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cs.LG2026
JudgeCast: Time Series Forecasting with Experience-Informed Covariate Judgements
Donguk Kwon, Wooseok Jeong, Dongha Lee
Covariate effects vary across contexts and shift over time, requiring forecasters to assess how to use them for each forecasting context. As forecasting proceeds, observations for…
cs.LG2025
Variational Garrote for Statistical Physics-based Sparse and Robust Variable Selection
Hyungjoon Soh, Dongha Lee, Vipul Periwal +1
Selecting key variables from high-dimensional data is increasingly important in the era of big data. Sparse regression serves as a powerful tool for this purpose by promoting model…