3 papers
stat.ML2026
Bilateral Trade Under Heavy-Tailed Valuations: Minimax Regret with Infinite Variance
Hangyi Zhao
We study contextual bilateral trade under full feedback when, conditionally on the context, trader valuations have bounded density but infinite variance. We first extend the self-b…
cs.LG2025
FTS: A Framework to Find a Faithful TimeSieve
Songning Lai, Ninghui Feng, Haochen Sui +5
The field of time series forecasting has garnered significant attention in recent years, prompting the development of advanced models like TimeSieve, which demonstrates impressive…
cs.LG2025
Towards Reliable Time Series Forecasting under Future Uncertainty: Ambiguity and Novelty Rejection Mechanisms
Ninghui Feng, Songning Lai, Xin Zhou +9
In real-world time series forecasting, uncertainty and lack of reliable evaluation pose significant challenges. Notably, forecasting errors often arise from underfitting in-distrib…