3 papers
cs.LG2026
Variational Inference for Bayesian MIDAS Regression
Luigi Simeone
We develop a Coordinate Ascent Variational Inference (CAVI) algorithm for Bayesian Mixed Data Sampling (MIDAS) regression with linear weight parameterizations. The model separates…
cs.LG2026
Potential-energy gating for robust state estimation in bistable stochastic systems
Luigi Simeone
We introduce potential-energy gating, a method for robust state estimation in systems governed by double-well stochastic dynamics. The observation noise covariance of a Bayesian fi…
cs.LG2026
Time Series Foundation Models for Energy Load Forecasting on Consumer Hardware: A Multi-Dimensional Zero-Shot Benchmark
Luigi Simeone
Time Series Foundation Models (TSFMs) have introduced zero-shot prediction capabilities that bypass the need for task-specific training. Whether these capabilities translate to mis…