Theoretical Analysis of Engression and Reverse Markov Engression
arXiv:2606. 01002v1 Announce Type: cross Abstract: Engression is a recently proposed and effective framework for conditional distribution learning.
arXiv:2606. 01002v1 Announce Type: cross Abstract: Engression is a recently proposed and effective framework for conditional distribution learning.
arXiv:2606. 01999v1 Announce Type: cross Abstract: Modern deep learning models for forecasting groups of time series rely on increasingly longer observation windows.
arXiv:2607. 16725v1 Announce Type: cross Abstract: Conditional generative modeling remains a challenging problem in semi-supervised settings where labeled data is scarce but unlabeled samples are abundant.
arXiv:2506. 05678v3 Announce Type: replace Abstract: The evolution of sequence modeling architectures, from recurrent neural networks and convolutional models to Transformers and structured state-space models, reflects ongoing efforts to address the diverse temporal dependencies inherent in sequential data.
arXiv:2605. 05066v2 Announce Type: replace-cross Abstract: We identify and prove a fundamental trade-off governing long-sequence models: no model can simultaneously achieve (i) per-step computation independent of sequence length (Efficiency), (ii) state size independent of sequence length (Compactness), and (iii) the ability to recall a number of historical facts proportional to sequence length (Recall).
arXiv:2503. 07154v3 Announce Type: replace-cross Abstract: Generative pre-training is often framed through a false dichotomy between autoregressive models for discrete signals and diffusion models for continuous signals.
Neural Composite Likelihood Estimation (NCLE) extends simulation‑based inference to high‑dimensional time series by partitioning long sequences into equal‑sized batches. For each batch, a neural network estimates the likelihood via conditional density estimation, and the product of these batch likelihoods forms an approximate composite likelihood. Frequentist inference is then performed by maximizing this composite likelihood to obtain a point estimate and by estimating the Godambe information matrix to derive confidence intervals.
Suppose we observe the first $n$ points of a sequence of random variables having length $n+1$, and wish to estimate a functional of the unobserved final point and the empirical measure of the $n$ obse...
The paper introduces Particle GFlowNets, showing that Generative Marginalization Models (MaMs) are equivalent to Generative Flow Networks. It extends MaMs to non‑autoregressive sampling and proposes an automatic full‑state rejuvenation criterion based on the Gelman‑Rubin statistic to accelerate learning. Experiments demonstrate significant training speedups in large combinatorial spaces.
arXiv:2609.21382v1 Announce Type: new Abstract: Operators of service-based systems act on forecasts of how a running execution will continue, and such a forecast is actionable only if its reliability...
arXiv:2605. 19805v2 Announce Type: replace-cross Abstract: Irregular multivariate time series impose a trade-off for long-horizon forecasting: discrete methods can distort temporal structure via re-gridding, while continuous-time models often require sequential solvers prone to drift.
arXiv:2607. 12922v1 Announce Type: cross Abstract: Stochastic-process models are, as a rule, far easier to simulate than to condition.