and have become one of the core tools in the field of deep learning. Numerous successful techniques, such as parameter-efficient fine-tuning and efficient scaling, have been proposed surrounding their applications to further enhance performance. However, the success of these strategies has always lacked the support of rigorous mathematical theory. To study the underlying mechanisms behind Transformers and related techniques, we first propose a Transformer learning framework motivated by distribution regression, with distributions being inputs, connect a two-stage sampling process with natural language processing, and present a mathematical formulation of the attention mechanism called attention operator. We demonstrate that by the attention operator, Transformers can compress distributions into function representations without loss of information. Moreover, with the advantages of our novel attention operator, Transformers exhibit a stronger capability to learn functionals with more complex structures than convolutional neural networks and fully connected networks. Finally, we obtain a generalization bound within the distribution regression framework. Through the aforementioned theoretical results, we further discuss some successful techniques emerging with large language models (LLMs), such as prompt tuning, parameter-efficient fine-tuning, and efficient scaling. We also provide theoretical insights behind these techniques within our novel analysis framework.

We generalize the universal approximation theorem for functional input neural networks (FNN) to differentiable maps by including the approximation of the derivatives. A FNN maps the input from a possibly infinite-dimensional weighted manifold to the real-valued hidden layer, on which a non-linear scalar activation function is applied, and then returns the output into a Banach space via some linear readouts. By proving a weighted Nachbin theorem, we establish a universal approximation theorem for differentiable maps, which goes beyond the usual formulation on compact sets and also includes the approximation of the derivatives. This leads us to approximation results for non-anticipative functionals including the horizontal and vertical derivatives. As a further application, we show that linear functions of the signature are able to approximate path space functionals including their directional derivatives.

Recent progress in flow-based generative modeling has led to models that output high-quality samples while using only a small number of function evaluations. However, at present, there is a lack of similar advances in estimating the model likelihood. In particular, most existing methods either rely on restrictive architectures that enable exact calculations, or use stochastic approximations such as Hutchinson's trace estimator that introduce substantial variance. In this work, we introduce SCAlable LikeLihood distillation of flOw maPs ( SCALLOP). SCALLOP builds on the recently proposed F2D2, a likelihood flow map model that can generate samples and their densities in a small number of function evaluations. While F2D2 uses Hutchinson's estimator during training, we introduce an alternative and more scalable likelihood distillation objective that is Hutchinson-free and admits a vectorized formulation. Empirically, we demonstrate the effectiveness of SCALLOP as a Boltzmann generator in molecular science, and further validate its benefit on image datasets. SCALLOP significantly reduces both training variance and training time while consistently improving performance compared to F2D2, and is competitive with the state-of-the-art while achieving up to 10 inference speedup over the fastest baseline.

This paper studies the approximation and generalization abilities of score-based neural network generative models (SGMs) in estimating an unknown distribution $P_0$ from $n$ i.i.d.