arXiv:2608. 14756v1 Announce Type: cross Abstract: Real-world EV charging data exhibit three interlocking pathologies: hardware fragmentation (network timeouts and billing resets split sessions), physical violations (independent energy/duration models produce impossible states like 50 kWh in 10 min on a 7 kW charger), and collider bias (clustering on post-treatment outcomes opens backdoor paths for price elasticity).
arXiv:2606. 09410v1 Announce Type: new Abstract: Prior work treats structured output as a reasoning tax, but this framing is incomplete: the cost of formatting depends strongly on a model's spare capacity.
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.
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. 08103v1 Announce Type: new Abstract: Smooth acyclicity constraints answer whether a weighted support is a DAG, whereas structure learning asks which support change should be made.
arXiv:2509. 13374v2 Announce Type: replace-cross Abstract: We develop and audit a history-aware financial path generator based on Denoising Levy Probabilistic Models (DLPMs) for conditional equity-index path generation.
arXiv:2607. 27263v1 Announce Type: new Abstract: Most benchmarks for causal inference over time series are observational, small, or domain-specific, leaving interventional and counterfactual estimation under-served exactly where it matters most, such as in healthcare, policy evaluation, and climate science.
arXiv:2608. 11252v1 Announce Type: new Abstract: Agentic AI systems routinely transport conclusions across biological, clinical and financial contexts, and the emerging safeguard is local verification: checking at each step that the entity is representable in the chosen tool, that parameters are compatible, and that outputs cohere with the plan.
arXiv:2606. 23880v1 Announce Type: new Abstract: From climate teleconnections to gene regulation, modern time-series datasets encompass tens or hundreds of interacting variables, making causal discovery increasingly challenging.
arXiv:2606. 15621v1 Announce Type: new Abstract: Per-token counterfactual credit estimation asks which token in a language-model rollout caused the final answer to be right or wrong: cut the transcript at a pivot, substitute an alternative token, replay continuations, and compare outcomes.
arXiv:2605. 30363v2 Announce Type: replace-cross Abstract: Regime shifts in financial markets reorganise the joint dynamics of asset prices and macro variables, breaking any single-regime calibration.
arXiv:2608. 03715v1 Announce Type: new Abstract: Mean-reverting dynamics are pervasive in finance, and the Cox--Ingersoll--Ross (CIR) process is a standard model for the time series they produce, from short rates to credit default swap (CDS) spreads.
arXiv:2608. 12599v1 Announce Type: new Abstract: Multi-turn dialogues let users revoke constraints as easily as impose them, but revocation does not reliably take effect: models keep enacting withdrawn requirements (occasionally beneath comments asserting their removal), a failure we call \emph{behavioral relapse}, or revocation inertia.