arXiv:2608. 00591v2 Announce Type: replace Abstract: A calibrated stochastic world model can reveal how uncertain a future is without revealing why it branches.
arXiv:2607. 05238v1 Announce Type: new Abstract: JEPA world models predict the next latent state with a single deterministic predictor trained by latent regression.
arXiv:2607. 27017v1 Announce Type: new Abstract: A central premise of latent world models is that predicting the future forces a representation to internalize the physics of its environment.
In the Code World Model paradigm an LLM synthesizes an executable world model that a classical planner searches, and the model is accepted when it reproduces sampled transitions. We ask what that acceptance certifies in continuous control.
arXiv:2608. 17956v1 Announce Type: cross Abstract: In the Code World Model paradigm an LLM synthesizes an executable world model that a classical planner searches, and the model is accepted when it reproduces sampled transitions.
arXiv:2608. 10433v2 Announce Type: replace Abstract: Temporal reports are increasingly emitted alongside numerical forecasts and are often interpreted as statements about the computation producing those forecasts.
arXiv:2606. 07846v1 Announce Type: cross Abstract: LLM-agent workflows chain model calls and tool invocations, and spend most of their wall-clock time waiting on upstream operations before downstream ones can start.
arXiv:2607. 23602v1 Announce Type: cross Abstract: Controllers based on sampling and latent world models assign a predicted terminal cost to each candidate action sequence, choose the minimum, execute its first action block, and replan.
arXiv:2608. 14650v1 Announce Type: new Abstract: Existing adaptive-inference and world-action-model systems use cheap-stage outputs or predicted futures to allocate additional computation.
arXiv:2608. 08239v1 Announce Type: new Abstract: LLM routers promise efficiency by matching each request to the cheapest adequate model, and are increasingly applied per step inside multi-step agents.
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.
arXiv:2607. 21910v2 Announce Type: replace Abstract: World models let agents plan against predicted physical state, but that state drifts; re-observation is costly and delayed, and repair can fail.
arXiv:2511. 18191v2 Announce Type: replace Abstract: Time series forecasting drives operational decisions under tight latency budgets, and autoregressive time series foundation models (TSFMs) increasingly deliver the most accurate forecasts.