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Classifying sequential data as early and as accurately as possible is a challenging yet critical problem, especially when a sampling cost is high. One algorithm that achieves this goal is the sequential probability ratio test (SPRT), which…

Machine Learning · Computer Science 2021-02-09 Akinori F. Ebihara , Taiki Miyagawa , Kazuyuki Sakurai , Hitoshi Imaoka

We study optimal stopping for diffusion processes with unknown model primitives within the continuous-time reinforcement learning (RL) framework developed by Wang et al. (2020), and present applications to option pricing and portfolio…

Optimization and Control · Mathematics 2025-08-12 Min Dai , Yu Sun , Zuo Quan Xu , Xun Yu Zhou

In 2017, a research paper compared 18 Time Series Classification (TSC) algorithms on 85 datasets from the University of California, Riverside (UCR) archive. This study, commonly referred to as a `bake off', identified that only nine…

Machine Learning · Computer Science 2026-05-11 Matthew Middlehurst , Patrick Schäfer , Anthony Bagnall

Time series forecasting plays a pivotal role in a wide range of applications, including weather prediction, healthcare, structural health monitoring, predictive maintenance, energy systems, and financial markets. While models such as LSTM,…

Machine Learning · Computer Science 2026-04-03 Qianying Cao , Shanqing Liu , Alan John Varghese , Jerome Darbon , Michael Triantafyllou , George Em Karniadakis

The variety of complex algorithmic approaches for tackling time-series classification problems has grown considerably over the past decades, including the development of sophisticated but challenging-to-interpret deep-learning-based…

Methodology · Statistics 2023-04-03 Trent Henderson , Annie G. Bryant , Ben D. Fulcher

Diffusion Policies have demonstrated impressive performance in robotic manipulation tasks. However, their long inference time, resulting from an extensive iterative denoising process, and the need to execute an action chunk before the next…

Robotics · Computer Science 2025-08-08 Yufei Duan , Hang Yin , Danica Kragic

Test-Time Scaling (TTS) improves the reasoning performance of Large Language Models (LLMs) by allocating additional compute during inference. We conduct a structured survey of TTS methods and categorize them into sampling-based,…

Computation and Language · Computer Science 2025-06-06 Ho-Lam Chung , Teng-Yun Hsiao , Hsiao-Ying Huang , Chunerh Cho , Jian-Ren Lin , Zhang Ziwei , Yun-Nung Chen

Real-Time Networks (RTNs) provide latency guarantees for time-critical applications and it aims to support different traffic categories via various scheduling mechanisms. Those scheduling mechanisms rely on a precise network performance…

Networking and Internet Architecture · Computer Science 2021-04-07 Chien-Cheng Wu

Accurate quantum state readout is crucial for error correction and algorithms, but measurement errors are detrimental. Readout fidelity is typically limited by a poor signal-to-noise ratio (SNR) and energy relaxation ($T_1$ decay), a…

Quantum Physics · Physics 2026-01-28 Samuel Jung , Neel Vora , Akel Hashim , Yilun Xu , Gang Huang

The new paradigm of test-time scaling has yielded remarkable breakthroughs in Large Language Models (LLMs) (e.g. reasoning models) and in generative vision models, allowing models to allocate additional computation during inference to…

Machine Learning · Computer Science 2025-08-14 Luca Eyring , Shyamgopal Karthik , Alexey Dosovitskiy , Nataniel Ruiz , Zeynep Akata

Classical Time Series Classification algorithms are dominated by feature engineering strategies. One of the most prominent of these transforms is ROCKET, which achieves strong performance through random kernel features. We introduce…

Machine Learning · Computer Science 2025-12-10 Nicholas Harner

Consider a collection of competing machine learning algorithms. Given their performance on a benchmark of datasets, we would like to identify the best performing algorithm. Specifically, which algorithm is most likely to rank highest on a…

Machine Learning · Computer Science 2025-08-08 Amichai Painsky

Time series classification(TSC) has always been an important and challenging research task. With the wide application of deep learning, more and more researchers use deep learning models to solve TSC problems. Since time series always…

Machine Learning · Computer Science 2021-01-27 Shibo Zhou , Yu Pan

We consider the problem of fast time-series data clustering. Building on previous work modeling the correlation-based Hamiltonian of spin variables we present an updated fast non-expensive Agglomerative Likelihood Clustering algorithm…

Computational Finance · Quantitative Finance 2022-03-22 Lionel Yelibi , Tim Gebbie

Selective classification enhances the reliability of predictive models by allowing them to abstain from making uncertain predictions. In this work, we revisit the design of optimal selection functions through the lens of the Neyman--Pearson…

Machine Learning · Computer Science 2026-03-04 Alvin Heng , Harold Soh

Latent class model (LCM), which is a finite mixture of different categorical distributions, is one of the most widely used models in statistics and machine learning fields. Because of its non-continuous nature and the flexibility in shape,…

Machine Learning · Statistics 2021-03-23 Hao Chen , Lanshan Han , Alvin Lim

Time Series Classification (TSC) involved building predictive models for a discrete target variable from ordered, real valued, attributes. Over recent years, a new set of TSC algorithms have been developed which have made significant…

Machine Learning · Computer Science 2023-04-27 Alejandro Pasos Ruiz , Michael Flynn , Anthony Bagnall

A tracking algorithm based on consensus-robust estimators was implemented for the analysis of experiments with time-projection chambers. In this work, few algorithms beyond RANSAC were successfully tested using experimental data taken with…

Instrumentation and Detectors · Physics 2020-11-30 J. C. Zamora , G. F. Fortino

Reservoir computing (RC), is a class of computational methods such as Echo State Networks (ESN) and Liquid State Machines (LSM) describe a generic method to perform pattern recognition and temporal analysis with any non-linear system. This…

Machine Learning · Computer Science 2024-11-19 Anmol Biswas , Sharvari Ashok Medhe , Raghav Singhal , Udayan Ganguly

The OSTSC package is a powerful oversampling approach for classifying univariant, but multinomial time series data in R. This article provides a brief overview of the oversampling methodology implemented by the package. A tutorial of the…

Computation · Statistics 2017-11-28 Matthew Dixon , Diego Klabjan , Lan Wei