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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 👁 181 📚 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 👁 99 📚 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 👁 89 📚 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 👁 489 📚 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 👁 314 📚 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 👁 218 📚 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 👁 122 📚 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 👁 455 📚 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 👁 336 📚 30

Quantifying Entrainment Evidence: A Comparison of Frequentist and Bayesian Approaches for Information Processing Pathway Maps

Information Processing Pathway Maps (IPPMs) offer a scalable framework for formalizing the complex sequence of mathematical transformations applied to sensory stimuli. These maps chart the latency and...

👤 Kaibo Zhang | Ji Wu | Chao Zhang | Andre... 📰 arXiv 📅 2026 👁 208 📚 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 👁 155 📚 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 👁 149 📚 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 👁 125 📚 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 👁 122 📚 30

Lower Bounds for PIR with Preprocessing from Blackbox Cryptography

(shortened for arXiv metadata) We study the limits of single-server private information retrieval (PIR) with preprocessing. Prior work has shown that single-server PIR with sublinear communication req...

👤 Alexander Hoover | Giuseppe Persiano | K... 📰 arXiv 📅 2026 👁 48 📚 30

The Many Senses of Visual Similarity: A Text-Prompted Image Perceptual Metric

Human visual similarity judgments are context-dependent. For example, two images may be similar in shape but distinct in color. Existing perceptual similarity metrics, however, collapse these nuances ...

👤 Sheng-Yu Wang | Yotam Nitzan | Aaron Her... 📰 arXiv 📅 2026 👁 183 📚 29

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 👁 169 📚 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 👁 146 📚 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 👁 91 📚 29

The critical KPZ scale for the Averaging Process

KPZ-type extremal fluctuations have recently been proved for several models of random walks in space-time random environments (RWRE) in $1+1$ dimensions. A general moment criterion predicts the spatia...

👤 Hindy Drillick | Shalin Parekh | Federic... 📰 arXiv 📅 2026 👁 160 📚 28
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