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01.
arXiv (CS.LG) 2026-06-12

Data-driven Lake Water Quality Forecasting for Time Series with Missing Data using Machine Learning

arXiv:2601.15503v2 Announce Type: replace Abstract: Volunteer-led lake monitoring yields irregular, seasonal time series with many gaps arising from ice cover, weather-related access constraints, and occasional human errors, complicating forecasting and early warning of harmful algal blooms. We study Secchi Disk Depth (SDD) forecasting on a 30-lake, data-rich subset drawn from three decades of in-situ records collected across Maine lakes. Missingness is handled via Multiple Imputation by Chained Equations (MICE), and we evaluate performance with a normalized Mean Absolute Error (nMAE) metric for cross-lake comparability. Among six candidates, ridge regression provides the best mean test performance. Using ridge regression, we then quantify the minimal sample size, showing that under a backward, recent-history protocol, the model reaches within 5% of full-history accuracy with approximately 176 training samples per lake on average. We also identify a minimal feature set, where a compact four-feature subset matches the thirteen-feature baseline within the same 5% tolerance. Bringing these results together, we introduce a joint feasibility function that identifies the minimal training history and fewest predictors sufficient to achieve the target of staying within 5% of the complete-history, full-feature baseline. In our study, meeting the 5% accuracy target required about 64 recent samples and just one predictor per lake, highlighting the practicality of targeted monitoring. Hence, our joint feasibility strategy unifies recent-history length and feature choice under a fixed accuracy target, yielding a simple, efficient rule for setting sampling effort and measurement priorities for lake researchers.

02.
medRxiv (Medicine) 2026-06-15

Epileptogenicity alters intrahippocampal ripple propagation

Objective: Tracing the propagation of high-frequency oscillations (HFOs) aids in localizing epileptogenic regions and improving surgical outcomes. We examined how hippocampal epileptogenicity influences the propagation properties of the HFOs it generates. Methods: We analyzed non-REM sleep stereo-EEG from 49 patients (68 hemispheres) with verified hippocampal contacts. Hippocampi were stratified by excitability: 28 seizure onset zone (SOZ), 22 more-irritative non-SOZ (>6 interictal epileptiform discharges [IED]/min), and 18 less-irritative non-SOZ (

03.
arXiv (CS.CL) 2026-06-15

OLaPh: Optimal Language Phonemizer

Phonemization is a critical component in text-to-speech synthesis. Traditional approaches rely on deterministic transformations and lexica, while neural methods offer potential for higher generalization on out-of-vocabulary (OOV) terms. We introduce OLaPh (Optimal Language Phonemizer), a hybrid framework that integrates extensive multilingual lexica with advanced NLP techniques and a statistical subword segmentation function. Evaluations on the WikiPron benchmark show OLaPh significantly outperforms established baselines in overall accuracy and maintains robustness on OOV data through advanced fallback mechanisms. To further explore neural generalization, we utilize the framework to synthesize a high-consistency training corpus for an instruction-tuned Large Language Model (LLM). While the deterministic framework remains more accurate overall, the LLM demonstrates strong generalization, matching or partly exceeding the framework's performance. This suggests that the LLM successfully internalized phonetic intuitions from the synthetic data that transcend the framework's capabilities. Together, these tools provide a comprehensive, open-source resource for multilingual grapheme-to-phoneme conversion (G2P) research.

04.
bioRxiv (Bioinfo) 2026-06-11

HoloCell: A Generative Foundation Model for Holistic Cellular Modeling

Single-cell multi-omics technologies have recently advanced to enable the profiling of epigenomic, transcriptomic, and proteomic layers within individual cells, offering new opportunities to characterize cellular states as integrated biological systems. However, developing a unified framework that can seamlessly integrate diverse omics modalities and remain robust to heterogeneous modality missingness remains challenging. Here we present HoloCell, to our knowledge the first generative foundation model for joint representation learning and generative modeling across all three major single-cell omics modalities, i.e., epigenomics, transcriptomics, and proteomics. HoloCell contains over 860 million parameters and is pretrained on the Human-Multi-Omics-Corpus, which comprises approximately 468 million single-cell profiles across these three omics layers, corresponding to over 425 billion tokens. HoloCell introduces a simple yet biologically grounded hierarchical tokenization strategy that encodes cis-regulatory elements, genes, and proteins as structured tokens within a shared modeling framework. We evaluated HoloCell across single-omics representation learning, paired multi-omics integration, unpaired multi-omics alignment, and cross-modal generation via iterative diffusion and remasking, demonstrating its superior performance and flexibility across diverse omics tasks. From a representation perspective, HoloCell provides a unified digital mapping of cellular states across multiple omics layers, capturing cell heterogeneity as an integrated system. From a generation perspective, its iterative diffusion and remasking framework accounts for the inherently unordered nature of biological features, enabling in silico simulation of multi-omics information flow. Together, these capabilities position HoloCell as a versatile foundation model toward the emerging concept of a virtual cell, offering both systematic characterization and generative simulation of cellular systems within a unified framework.

05.
arXiv (CS.CL) 2026-06-15

Efficient Rationale-based Retrieval: On-policy Distillation from Generative Rerankers based on JEPA

Unlike traditional fact-based retrieval, rationale-based retrieval typically necessitates cross-encoding of query-document pairs using large language models, incurring substantial computational costs. To address this limitation, we propose Rabtriever, which independently encodes queries and documents, while providing comparable cross query-document comprehension capabilities to rerankers. We start from training a LLM-based generative reranker, which puts the document prior to the query and prompts the LLM to generate the relevance score by log probabilities. We then employ it as the teacher of an on-policy distillation framework, with Rabtriever as the student to reconstruct the teacher's contextual-aware query embedding. To achieve this effect, Rabtriever is first initialized from the teacher, with parameters frozen. The Joint-Embedding Predictive Architecture (JEPA) paradigm is then adopted, which integrates a lightweight, trainable predictor between LLM layers and heads, projecting the query embedding into a new hidden space, with the document embedding as the latent vector. JEPA then minimizes the distribution difference between this projected embedding and the teacher embedding. To strengthen the sampling efficiency of on-policy distillation, we also add an auxiliary loss on the reverse KL of LLM logits, to reshape the student's logit distribution. Rabtriever optimizes the teacher's quadratic complexity on the document length to linear, verified both theoretically and empirically. Experiments show that Rabtriever outperforms different retriever baselines across diverse rationale-based tasks, including empathetic conversations and robotic manipulations, with minor accuracy degradation from the reranker. Rabtriever also generalizes well on traditional retrieval benchmarks such as MS MARCO and BEIR, with comparable performance to the best retriever baseline.

06.
arXiv (quant-ph) 2026-06-19

Scalable quantum circuit knitting using a weak-coupling approximation

arXiv:2606.19035v2 Announce Type: replace Abstract: We present a method for performing distributed quantum computing with controlled approximations. Exact distributed quantum computing requires exponential classical information to reconstruct the quantum process. However, we show how the classical cost is reduced to polynomial if the quantum procedure can be partitioned between a qubit that is weakly coupled the other qubits. We demonstrate our method for a layered circuit based on the circuits used for the quantum approximate optimization algorithm.

07.
arXiv (CS.CV) 2026-06-24

Heterogeneous Knowledge Distillation via Geometry Decoupling and Momentum-Aware Gradient Regulation

Heterogeneous Knowledge Distillation (HKD) aims to transfer knowledge across varying architectures (e.g., from Transformer to CNN) but inherently suffers from severe training instability. We reveal that this instability stems from two highly coupled challenges: massive feature norm discrepancies that cause optimization drag, and severe gradient conflicts between the primary and distillation objectives arising from distinct inductive biases. To achieve stable distillation, we propose SPOFA, a framework built upon a novel Feature and Gradient Dual Stabilization mechanism. Specifically, at the feature level, we introduce a LayerNorm-based decoupling projector that explicitly decouples feature magnitude from direction, creating a bounded and stable space for semantic alignment. At the gradient level, we propose a momentum-driven Exponential Moving Average (MEMA) dynamic scaler. By establishing a robust historical baseline of the optimization trajectory, MEMA actively evaluates instantaneous gradient conflicts and adaptively penalizes harmful distillation signals, guaranteeing stable convergence. Importantly, SPOFA achieves this dual stabilization with an extremely lightweight parameter footprint. Extensive experiments on two mainstream benchmarks demonstrate that SPOFA achieves state-of-the-art accuracy, significantly outperforming computationally expensive methods while introducing only minimal computational overhead compared to standard baselines.

08.
arXiv (CS.CV) 2026-06-19

Rethinking Robust Adversarial Concept Erasure in Diffusion Models

Concept erasure aims to selectively unlearning undesirable content in diffusion models (DMs) to reduce the risk of sensitive content generation. As a novel paradigm in concept erasure, most existing methods employ adversarial training to identify and suppress target concepts, thus reducing the likelihood of sensitive outputs. However, these methods often neglect the specificity of adversarial training in DMs, resulting in only partial mitigation. In this work, we investigate and quantify this specificity from the perspective of concept space, i.e., can adversarial samples truly fit the target concept space? We observe that existing methods neglect the role of conceptual semantics when generating adversarial samples, resulting in ineffective fitting of concept spaces. This oversight leads to the following issues: 1) when there are few adversarial samples, they fail to comprehensively cover the object concept; 2) conversely, they will disrupt other target concept spaces. Motivated by the analysis of these findings, we introduce S-GRACE (Semantics-Guided Robust Adversarial Concept Erasure), which grace leveraging semantic guidance within the concept space to generate adversarial samples and perform erasure training. Experiments conducted with seven state-of-the-art methods and three adversarial prompt generation strategies across various DM unlearning scenarios demonstrate that S-GRACE significantly improves erasure performance 26%, better preserves non-target concepts, and reduces training time by 90%. Our code is available at https://github.com/Qhong-522/S-GRACE.

09.
arXiv (CS.CV) 2026-06-16

City landscape in sight: A crowdsourced framework for unlocking urban-scale window view perceptions from real estate imagery

City landscapes viewed through home windows influence quality of life, yet perceptions of actual window views at the urban scale remain understudied. This study presents an approach for large-scale mapping of perceptions using 12,334 window view images (WVIs) collected from actual residential properties listed on real estate platforms in Wuhan, China, representing a rarely explored form of urban view imagery that offers advantages over the rendered or simulated window views commonly examined in previous studies. Through a non-immersive virtual reality platform, we collected 27,477 pairwise comparisons across six perceptual dimensions (e.g.\ Vivid) from 304 participants based on 499 WVIs. A hybrid neural network model was trained to predict human perceptions of all crowdsourced WVIs and map their spatial distribution. Results reveal significant spatial autocorrelation with distinct hot and cold spots across the whole city. Floor level strongly influences human perceptions: while higher floors offer more preferred and extensive window views, lower-floor windows provide residents with quiet and vivid views. An inference model further shows that window view composition matters considerably: high ratios of sky, trees, and low-rise buildings enhance people's preferences and perceptions of vividness, whereas high ratios of high-rise buildings increase perceptions of monotony and oppression. Importantly, these effects are non-linear: the excessive presence of certain elements can alter their impact on human perception. This work advances urban-scale understanding of residents' visual experiences and provides evidence-based guidance for human-centric urban planning and real estate to optimise visual landscapes from windows.

10.
arXiv (CS.LG) 2026-06-11

Data-Driven Dynamic Assortment in Online Platforms: Learning about Two Sides

arXiv:2606.11118v2 Announce Type: replace Abstract: We study a dynamic assortment problem on a two-sided service platform with incomplete information and heterogeneous customers in a discrete-time setting. In each period, a customer arrives seeking service, and the platform chooses an assortment of sellers to display. The customer then proposes a transaction to at most one seller in the assortment according to a multinomial logit choice model. After a fixed number of periods, sellers review the proposals they have received and each chooses at most one customer according to another multinomial logit choice model, after which the cycle repeats. A key challenge is that the platform does not know the choice-model parameters of either customers or sellers in advance. To our knowledge, this is the first study of a dynamic assortment problem in which both sides' choice parameters are unknown. We develop a data-driven algorithm that learns these parameters while optimizing the platform's objective over time. We evaluate performance using regret, which measures revenue loss relative to a clairvoyant benchmark that knows all parameters and customer arrivals in advance. We show that the algorithm's worst-case regret grows polylogarithmically over time, and we derive a matching lower bound, establishing its rate optimality.

11.
arXiv (CS.CL) 2026-06-11

MA-DLE: Speech-based Automatic Depression Level Estimation via Memory Augmentation

Speech-based automatic estimation of depression levels is essential for enabling early detection and timely intervention, particularly in resource-constrained mental health settings. In recent years, deep learning has demonstrated impressive success across various domains, including affective computing and mental health assessment. Most existing approaches rely on RNN-based architectures (such as LSTM and GRU) to model temporal information for depression estimation. However, the extracted features often emphasize only a few adjacent speech segments, limiting their ability to capture long-range dependencies. To overcome this limitation, we introduce a memory-based feature augmentation method that enhances the representational capacity of GRU-extracted features. Rather than indiscriminately incorporating historical data, our memory bank is designed to selectively integrate two types of components in order to reduce redundancy and irrelevance: (1) historical temporal features that closely resemble the current GRU output, offering complementary contextual information; and (2) dynamic memory features identified based on feature variability, which capture behavioral and emotional fluctuations indicative of depressive symptoms. To effectively fuse the memory-augmented features with GRU outputs, we further design a Hierarchical Attention Fusion (HAF) module. Our method is evaluated on the widely used DAIC-WOZ and E-DAIC datasets, achieving state-of-the-art performance.

12.
arXiv (CS.LG) 2026-06-11

Flow Matching with In-Context Priors for Out-of-Distribution Brain Dynamics

arXiv:2606.11833v1 Announce Type: new Abstract: Flow matching and diffusion models enable conditional generation across domains ranging from images to proteins, with recent extensions to out-of-distribution contexts. Yet generative models of neural time series have largely remained restricted to categorical conditioning, precluding compositional and zero-shot generalization. In this work, we propose a per-timestep conditioned diffusion transformer for generating realistic fMRI brain dynamics during unseen cognitive tasks by injecting both compositional language and optional spatial priors in-context. Such zero-shot generation could enable counterfactual neuroscience by supporting in-silico design and evaluation of novel cognitive experiments before empirical validation. Leveraging this model, we evaluate across hundreds of held-out task conditions and characterize predictive performance in relation to the training manifold. From language alone, the model recovers region-specific recruitment across tasks and held-out spatial activation patterns. Spatial priors, when available, complement the text pathway by anchoring generation in regions of task space where language alone degrades, while retaining the compositional structure needed for counterfactual task specification. To our knowledge this is the first generative model of whole-cortex fMRI dynamics for unseen cognitive tasks, advancing counterfactual neuroscience and data-driven experimental design.

13.
arXiv (CS.CV) 2026-06-16

MNet++: Extended 2D/3D Networks for Anisotropic Medical Image Segmentation

This work demonstrates a full reproduction and extension of MNet, a hybrid 2D/3D convolutional network designed for anisotropic medical image segmentation. The original architecture was re-implemented within the nnU-Net framework to verify its reported performance and robustness to variable voxel spacing, known as anisotropy. Experiments were conducted on PROMISE prostate MRI and a controlled subset of LiTS liver CT under matched preprocessing and compute constraints. The reproduced MNet achieved a Dice similarity coefficient (DSC) of 89.0 +/- 0.9% on PROMISE, within 0.8% of the published result, and 94.3 +/- 1.9% / 54.6 +/- 3.1% for liver and tumor segmentation on LiTS, respectively. Two lightweight extensions were further introduced: (1) a learned Fusion Gating mechanism enabling adaptive 2D-3D feature blending, and (2) a VMamba state-space module for efficient long-range depth modelling. The Spatial Gating variant improved DSC by +0.8% with less than 3% inference overhead, while VMamba improved performance consistency, reducing PROMISE Dice variation to +/- 0.7% and achieving the strongest LiTS liver performance at 95.8% Dice. Both extensions preserved MNet robustness to anisotropy, with delta Dice = 1.5% across 1-4 mm voxel spacing. Overall, the study confirms MNet reproducibility and demonstrates that adaptive fusion and state-space modelling have the potential to further strengthen segmentation reliability under anisotropic conditions. However, further tests are required to provide definitive conclusions.

16.
arXiv (CS.AI) 2026-06-16

RollArt: Disaggregated Multi-Task Agentic RL Training at Scale

arXiv:2512.22560v2 Announce Type: replace-cross Abstract: Agentic Reinforcement Learning (RL) trains LLMs through multi-turn interactions with environments, producing workloads that mix compute-bound prefill, bandwidth-bound decoding, CPU-heavy environment execution, and bursty reward evaluation. Existing systems either colocate all stages on a single GPU cluster or decouple them only at a coarse granularity, overlooking hardware heterogeneity and incurring substantial synchronization overhead across stages. We present ROLLART, a system for multi-task agentic RL on disaggregated infrastructure. ROLLART maps each pipeline stage to best-fit hardware, routing prefill-heavy tasks to compute-optimized GPUs, decode-heavy tasks to bandwidth-optimized GPUs, and environments to CPU clusters. It decouples rollout at the trajectory level, allowing generation, environment interaction, and reward scoring to proceed independently, so that slow or failed environments never block the others. ROLLART offloads stateless reward computation to serverless infrastructure and overlaps rollout with training via staleness-bounded asynchronous weight synchronization. Our results demonstrate that ROLLART effectively improves training throughput and achieves 1.31–2.05 \(\times\) training time reduction compared to various RL systems. We also evaluated ROLLART by training a hundreds-of-billions-parameter MoE model for Qoder product on an Alibaba cluster with above 3,000 GPUs, demonstrating its stability and scalability.

17.
arXiv (CS.AI) 2026-06-15

Hyperdimensional computing for structured querying on tabular data embeddings

arXiv:2606.13871v1 Announce Type: new Abstract: Tabular data embeddings have become a cornerstone of data profiling and data integration pipelines, enabling tasks such as entity annotation and resolution; schema matching; column type detection; and table search, among others. Existing approaches embed rows, columns, or entire tables into a vector space and rely on nearest-neighbor search to retrieve candidate matches. A fundamental limitation of current embedding methods is the lack of interpretable similarity scores: the concrete similarity value between a query and its nearest neighbour carries no intrinsic meaning, making it impossible to determine whether that neighbour is a true match or simply the least-dissimilar item in a corpus that contains no valid answer. This inability to set principled thresholds for retrieval undermines practical deployment, particularly for zero-match detection. We investigate the use of HyperDimensional Computing (HDC), specifically the Holographic Reduced Representations (HRR) model, as a framework for tabular row embeddings when the retrieval task corresponds to answering structured select-project queries in vector space. Exploiting the algebraic properties of HDC operations, we derive closed-form expected similarity values for both equality and non-equality retrieval predicates, which converge to interpretable values as dimensionality increases, and use these to identify suitable retrieval thresholds. We evaluate HDC against EmbDI, a graph-based baseline, on two real-world datasets across varying table sizes and predicate lengths. Our results show that HDC matches or outperforms EmbDI for row retrieval across all configurations, handles non-equality predicates more robustly, and achieves perfect attribute projection accuracy at sufficient dimensionality – while uniquely enabling reliable identification of zero-match predicates through its principled thresholds.

18.
arXiv (CS.AI) 2026-06-17

DRFLOW: A Deep Research Benchmark for Personalized Workflow Prediction

arXiv:2606.18191v1 Announce Type: new Abstract: Deep research (DR) systems are increasingly used for complex information-seeking tasks, but existing works mainly focus on generating reports and summaries. In contrast, many enterprise tasks instead require an agent to identify concrete workflows which is a sequence of action-steps. For example, rather than summarizing budgeting policies, an agent should be able to determine the steps needed to answer a question such as: "How do I request new headcount given a fixed budget?". Therefore, we introduce DRFLOW, a benchmark for evaluating personalized workflows predicted by agents from heterogeneous sources. Each task requires the agent to identify relevant evidence from scattered sources, then use that evidence to predict the correct action-step sequence for the user's task. DRFLOW contains 100 tasks across five domains, with 1,246 reference workflow steps grounded in more than 3,900 sources. We define seven diagnostic metrics covering factual grounding, step recovery, structural ordering, condition resolution, and personalization. We further present DRFLOW-Agent (DRFA), a workflow-oriented reference agent to predict personalized workflow. We show that although DRFA improves over strong baseline agents (upto 10.02% average F1 score), there is substantial room for improvement remains across these workflow metrics, indicating that predicting complete and correct personalized workflows remains a challenging frontier for deep research.

19.
arXiv (math.PR) 2026-06-16

Riviera model with egoistical settlers

arXiv:2606.16791v1 Announce Type: cross Abstract: The Riviera model mimics a densifying settlement along the coastline. In the lattice version, houses are built sequentially in empty sites with the constraint that every newly built house has at least one empty neighboring site. The distribution of clusters of adjacent houses does not obey a closed set of evolutionary equations, but the void-cluster-void distribution does. We compute the latter and extract the cluster distribution from it. In the jammed state, when all voids have length one and the evolution ceases, the cluster distribution has a neat form and exhibits a factorial decay with the length of the cluster. To investigate finite systems, we employ a static approach directly treating jammed states. If the coastline is a finite segment, we determine the statistics of the number of empty sites in the jammed state (the average, variance, and higher cumulants). We also study a continuum version in which houses are built along the line so that each newly built house is sufficiently separated from at least one neighboring house.

20.
arXiv (CS.CL) 2026-06-19

Creating Multilingual Mental Health Dialogue Datasets: Limits of Persona-Based Localization via Nationality and Language

AI and large language models (LLMs) have emerged as promising tools to address global mental health challenges. Despite the global nature of these challenges, there remains a critical shortage of high-quality datasets for training and evaluating such systems. To mitigate this gap, researchers increasingly generate synthetic clinical personas to simulate user data and test digital mental health support systems. However, most validated personas rely on English-centric contexts. This paper investigates whether similar persona-based methods can be used to generate multilingual mental health datasets. We modified nationality and language parameters in personas to generate clinical dialogues in Mandarin, Bengali, and Hindi. We then examined how different LLMs perform when evaluating the depression severity of these generated multilingual datasets against the baseline in English. Our findings indicate that just adding nationality and language parameters in personas might not be adequate, as it can introduce clinical inconsistency across languages. LLM judge models often exhibit inaccuracies in assessing depression severity in non-English texts, with performance varying across different models. This exposes the systemic limitations of applying English-centric personas to multilingual contexts. Ultimately, our work highlights the urgent need for culturally responsive data generation to ensure equitable mental health systems globally.

21.
arXiv (CS.CL) 2026-06-15

SIMMER: Benchmarking Latent Failures in LLM Executable Planning with a World Model

Large language models (LLMs) are increasingly deployed as planners for autonomous agents in household environments. While existing benchmarks evaluate whether LLM-generated plans execute successfully, they overlook a critical type of failure: latent failures. Unlike immediate failures that trigger instant feedback at execution time and enable timely correction, latent failures do not immediately halt plan execution but silently compromise goal achievement. In severe cases, they cause irreversible harm. To address this gap, we introduce SIMMER, a benchmark for evaluating latent failures in LLM planning through a human-curated symbolic world model grounded in the kitchen domain. SIMMER defines a world model comprising 77 actions, 262 unique objects, and approximately 46,800 possible interactions that are semantically realistic, derived from real-world cooking scripts. It then leverages a state machine executor that validates plans against the world model and detects immediate precondition violations, latent hazards, and irreversible failures. Experiments across six LLMs show that even frontier models achieve at most 17% error-free plans. Moreover, up to 56% of plans contain latent failures, the majority of which lead to irreversible consequences. We further demonstrate that explicit state reasoning via counterfactual foresight simulation can reduce latent failures by up to 72% and irreversible cases by up to 75%, suggesting a promising direction for more robust LLM planners.

22.
arXiv (CS.AI) 2026-06-16

Topological Flow Matching

arXiv:2606.15897v1 Announce Type: cross Abstract: Flow matching is a powerful generative modeling framework, valued for its simplicity and strong empirical performance. However, its standard formulation treats signals on structured spaces, such as fMRI data on brain graphs, as points in Euclidean space, overlooking the rich topological features of their domains. To address this, we introduce topological flow matching, a topology-aware generalization of flow matching. We interpret flow matching as a framework for solving a degenerate Schrödinger bridge problem and inject topological information by augmenting the reference process with a Laplacian-derived drift. This principled modification captures the structure of the underlying domain while preserving the desirable properties of flow matching: a stable, simulation-free objective and deterministic sample paths. As a result, our framework serves as a drop-in replacement for standard flow matching. We demonstrate its effectiveness on diverse structured datasets, including brain fMRIs, ocean currents, seismic events, and traffic flows.

23.
arXiv (CS.LG) 2026-06-16

Beyond the Smile: A Hybrid Convolutional VAE for Crypto Volatility Surfaces

arXiv:2606.16961v1 Announce Type: new Abstract: We present a convolutional variational autoencoder for cryptocurrency implied-volatility surfaces, together with a deployable predictor that combines it with a quadratic smile re-fit through a deterministic per-tenor routing rule. Trained on 6,034 fully-filled hourly Binance Options surfaces of BTC and ETH spanning May-October 2023 and parameterised on a common $6 \times 7$ tenor-delta grid, the model attains a hidden-cell surface-completion RMSE in the 0.94-1.56 vol-point range across both markets and mask rates 10-50%. The hybrid predictor attains 0.83 vol points at 50% masking against 7.00 for the smile re-fit alone, an eightfold reduction obtained at no additional inference cost. Under structurally-correlated hole patterns that emulate the withdrawal of an entire tenor of strikes, the smile re-fit incurs 9.6-13.1 vol points of error while the learned model remains at 1.5-1.9, isolating a regime in which the generative model is the only viable predictor. Joint training on BTC and ETH improves the in-distribution model on both markets by 9-27% relative to the better-performing single-symbol counterpart, indicating a substantially shared vol-surface manifold across the two largest cryptocurrencies over the observation window. The hybrid is calendar- and butterfly-arbitrage-free at the listed strikes, a property that the parametric smile re-fit alone fails at high mask rates. The per-snapshot reconstruction error of the trained model flags the late-October ETF-anticipation rally and the August $17$, $2023$ flash crash as elevated-error periods without supervision. All training and evaluation infrastructure is released to support reproducible follow-on work.

24.
arXiv (CS.LG) 2026-06-19

When Calibration Fails the Vulnerable Hospital: Federated Conformal Risk Control via Risk-Curve Shrinkage

arXiv:2606.20115v1 Announce Type: new Abstract: Conformal risk control (CRC) provides distribution-free guarantees on segmentation quality by calibrating a prediction-set threshold on held-out data. In federated deployments, the standard approach pools calibration scores across sites into a single threshold. We provide the first quantification, on real multi-institutional brain tumor data (FeTS-2022, 1,251 subjects, 20 institutions), showing that this naive pooled CRC protects the average hospital but violates coverage at 40% of individual institutions, with the worst site exceeding the target false-negative rate by 7.8 percentage points. The naive alternative, per-site local CRC, largely restores coverage but inflates prediction sets by 83x, rendering them clinically useless. We propose a shrinkage-based federated CRC protocol: each site transmits only its empirical risk curve (G scalars) to a server, which computes a shrinkage-regularized threshold per site. A single hyperparameter n0 smoothly trades worst-case coverage for prediction-set efficiency; leave-one-site-out sensitivity analysis identifies n0=19, achieving 2.7/20 violations at 2.0x stretch. We further show that direct Lagrangian optimization of coverage budgets fails, concentrating risk on vulnerable hospitals, and that the finite-sample correction term is essential: removing it triples violations. The marginal CRC guarantee is preserved by construction under the stated site-mixture assumption; per-site coverage is validated across four targets with three seeds. No patient-level images, masks, or per-volume scores leave any site.