arXiv:2608.29349v1 Announce Type: new
Abstract: Gaussian process (GP) regression with a single global GP (GP-glo) incurs cubic computational cost, limiting scalability to large datasets. Product-of-e...
By Yean Hoon Ong, Paolo Barucca, Wei Pan, Jun Wang
arXiv:2609.08554v1 Announce Type: new
Abstract: In data-driven training, multivariate time-series forecasting is usually optimized with a scalar loss averaged over samples, variables, and horizons. T...
By Jinwoo Park, Hyeongwon Kang, Pilsung Kang
CORE-STACK+ is a new meta‑learning framework for deep stacked generalization that tackles two key problems in heterogeneous vision ensembles: prediction‑space multicollinearity and calibration collapse. It introduces a four‑step preconditioning pipeline—kernelized redundancy filtering, a lightweight differentiable meta‑feature gate, a spectrum‑adaptive ridge penalty, and a Laplace‑approximate Bayesian blender—to jointly improve conditioning and calibration. Across six vision benchmarks, CORE‑STACK+ boosts accuracy, reduces model count and inference cost, and significantly lowers expected calibration error compared to existing methods.
By Noor Islam S. Mohammad
arXiv:2606. 22775v2 Announce Type: replace-cross Abstract: Distribution shift between training and deployment is a pervasive challenge for modern AI systems.
By Zhewen Hou, Tian Zheng
arXiv:2603.05575v2 Announce Type: replace-cross
Abstract: We study prediction-powered conditional inference in the setting where labeled data are scarce, unlabeled covariates are abundant, and a blac...
By Yang Sui, Jin Zhou, Hua Zhou, Xiaowu Dai
arXiv:2603. 22050v2 Announce Type: replace-cross Abstract: Supervised machine learning describes the practice of fitting a parameterized model to labeled input-output data.
By Atticus Rex, Elizabeth Qian, David Peterson
arXiv:2603. 12507v2 Announce Type: replace Abstract: Minimising a spectral risk objective, defined as a weighted combination of expected cost and Conditional Value-at-Risk (CVaR), is challenging when the uncertainty distribution is decision-dependent, making both surrogate modelling and simulation-based ranking sensitive to tail estimation error.
By Marcell T. Kurbucz
arXiv:2608. 09071v1 Announce Type: cross Abstract: Forward uncertainty propagation in complex physical systems can induce structured covariance across field-valued outputs.
By Yupei Nie, Lei Wang, Jiasen Liu
arXiv:2606. 04342v1 Announce Type: cross Abstract: Multi-step time series forecasting (MSF) is commonly evaluated using point-wise error metrics such as mean squared error (MSE), implicitly treating the conditional mean as a sufficient target.
By Riku Green, Zahraa S. Abdallah, Telmo M Silva Filho
arXiv:2606. 02886v1 Announce Type: cross Abstract: Deep learning weather models now match numerical weather prediction accuracy while running orders of magnitude faster, but produce deterministic forecasts without uncertainty estimates, a critical gap for high-stakes decisions during extreme weather events.
By Jose Marie Antonio Mi\~noza, Rex Gregor Laylo, Sebastian C. Iba\~nez
arXiv:2606. 16050v1 Announce Type: cross Abstract: Robust deep learning under heavy-tailed and impulsive noise remains challenging because conventional losses such as mean squared error (MSE) exhibit unbounded sensitivity to outliers.
By Mainak Kundu, Ria Kanjilal, Ismail Uysal
arXiv:2608.24518v1 Announce Type: new
Abstract: Uncertainty Quantification (UQ) plays a vital role in enhancing the reliability of deep learning model predictions, especially in scenarios with high-d...
By Leonhard F. Feiner, Manuel Nickel, Martin Menten, Laurin Lux, Rickmer Braren, Daniel Rueckert, Georgios Kaissis, Raphael Rehms, Johannes Paetzold