3 papers
stat.ML2026
Reliable Real-Time Value at Risk Estimation via Quantile Regression Forest with Conformal Calibration
Du-Yi Wang, Guo Liang, Kun Zhang +1
Rapidly evolving market conditions call for real-time risk monitoring, but its online estimation remains challenging. In this paper, we study the online estimation of one of the mo…
cs.LG2026
Diversified Scaling Inference in Time Series Foundation Models
Ruijin Hua, Zichuan Liu, Kun Zhang +1
The advancement of Time Series Foundation Models (TSFMs) has been driven primarily by large-scale pre-training, but inference-time compute potential remains largely untapped. This…
cs.LG2025
The Third Pillar of Causal Analysis? A Measurement Perspective on Causal Representations
Dingling Yao, Shimeng Huang, Riccardo Cadei +2
Causal reasoning and discovery, two fundamental tasks of causal analysis, often face challenges in applications due to the complexity, noisiness, and high-dimensionality of real-wo…