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. 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:2602. 13362v2 Announce Type: replace-cross Abstract: A key challenge in probabilistic regression is ensuring that predictive distributions accurately reflect true empirical uncertainty.
By \'Ad\'am Jung, Domokos M. Kelen, Andr\'as A. Bencz\'ur
arXiv:2606. 06096v1 Announce Type: new Abstract: Policy-gradient methods usually optimize expected return, but many real world applications care about distributional properties of returns: tail risk, outlier robustness, or best-of-K discovery.
By Paavo Parmas, Yongmin Kim, Kohsei Matsutani, Shota Takashiro, Soichiro Nishimori, Takeshi Kojima, Yusuke Iwasawa, Yutaka Matsuo
arXiv:2502. 04646v2 Announce Type: replace-cross Abstract: Weighted sampling -- sampling from a probability density function (PDF) proportional to the product of a base PDF and a weight function -- is a fundamental technique with wide-ranging applications in variance reduction, biased sampling, data augmentation, and more.
By Heasung Kim, Taekyun Lee, Hyeji Kim, Gustavo de Veciana
arXiv:2606. 10798v1 Announce Type: new Abstract: Pretrained time series foundation models (TSFMs) have enabled zero-shot forecasting on unseen target series.
By Yosuke Yamaguchi, Issei Suemitsu, Yuki Kajihara, Wenpeng Wei