The synthetic control (SC) framework is widely used for observational causal inference with time-series panel data. SC has been successful in diverse applications, but existing methods typically treat the ordering of pre-intervention time indices interchangeable. This invariance means they may not fully take advantage of temporal structure when strong trends are present. We propose Time-Aware Synthetic Control (TASC), which employs a state-space model with a constant trend while preserving a low-rank structure of the signal. TASC uses the Kalman filter and Rauch-Tung-Striebel smoother: it first fits a generative time-series model with expectation-maximization and then performs counterfactual inference. We evaluate TASC on both simulated and real-world datasets, including policy evaluation and sports prediction. Our results suggest that TASC offers advantages in settings with strong temporal trends and high levels of observation noise.

Decision support for care coordination can benefit from offline RL, yet concerns about safety and equity limit deployment. We build on recent safety-aware (e.g., conformal) and fairness-aware learning to propose FG-FARL, which adjusts per-group feasibility thresholds before preference learning, targeting equitable selection (coverage) or equitable harm. Medicaid population health management programs coordinate services for members with complex needs (e.g., chronic conditions, behavioral health, social risks). Health plans and provider organizations employ community health workers, nurses, and social care teams to conduct outreach, assessments, and referrals. Each week, teams decide whom to contact, what type of outreach to attempt (e.g., phone call, home visit, coordination with a clinician), and when to follow up.

Classical discriminant analysis assumes identically distributed training data, yet in many applications observations are collected over time and the class-conditional distributions drift. This population drift renders stationary classifiers unreliable. We propose a principled, model-based framework that embeds discriminant analysis within state-space models to obtain nonstationary linear discriminant analysis (NSLDA) and nonstationary quadratic discriminant analysis (NSQDA). For linear-Gaussian dynamics, we adapt Kalman smoothing to handle multiple samples per time step and develop two practical extensions: (i) an expectation-maximization (EM) approach that jointly estimates unknown system parameters, and (ii) a Gaussian mixture model (GMM)-Kalman method that simultaneously recovers unobserved time labels and parameters, a scenario common in practice. To address nonlinear or non-Gaussian drift, we employ particle smoothing to estimate time-varying class centroids, yielding fully nonstationary discriminant rules. Extensive simulations demonstrate consistent improvements over stationary linear discriminant analysis (LDA), quadratic discriminant analysis (QDA), and support vector machine (SVM) baselines, with robustness to noise, missing data, and class imbalance. This paper establishes a unified and data-efficient foundation for discriminant analysis under temporal distribution shift.

There exist several approaches for estimating causal effects in time series when latent confounding is present. Many of these approaches rely on additional auxiliary observed variables or time series such as instruments, negative controls or time series that satisfy the front- or backdoor criterion in certain graphs. In this paper, we present a novel approach for estimating direct (and via Wright's path rule total) causal effects in a time series setup which does not rely on additional auxiliary observed variables or time series. This approach assumes that the underlying time series is a Structural Vector Autoregressive (SVAR) process and estimates direct causal effects by solving certain linear equation systems made up of different covariances and model parameters. We state sufficient graphical criteria in terms of the so-called full time graph under which these linear equations systems are uniquely solvable and under which their solutions contain the to-be-identified direct causal effects as components. We also state sufficient lag-based criteria under which the previously mentioned graphical conditions are satisfied and, thus, under which direct causal effects are identifiable. Several numerical experiments underline the correctness and applicability of our results.

Time Series Motif Discovery (TSMD) identifies repeating patterns in time series data, but its unsupervised nature might result in motifs that are not interesting to the user. To address this, we propose a framework that allows the user to impose constraints on the motifs to be discovered, where constraints can easily be defined according to the properties of the desired motifs in the application domain. We also propose an efficient implementation of the framework, the LoCoMotif-DoK algorithm. We demonstrate that LoCoMotif-DoK can effectively leverage domain knowledge in real and synthetic data, outperforming other TSMD techniques which only support a limited form of domain knowledge.

The authors propose a dynamic hierarchical clustering model which allows hierarchies clusters (topics) and corresponding parameters (popularities, word frequencies) to vary in time. Indeed, it is a stochastic process with tree structured marginals so a different hierarchical clustering is specified per time index. Since in general it is a computationally expensive task to do full Bayesian inference they propose an approximate inference scheme where the parameters of each node are MAP estimates and the node re-assignment of observations is done by a Gibbs step. It is based on the tree structured stick breaking process so it allows the observations to be assigned to internal nodes and leaves of the tree rather than just leaves or complete paths. My main concern is that it is not fully exploiting the non-parametric nature of the model since the authors fixed the depth of the trees in the experiments. It would be nice that the depth varied over time or that a more detailed sensitivity analysis was presented.

The multi-agent reinforcement learning systems (MARL) based on the Markov decision process (MDP) have emerged in many critical applications. To improve the robustness/defense of MARL systems against adversarial attacks, the study of various adversarial attacks on reinforcement learning systems is very important. Previous works on adversarial attacks considered some possible features to attack in MDP, such as the action poisoning attacks, the reward poisoning attacks, and the state perception attacks. In this paper, we propose a brand-new form of attack called the camouflage attack in the MARL systems. In the camouflage attack, the attackers change the appearances of some objects without changing the actual objects themselves; and the camouflaged appearances may look the same to all the targeted recipient (victim) agents. The camouflaged appearances can mislead the recipient agents to misguided actions. We design algorithms that give the optimal camouflage attacks minimizing the rewards of recipient agents. Our numerical and theoretical results show that camouflage attacks can rival the more conventional, but likely more difficult state perception attacks. We also investigate cost-constrained camouflage attacks and showed numerically how cost budgets affect the attack performance.

This paper presents non-parametric baseline models for time series forecasting. Unlike classical forecasting models, the proposed approach does not assume any parametric form for the predictive distribution and instead generates predictions by sampling from the empirical distribution according to a tunable strategy. By virtue of this, the model is always able to produce reasonable forecasts (i.e., predictions within the observed data range) without fail unlike classical models that suffer from numerical stability on some data distributions. Moreover, we develop a global version of the proposed method that automatically learns the sampling strategy by exploiting the information across multiple related time series. The empirical evaluation shows that the proposed methods have reasonable and consistent performance across all datasets, proving them to be strong baselines to be considered in one's forecasting toolbox.