3 papers · 1 filter
Two-stage Odd Residual Flows for Mean-Preserving Probabilistic Time Series Forecasting
Kiran Madhusudhanan, Christian Klötergens, Lars Schmidt-Thieme +1
Probabilistic forecasting plays an essential role in risk-sensitive decision-making, particularly in long-horizon settings. However, existing approaches often face a fundamental tr…
Do Tabular Foundation Models Agree with Themselves?
Christian Klötergens, Vijaya Krishna Yalavarthi, Lars Schmidt-Thieme +1
Tabular Foundation Models (TFMs) are the state of the art for many tabular prediction tasks. They are transformers that approximate the Bayesian posterior predictive distribution u…
Probabilistic Circuits for Irregular Multivariate Time Series Forecasting
Christian Klötergens, Vijaya Krishna Yalavarthi, Lars Schmidt-Thieme
Joint probabilistic modeling is essential for forecasting irregular multivariate time series (IMTS) to accurately quantify uncertainty. Existing approaches often struggle to balanc…