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Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting

We introduce a semiparametric approach for forecasting Value-at-Risk (VaR) and Expected Shortfall (ES) by modeling the conditional scale of financial returns, defined as the difference between two spe...

👤 Xiaochun Liu|Richard Luger 📰 International Journal of Forecasting 📅 2026 👁 166 📚 33

Optimising two-block averaging kernels to speed up Markov chains

We study the problem of selecting optimal two-block partitions to accelerate the mixing of finite Markov chains under group-averaging transformations. The main objectives considered are the Kullback-L...

👤 Ryan J. Y. Lim|Michael C. H. Choi 📰 arXiv 📅 2026 👁 94 📚 33

Scalable Simulation-Based Model Inference with Test-Time Complexity Control

Simulation plays a central role in scientific discovery. In many applications, the bottleneck is no longer running a simulator; it is choosing among large families of plausible simulators, each corres...

👤 Manuel Gloeckler|J. P. Manzano-Patrón|St... 📰 arXiv 📅 2026 👁 84 📚 33

Single molecule localization microscopy challenge: a biologically inspired benchmark for long-sequence modeling

State space models (SSMs) have recently achieved strong performance on long sequence modeling tasks while offering improved memory and computational efficiency compared to transformer based architectu...

👤 Fatemeh Valeh|Monika Farsang|Radu Grosu|... 📰 arXiv 📅 2026 👁 475 📚 32

Understanding and Managing Frogeye Leaf Spot through Network-Based Modeling in Soybean

Frogeye Leaf Spot (FLS), caused by Cercospora sojina, poses a significant threat to soybean production, with yield losses of 30-60%. Traditional mass-action models assume homogeneous mixing, which rar...

👤 Chinthaka Weerarathna|Thien-Minh Le|Jin ... 📰 arXiv 📅 2026 👁 307 📚 32

DyMoE: Dynamic Expert Orchestration with Mixed-Precision Quantization for Efficient MoE Inference on Edge

Despite the computational efficiency of MoE models, the excessive memory footprint and I/O overhead inherent in multi-expert architectures pose formidable challenges for real-time inference on resourc...

👤 Yuegui Huang, Zhiyuan Fang, Weiqi Luo, R... 📰 arXiv 📅 2026 👁 213 📚 31

Doubly Robust Estimation of Treatment Effects in Staggered Difference-in-Differences with Time-Varying Covariates

The difference-in-differences (DiD) design is a quasi-experimental method for estimating treatment effects. In staggered DiD with multiple treatment groups and periods, estimation based on the two-way...

👤 Yuhao Deng|Le Kang 📰 arXiv 📅 2026 👁 106 📚 31

Probabilistic Joint and Individual Variation Explained (ProJIVE) for Data Integration

Collecting multiple types of data on the same set of subjects is common in modern scientific applications including, genomics, metabolomics, and neuroimaging. Joint and Individual Variance Explained (...

👤 Raphiel J. Murden|Ganzhong Tian|Deqiang ... 📰 Journal of Computational and Graphical Statistics 📅 2026 👁 448 📚 30

A Model Ensemble-Based Post-Processing Framework for Fairness-Aware Prediction

Striking an optimal balance between predictive performance and fairness continues to be a fundamental challenge in machine learning. In this work, we propose a post-processing framework that facilitat...

👤 Zhouting Zhao, Tin Lok James Ng 📰 arXiv 📅 2026 👁 327 📚 30

Annotation of Positive vs Negative User Interactions for Social Sign Prediction

Inferring the sign of social relationships from online interactions is a fundamental challenge in social network analysis. Existing approaches typically rely on sentiment analysis to label individual ...

👤 Biancamaria Bombino | Chiara Boldrini | ... 📰 arXiv 📅 2026 👁 137 📚 30

End-to-End Training for Unified Tokenization and Latent Denoising

Latent diffusion models (LDMs) enable high-fidelity synthesis by operating in learned latent spaces. However, training state-of-the-art LDMs requires complex staging: a tokenizer must be trained first...

👤 Shivam Duggal | Xingjian Bai | Zongze Wu... 📰 arXiv 📅 2026 👁 122 📚 30

Identification and Estimation of Consumers' Preferences from Repeated Observations under Nonlinear Pricing

We develop a nonparametric approach to identify and estimate consumer preferences and unobserved heterogeneity under nonlinear price schedules. Leveraging variation across multiple price schedules, we...

👤 Samuele Centorrino | Frédérique Fève | J... 📰 arXiv 📅 2026 👁 108 📚 30

mmid: Multi-Modal Integration and Downstream analyses for healthcare analytics in Python

mmid (Multi-Modal Integration and Downstream analyses for healthcare analytics) is a Python package that offers multi-modal fusion and imputation, classification, time-to-event prediction and clusteri...

👤 Andrea Mario Vergani | Valeria Iapaolo |... 📰 arXiv 📅 2026 👁 96 📚 30

Dynamic Prediction of the Target Survival Time in Metastatic Solid Tumor Cancer Clinical Trials

Overall survival (OS) is the gold standard for assessing patient benefit and cost-effectiveness of new cancer drugs. However, it is often difficult to use OS as the primary endpoint in randomized clin...

👤 Sidi Wang | Kelley Kidwell | Bo Huang | ... 📰 arXiv 📅 2026 👁 156 📚 29

SegMaFormer: A Hybrid State-Space and Transformer Model for Efficient Segmentation

The advent of Transformer and Mamba-based architectures has significantly advanced 3D medical image segmentation by enabling global contextual modeling, a capability traditionally limited in Convoluti...

👤 Duy D. Nguyen | Phat T. Tran-Truong 📰 arXiv 📅 2026 👁 119 📚 29

Bayesian Fractional Polynomials for Optimal Dosage Estimation with Fish Nutrition Applications

The problem of optimal dosage estimation arises in diverse scientific domains, from pharmacology and toxicology to aquaculture and environmental studies. Statistical modeling of nonlinear dose-respons...

👤 Aliaksandr Hubin | Åshild Krogdahl | Gur... 📰 arXiv 📅 2026 👁 71 📚 29

Leveraging External Controls for Treatment Switching in Randomized Controlled Trials: A Weighted Causal Inference Framework for Overall Survival

In many oncology clinical trials where overall survival is a key endpoint, patients are permitted to switch from the control arm to the experimental treatment arm or other suitable therapies. Switchin...

👤 Andy A. Shen | Chenqi Fu | Ray Lin 📰 arXiv 📅 2026 👁 125 📚 28

Zero-Scan Data Quality: Leveraging Table Format Metadata for Continuous Observability at Scale

Modern table formats such as Apache Iceberg compute and store metadata-commit timestamps, record counts, and column-level statistics such as null counts and value bounds at write time as part of file ...

👤 Mohit Verma | Shantanu Rawat | Christian... 📰 arXiv 📅 2026 👁 85 📚 28

When do trajectories matter? Identifiability analysis for stochastic transport phenomena

Stochastic models of diffusion are routinely used to study dispersal of populations, including populations of animals, plants, seeds and cells. Advances in imaging and field measurement technologies m...

👤 Matthew J Simpson | Michael J Plank 📰 arXiv 📅 2026 👁 63 📚 28

UNICORN: Ultrasound Nakagami Imaging via Score Matching and Adaptation for Assessing Hepatic Steatosis

Ultrasound imaging is an essential first-line tool for assessing hepatic steatosis. While conventional B-mode ultrasound imaging has limitations in providing detailed tissue characterization, ultrasou...

👤 Kwanyoung Kim|Jaa-Yeon Lee|Youngjun Ko|G... 📰 arXiv 📅 2026 👁 334 📚 27
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