"high-dimensional forecasting" Papers

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High-Dimensional Calibration from Swap Regret

Maxwell Fishelson, Noah Golowich, Mehryar Mohri et al.

NeurIPS 2025oralarXiv:2505.21460
4
citations

Deep Functional Factor Models: Forecasting High-Dimensional Functional Time Series via Bayesian Nonparametric Factorization

Yirui Liu, Xinghao Qiao, Yulong Pei et al.

ICML 2024oralarXiv:2305.14543