Autocorrelations

Sparse autoencoders (SAEs) are increasingly used to recover interpretable features from neural-network activations, yet systematic feature co-occurrence can cause distinct features to be absorbed or merged. The MAIS-O43 open problem proposes a controlled experiment to characterize when recovery of a true synthetic dictionary gives way to feature merging as the nesting fraction $γ$, sparsity penalty $λ$, and dictionary size $M$ vary. We implement the specified protocol and evaluate 200 independently initialized fits across ten of the 165 grid cells. We observe zero full-dictionary recoveries and zero merges. Instead, every run converges to a reproducible diffuse phase: reconstruction is nearly perfect, but learned atoms typically remain far from the true features (median best cosine 0.5-0.7 against a 0.95 recovery criterion) and learned codes are an order of magnitude denser than the ground truth. This behavior persists under robustness checks and across the full 165-cell grid using standard minibatch Adam (3,300 additional fits). Since the global optimum of the exact sparse-coding objective is known to merge nested features in the two-feature case, these results suggest that trained SAEs need not reach the corresponding minima, and that the phase diagram of trained models may differ fundamentally from that of objective minimizers.

We present our solution to the LUMPI track of the UCF UrbanTwin Sim2Real LiDAR Challenge at the 6th DriveX Workshop, ECCV 2026. The detector must be trained only on synthetic data and is evaluated on 50 held-out real LiDAR frames; a separate 50-frame synthetic submission is evaluated for point-cloud realism. Our method addresses the Sim2Real gap at three levels. First, we align synthetic scans to the 50k-point test density and build a 30k-record training pool using UT-LUMPI geometry, RangeLDM-based sampling diversification, rare-class copy-paste, and pedestrian-oriented augmentation. Second, complementary DSVT detectors and Car/Bus PointPillars specialists are trained under the same synthetic-only constraint. Third, predictions are integrated by class-aware routing, asymmetric agreement fusion, constrained residual-recall supplementation, class-coverage auditing, and selective box-size calibration. The realism branch is optimized independently with radial-density matching, weak affine calibration, and calibrated set mixing. The final submission obtains a Combined Score of 0.4692, a Detection Score of 0.1797, a Realism Score of 0.9035, and 3D mAP@0.5 of 0.1258.

Scientific simulations generate collections of physical fields with heterogeneous statistics and dependencies, yet learned compressors often encode those fields independently or rely on a shared encoder without explicitly modeling the structure that remains in latent space. We present CAESAR-LDAR, an error-controlled multivariate learned compressor that augments a shared CAESAR-V backbone with two complementary mechanisms: a trainable orthogonal transform that reorganizes dependence across aligned latent channels, and a causal autoregressive hierarchical prior that captures local spatial structure left after transformation. Orthogonality is maintained through a matrix-exponential parameterization, making the transform exactly invertible without an additional penalty. A common residual-correction stage is applied uniformly to all variants to enforce the requested reconstruction tolerance. Experiments across combustion, climate, and turbulence data show that the two mechanisms are useful in different regimes. Latent decorrelation helps most when substantial linear cross-channel dependence survives the nonlinear encoder, whereas autoregressive modeling remains effective when the remaining structure is primarily local or spatial. Their combination provides the strongest or near-strongest rate-distortion performance across the evaluated datasets. The global transform adds little computational overhead, while autoregressive coding introduces a larger throughput tradeoff. More broadly, the results suggest a practical design principle for multivariate scientific compression: exploit global cross-channel dependence when it is measurably present in latent space, and use local probabilistic context as a complementary mechanism across a wider range of data regimes.

This paper proposes an algorithm for estimating the similarity transformation, namely translation, scale, and rotation, between two images with subpixel accuracy. Image registration is a fundamental technique for aligning images acquired under different viewpoints and imaging conditions, and a representative approach based on maximizing discrete cross-correlation is the Fourier--Mellin registration. However, the Fourier--Mellin approach often fails to achieve sufficient alignment accuracy when subpixel-level estimation is required. The proposed method integrates (i) scale-and-rotation estimation from the Fourier magnitude spectrum in a log-polar representation and (ii) maximization of phase-only correlation based on the auxiliary function method. This integration enables a two-stage estimation procedure: it first estimates scale and rotation without being affected by translation, and then estimates translation with subpixel precision in the spatial domain using the corrected image pair. A simulation experiment on image pairs subjected to random similarity transformations demonstrates that the proposed method reduces estimation errors in scale, rotation, and translation compared with Fourier--Mellin-based registration methods using discrete cross-correlation.

Vector autoregressive moving-average (VARMA) models have long been considered impractical beyond moderate dimensions: the likelihood is non-convex, the parametrization is identified only up to equivalence, and every evaluation costs a pass over the entire series. Yet their moving-average term captures with a few parameters what a pure autoregression matches only with many lags. We introduce an estimation framework that removes this computational barrier: each optimization iteration is independent of the series length $T$. The framework combines a partial-autocorrelation reparametrization that guarantees stationarity and invertibility by construction, Gaussian priors on the reparametrized coefficients with separate scales for diagonal and off-diagonal entries, and losses that depend on the data only through fixed-size sufficient statistics, evaluated by a Parseval (Fourier) identity at near-linear cost in the truncation length. This yields two point estimators: a regularized least-squares fit and a covariance-marginalized maximum-a-posteriori estimator. We prove that both recover the infinite-autoregressive representation of the true process at a near-parametric rate in fixed dimension, so the truncation introduces no asymptotic bias. The same machinery extends, at the same leading cost, to seasonal dynamics, exogenous regressors (VARMAX), and rolling-window refits. Empirically, the estimators stay close to the oracle forecast error from $d=10$ to $d=40$ (where classical conditional MLE returns non-invertible fits whose forecasts diverge) and match or beat VAR, Bayesian-VAR, component-wise ARMA, and sparse-VARMA baselines on retail-demand, meteorological, and air-quality data. This brings likelihood-based VARMA estimation, at a per-iteration cost independent of the series length, to the problem sizes where practitioners have so far relied on VAR models.

Internet of Things (IoT) applications generate vast amounts of Correlated Time Series (CTS) data that often contain missing values and require imputation. Existing methods emphasize accuracy but often lack adaptability to changing IoT environments: they are vulnerable to sensor failures, cannot selectively impute only incomplete sensors, and use static architectures that do not adapt to resource availability. To address these limitations, we propose AdaCTSi, an adaptive CTS imputer for changing environments. AdaCTSi combines a One-shot Temporal Convolutional Network with a Learned Time-Sensor Index Table to extract and decouple complex spatio-temporal features into sensor-wise embeddings, enabling adaptation to varying sensor subsets. Sparse Spatial Attention efficiently extracts dynamic spatial correlations, while Correlation-Weighted Sensor Selection selects informative sensors to provide sufficient spatial context. Experiments with twelve baseline methods, three adaptability scenarios, and five benchmark datasets covering traffic, air quality, and trajectory data show that AdaCTSi reduces MAE by an average of 33.1% relative to the strongest baseline on each dataset. A single trained model supports sensor-subset and resource-adaptive inference, and its modest memory footprint enables deployment on commodity computing devices, including MCUs.

A transformer can be built from operators that are legible by construction -- bounded, named units that read as fuzzy set operations rather than dense activations -- but legibility must be pressed for during training, and the pressure has a failure mode. A crispness penalty meant to sharpen a bounded operator into a decisive detector instead collapses it into a dead constant. An identity, E[v(1-v)] = mu(1-mu) - var, shows why -- the penalty is a variance-minimizer blind to the difference between a live detector and a constant -- and names the fix: a per-channel variance floor, the target legibility metric written as a loss, which recovers both legibility and quality. A learned per-unit fraction then retires the hand-set reserved-GELU partition of prior work: given the choice the model keeps no unit as pure GELU and routes 87% of its load-bearing computation through crisp operators. The result is the most legible transformer we have built -- 78% of its feed-forward operands and 50% of its attention value channels are crisp-and-contextual detectors, and per-head legibility rises from 18% in shallow layers to 78% in deep ones. Read in the correct rotated per-layer frame, these units separate a clean detection (what a unit responds to) from a harder naming (what its output decodes to); and because the objective makes each unit crisp and sparse, edits to them are far more local -- 50-184x in the deep layers where the edit sites concentrate -- and can target explicit conjunctions a single neuron cannot express. Finally, a between-unit decorrelation pressure exposes a legibility dial: it trades a circuit's reuse for independence at no quality cost, turning concepts into single, surgically editable units and a prediction into a short explanation read off a handful of named operations. Quality holds at parity with a conventional baseline throughout.

Recent work shows that LLM agents can improve sharp-constant inequalities by searching for extremal constructions, which yield upper bounds. We address the complementary side: a lower bound holds for every admissible function and follows from a convex relaxation of the nonconvex problem, with tighter relaxations giving stronger bounds. We instantiate the autoresearch paradigm to discover such relaxations: a coding agent proposes valid tightening constraints, a theory agent verifies each one and searches for counterexamples, and every reported bound is certified by an explicit dual-feasible point checked in rigorous interval arithmetic. On two optimization constants studied by \citet{tao2025alphaevolve} - the first autocorrelation inequality ($C_{6.2}$) and the Erdős minimum-overlap constant ($C_{6.5}$) - we improve the certified lower bounds from $1.28$ to $1.2937$ and from $0.379005$ to $0.37912$, respectively.

Dynamic Time Warping (DTW) is a cornerstone for time series classification, but its reliance on Euclidean distances fails to capture latent cross-channel correlations in complex multivariate data. We propose a hybrid Quantum Dynamic Time Warping (qDTW) architecture, replacing the classical distance metric with the parameterized geometry of a quantum Hilbert space. Through structural ablation on benchmarks up to $C=8$ spatial dimensions, we establish fundamental topological rules for quantum sequence alignment. We introduce a Unified Pre-Embedding Adjoint Ansatz that decouples trainable entanglement from classical data, eliminating the severe phase-scrambling and information bottlenecks inherent to traditional measurements. We demonstrate this decoupled architecture allows untrained quantum kernels to act as highly expressive baselines, while parameterized training effectively untangles deeply overlapping hyper-dimensional data. Furthermore, we identify a strict spatial-temporal expressivity tradeoff: temporal depth (data re-uploading) is necessary for dimensionally restricted univariate circuits, but applying it to wide multi-qubit registers triggers chaotic frequency-spectrum explosions and representation collapse. By navigating these topological hazards, our multivariate quantum architecture outperforms classical baselines, setting a new standard for integrating parameterized quantum circuits with dynamic programming

Low autocorrelation binary sequences problem (LABS) is a hard combinatorial optimization challenge with important applications in communications, signal processing, and satellite navigation. This paper proposes a hybrid search framework that combines Thompson sampling with parallel self-avoiding walks to adaptively allocate computational effort across restriction classes of the LABS search space. By modeling partitions as arms in a multi-armed bandit setting, the proposed method dynamically shifts search resources toward partitions that empirically produce higher merit factors while maintaining exploration of less-sampled regions. The approach is further accelerated through GPU-parallel execution, shared posterior updates, efficient neighborhood evaluation, and a Bloom filter for cycle prevention. In addition, we use a two-stage optimization strategy that first searches constrained partitioned skew-symmetric spaces and then refines the best candidates in the unrestricted space. Experiments on long binary sequences show that the proposed method improves the previously best-known results for 35 sequence lengths in the range $450 \le L \le 527$ and for $L=573$. In particular, we report a new longest sequence with merit factor exceeding $8.0$, obtained for $L=451$. The results also show that Thompson sampling effectively prioritizes partitions with better observed performance, confirming the value of online, data-driven resource allocation in LABS optimization. Overall, the proposed framework provides a scalable and effective strategy for high-performance merit factor maximization.

Correspondence is fundamentally relational: it seeks the unknown transformation between two observations of a common scene, not the content of either. Yet the dominant learning-based methods do not represent the transformation as a first-class object in the architecture. They encode each image independently and let a learned similarity function or a deep decoder discover the mapping implicitly. Phase correlation is the canonical exception, measuring the inter-image relationship directly in the Fourier domain, but the rigidity of its fixed basis confines it to global translation. We introduce a learned generalization of phase correlation that lifts this restriction by learning the basis on which the transformation decomposes. The same algebraic primitive extends to dense non-rigid deformations and to unitary dynamics. On the ACDC cardiac-MRI benchmark the framework matches or exceeds prior published baselines on both registration directions. On CAMUS echocardiography it matches state-of-the-art without auxiliary scoring or adaptive-smoothness mechanisms. Applied to time-evolved wavefunction pairs of the 1-D quantum harmonic oscillator, the same framework recovers the Hermite-function eigenstates and the quantized energy levels of the unknown Hamiltonian from observation pairs alone.

Cyclicity and trend are important components of time series data and many studies based on cyclicity and trend have achieved good results in long-term time series forecasting. However, we believe that current work neglects the influence of real-world inter-channel correlations in time series data which leads to suboptimal predictions. Furthermore, these models rely on complex designs to capture diverse information so that resulting in low computational efficiency. To address this challenge, we propose McWC, a long-term time series forecasting model that separately models the cyclicity, trend, and inter-channel correlations. Specifically, McWC first decouples cyclical information from data using a multi-layer cyclicity construction module. Then, it extracts inter-channel correlations using multi-layer perceptron. Next, it models and fuses the multi-layer high-frequency and low-frequency information from data using a multi-level wavelet decomposition module. Finally, it aggregates the results of different components to obtain the output. Simultaneously, we decouple intra-channel autocorrelations by calculating a loss function in the frequency domain. Experiments on six real-world datasets demonstrate that McWC achieves state-of-the-art performance, exhibiting excellent computational efficiency and historical information extraction capabilities.

We introduce MM++ (Multilayer Mahalanobis++), a strictly post-hoc, and scale-invariant framework for Out-of-Distribution (OOD) detection. To address the trade-off between scale invariance and hierarchical expressivity, MM++ constructs a principled joint feature space. It first identifies discriminative intermediate layers by measuring entropy density drops, which mark the boundaries of sharp semantic compression. By fusing these selected layers with the terminal representation, the framework captures latent cross-layer correlations while mitigating early-layer noise. Crucially, a Ledoit-Wolf regularized tied covariance matrix stabilizes this unified space, enabling reliable distance estimation. Requiring no auxiliary OOD data, classifier fine-tuning, or architectural modifications, MM++ delivers robust performance across distinct architectures for both near- and far-OOD detection.

The growing interest in Temporal Graph Neural Networks (TGNNs) stems from their ability to model complex dynamics and deliver superior performance. However, TGNNs encounter fundamental challenges in capturing long-term dependencies and identifying periodic patterns. To address these limitations, we propose TGFormer, a novel Transformer architecture specifically designed for temporal graphs. Our model redefines temporal graph learning by establishing a trajectory framework that aligns with time series analysis principles. This approach allows TGFormer to derive node representations through systematic analysis of historical interactions, enabling granular examination of node relationships across sequential timestamps. Building upon stochastic process theory, we develop an auto-correlation mechanism that systematically uncovers periodic dependencies in node interactions. This innovation empowers TGFormer to perform dependency discovery and representation aggregation at sub-interaction levels, demonstrating superior efficiency and accuracy compared to conventional attention mechanisms. Experimental validation across six public benchmarks confirms the effectiveness of our approach, with TGFormer at most achieving 9.35% precision improvement compared to state-of-the-art approaches.

Medical time series are central to healthcare, enabling continuous monitoring and supporting timely clinical decisions. Despite recent progress, existing methods struggle to jointly model local-global dynamics and handle nonstationarities like baseline drift, while often failing to capture latent channel interactions. To address these challenges, we propose MedMamba, an end-to-end architecture that integrates state space models with domain-specific inductive biases. Specifically, MedMamba first employs multi-scale convolutional embeddings to capture discriminative local morphology. Second, to mitigate nonstationarity, we introduce a tri-branch differential state space encoder that processes raw, temporal-difference, and frequency-domain views, fusing them to emphasize informative patterns while suppressing drift. Furthermore, to uncover latent channel correlations, we design a spatial graph Mamba module that learns a directed dependency structure regularized toward sparsity and acyclicity, which obviates the need for predefined graphs. Extensive experiments on five real-world datasets demonstrate that MedMamba achieves state-of-the-art performance while maintaining linear computational complexity, and ablation studies validate each component's contribution.Code is available at https://github.com/zhangda1018/MedMamba.

Age dependent performance disparities in medical image classification often arise because age acts as a confounder, linking imaging morphology with disease prevalence. In practice, disparities can manifest as overdiagnosis at ages where disease prevalence is higher and underdiagnosis at ages where prevalence is lower, and can worsen under train test shifts in the age distribution. Conventional mitigation approaches that enforce strict age invariance may suppress diagnostically meaningful information encoded in age. We therefore propose a robust framework that mitigates the effects of age-dependent confounding by targeting spurious age linked trends rather than enforcing invariance. Following a warm-up phase, we characterize sample difficulty and model its age-dependent trends in a label-conditioned manner. We decorrelate age from dominant age difficulty trends using robust, Huber weighted affinity weights, attenuating confounding-driven shortcuts while preserving clinically meaningful, nonlinear age information. We further introduce an Age Coverage Score that scales the decorrelation penalty by minibatch age variance to ensure stable optimization under limited age diversity. Across two radiology datasets, our approach reduces age dependent true and false positive disparities with minimal AUC impact and remains robust to increasing train test age distribution shifts.

We develop a rigorous statistical theory of multi-head attention (MHA) as an ensemble of Nadaraya-Watson (NW) kernel regression estimators. Building on the algebraic identity between single-head softmax attention and the NW estimator, we prove that MHA is a structured ensemble of H NW estimators, each operating in a distinct learned projection subspace of the key space. We derive an explicit Bias-Variance-Covariance decomposition of the MHA mean squared error, showing that variance reduction depends not merely on the number of heads H but fundamentally on the decorrelation of head outputs. Decorrelation is governed by the principal angles between learned projection subspaces: orthogonal projections yield maximum variance reduction; aligned projections yield none. We introduce the Head Diversity Index (HDI), a computable spectral measure of inter-head decorrelation, and prove that MHA mean squared error is monotonically decreasing in HDI. This provides the first rigorous theoretical explanation for the empirically observed specialization of attention heads. Under a fixed total-dimension budget D = H * d_k, we solve the optimal head-dimension allocation problem, deriving the MSE-minimizing pair (H*, d_k*) from data distribution and regression smoothness. The solution yields a new architectural scaling law: the optimal per-head dimension grows logarithmically with training set size, while the optimal number of heads grows nearly linearly with the total budget D. Our framework unifies three strands of prior work: the NW theory of single-head attention, the general weighting theory for ensemble learning, and the decorrelation-variance-reduction isomorphism between biological and computational ensembles. Multi-head attention is the Transformer's instantiation of a universal principle: identical agents plus diversity-enforcing mechanisms yields emergent optimality.

Monte Carlo methods are essential across diverse scientific fields, yet their efficiency is frequently hampered by critical slowing down-a sharp increase in autocorrelation times near phase transitions. Although deep learning approaches, such as neural-network-based samplers, have been proposed to alleviate this issue, they face another serious problem: the difficulty of training the models. This difficulty partially stems from the overly general nature of original machine-learning architectures, which often ignore underlying physical symmetries and force networks to relearn them from scratch. In this paper, we demonstrate that incorporating physical priors into the model significantly enhances performance. Building upon existing strategies that integrate spin-spin interactions, we propose a framework that utilizes a prior probability distribution as a starting point for training. Our results for the Ising model, as well as for the Edwards-Anderson spin glass model, suggest that moving away from `blank slate' models in favor of physics-informed priors reduces the training burden and facilitates the simulation of larger system sizes in discrete spin models.

This paper introduces an algorithm-agnostic approach to feature-based time series clustering via amortized neural inference. By training neural networks to approximate the optimal partitioning rule from simulated data, the proposed framework reduces reliance on conventional clustering methods, such as $K$-means, $K$-medoids, or hierarchical clustering, and their associated objective functions and heuristics. Leveraging statistical features, such as autocorrelations and quantile autocorrelations, the approach learns a data-driven affinity structure from which clustering partitions can be recovered, without requiring explicit prior specification of cluster shapes or structures. In addition, one version of the method can automatically determine the number of clusters, avoiding ad-hoc selection procedures. Comprehensive empirical studies show that the proposed framework achieves competitive or superior clustering accuracy relative to traditional methods, even in challenging scenarios where competing techniques are provided with the true number of clusters. An application to financial time series of stock returns illustrates its practical utility. By reducing the need for algorithm selection and calibration, the proposed framework opens new possibilities for automated, adaptive, and data-driven clustering of temporal data across scientific and industrial domains.

Mixture-of-Experts (MoE) architectures achieve scalable capacity through sparse routing, yet the geometric structure of expert specialization remains poorly understood. We introduce a unified Jacobian-PCA-Grassmann framework for analyzing MoE layers in both function space and representation space. Across pretrained MoE Transformers (Mistral, Qwen), we find a consistent structural asymmetry: experts exhibit strong functional decorrelation (consistently low, near-zero cross-expert Jacobian alignment) while their routed representations occupy distinct but partially overlapping subspaces. This indicates that functional decorrelation and representation overlap coexist rather than coincide in MoE specialization. Controlled routing experiments further indicate that routing sparsity appears to be a key factor shaping this geometry: top-k routing induces sharper functional separation and larger subspace divergence, whereas fully soft routing yields more entangled expert structure. Together, these results suggest a geometric interpretation in which MoE layers may be viewed as implementing locally decorrelated operators over overlapping submanifolds on a shared representation manifold, and provide a general diagnostic framework for studying conditional computation in modern Transformer architectures.

Folk meteorological proverbs encode centuries of empirical observation by agricultural communities. Two Hebrew proverbs link lunar calendar anchor days to monthly winter rainfall: (i) "If Rosh Chodesh is rainy, the whole month is rainy" and (ii) "If it rains on Shabbat Mevarechim, the whole month is rainy." Shabbat Mevarechim is the last Saturday before each new Hebrew month, preceding Rosh Chodesh by one to seven days. The first proverb is widely known; the second circulates in Hasidic oral tradition with no identified written source. Both have never been formally tested. We analyse 75 years (1950-2024) of daily precipitation data from seven Israeli cities across three climatic regions, comprising 191,758 station-days and 2,422 Hebrew-month observations during the winter rainy season (Marcheshvan-Adar). A rainy Rosh Chodesh increases the probability of a rainy month from 22.2% to 38.6% (lift +16.4 percentage points; chi-square = 57.8, p = 2.9e-14; Bayes factor 1.81). A rainy Shabbat Mevarechim produces a similar effect (lift +16.5 percentage points, p = 8.0e-13), despite preceding Rosh Chodesh by up to seven days. The effect decays with lag and mirrors daily rainfall autocorrelation (r = 0.35-0.44 at lag 1; ~0 at lag 7), consistent with Mediterranean cyclone persistence. A bootstrap permutation test (p < 1e-4) and a 15-year rolling analysis show declining predictive power (-0.20 percentage points per year, p < 0.001), consistent with shortening precipitation events under warming climate conditions. Both proverbs encode real but probabilistic meteorological signals whose reliability is decreasing over time.

Time-series data augmentation plays a crucial role in regression-oriented forecasting tasks, where limited data restricts the performance of deep learning models. While Generative Adversarial Networks (GANs) have shown promise in synthetic time-series generation, existing approaches primarily focus on matching marginal data distributions and often overlook the temporal dynamics that naturally exist in the original multivariate time series. When generating multivariate time series, this mismatch leads to distribution shift and temporal drift, thereby degrading the fidelity of the synthetic sequences. In this work, we propose a model-agnostic Markov Chain Monte Carlo (MCMC)-based framework to mitigate distribution shift and preserve temporal dynamics in synthetic time series. We provide a theoretical analysis of how conditional generative models accumulate deviations under sequential generation and demonstrate that the MCMC algorithm can correct these discrepancies by enforcing consistency with empirical transition statistics between neighboring time points. Extensive experiments on the Lorenz, Licor, ETTh, and ILI datasets using RCGAN, GCWGAN, TimeGAN, SigCWGAN, and AECGAN demonstrate that the proposed MCMC framework consistently improves autocorrelation alignment, skewness error, kurtosis error, R$^2$, discriminative score, and predictive score. These results suggest that synthetic time series consistent with the original data require explicit preservation of transition laws rather than solely relying on adversarial distribution matching, thereby offering a principled direction for improving generative modeling of time-series data.

Gradient-based saliency methods are widely used to interpret deep neural networks, yet they often produce noisy and unstable explanations that poorly align with semantically meaningful input features. We argue that a fundamental cause of this behavior lies in the geometry of learned representations: correlated feature dimensions diffuse attribution gradients across redundant directions, resulting in blurred and unreliable saliency maps. To address this issue, we identify feature correlation as a structural limitation of gradient-based interpretability and propose SaliencyDecor, a training framework that enforces feature decorrelation to improve attribution fidelity without modifying saliency methods or model architectures by reshaping the feature space toward orthogonality, our approach promotes more concentrated gradient flow and improves the fidelity of saliency-based explanations. SaliencyDecor jointly optimizes classification, prediction consistency under feature masking, and a decorrelation regularizer, requiring no architectural changes or inference-time overhead. Extensive experiments across multiple benchmarks and architectures demonstrate that our method produces substantially sharper and more object-focused saliency maps while simultaneously improving predictive performance, achieving accuracy gains across the datasets. These results establish our method as a principled mechanism for enhancing both interpretability and accuracy, challenging the conventional trade-off between explanation quality and model performance.

Existing theory suggests that Kolmogorov-Arnold Networks (KANs) can overcome the spectral bias commonly observed in neural networks under the assumption that inputs are statistically independent. However, this assumption does not hold in time series forecasting (TSF), where inputs are lagged observations with strong temporal autocorrelation. Through theoretical analysis and empirical validation, we obtain an unexpected finding: temporal autocorrelation reintroduces spectral bias in KANs, and the bias becomes increasingly pronounced as the degree of autocorrelation increases. This suggests that standard KANs may face substantial difficulties in TSF with strongly autocorrelated inputs. To address this problem, we introduce the Discrete Cosine Transform (DCT) to reduce the correlations among the network inputs. As expected, experimental results reveal that DCT preprocessing substantially reduces the observed low-frequency preference in TSF. This result also corroborates that the spectral bias of KANs in TSF tasks is indeed induced by the autocorrelation among input variables.

We study the detection of transient liquidity erosion ("crumbling quotes") in electronic limit order books, where observable quote deterioration may reflect either mechanical liquidity withdrawal or informational repricing. Using the ABIDES agent-based simulator, we construct a multi-agent environment in which crumbling emerges from stochastic regime switches in a market maker, providing time-resolved ground truth unavailable in real market data. We develop a detection pipeline that identifies mechanically driven quote erosion using order book features, and train a neural model to produce calibrated crumbling probabilities. Experiments demonstrate that the proposed framework reliably identifies crumbling events against agent-level ground truth, with the neural model achieving +36% AUC improvement over rule-based baselines and robust performance across normal, high-volatility, bull, and bear market conditions. Ablation studies on temporal features and varying the dependence structure of the ground-truth mechanism confirm that the framework generalizes across both independent and autocorrelated liquidity withdrawal dynamics.

Decision makers exploiting photonic chaotic dynamics obtained by semiconductor lasers provide an ultrafast approach to solving multi-armed bandit problems by using a temporal optical signal as the driving source for sequential decisions. In such systems, the sampling interval of the chaotic waveform shapes the temporal correlation of the resulting time series, and experiments have reported that decision accuracy depends strongly on this autocorrelation property. However, it remains unclear whether the benefit of autocorrelation can be explained by a minimal mathematical model. Here, we analyze a stochastic-process model for solving the two-armed bandit problem based on time series, where the threshold and a two-valued Markov signal evolve jointly. Numerical results reveal an environment-dependent structure: negative (positive) autocorrelation is optimal in reward-rich (reward-poor) environments. These findings show that negative autocorrelation of the time series is advantageous when the sum of the winning probabilities is more than one, whereas positive autocorrelation is useful when the sum of the winning probabilities is less than one. Moreover, the performance is independent of autocorrelation if the sum of the winning probabilities equals one, which is mathematically clarified. This study paves the way for solving the two-armed bandit problems for reinforcement learning applications in wireless communications and robotics.

Persistent entropy is a scalar summary of persistence barcodes widely used to detect regime changes, yet there is no account of when a structural change in a barcode must produce a detectable change in entropy. We establish a model-agnostic theorem supplying such conditions. Treating persistence diagrams as random objects indexed by a control parameter, we identify a dispersion-condensation mechanism in the normalized persistence weights and derive an explicit lower bound on the entropy difference between the two regimes, valid with high probability at finite sample size and insensitive to the absolute scale of bar lifetimes. We also give a procedure for verifying the hypotheses on empirical barcodes. Applied to convolutional networks, the criterion shows that the circular organization of learned filters reported by Gabrielsson and Carlsson emerges through a sharp topological phase transition, and locates its onset: within a few hundred iterations on MNIST, but an order of magnitude later on CIFAR-10. The same criterion detects the Kuramoto synchronization and Vicsek order-disorder transitions.

The higher-order autocorrelations of integer-valued or rational-valued functions on finite Abelian groups appear naturally in X-ray crystallography, and have applications in computer vision systems, correlation tomography, correlation spectroscopy, and pattern recognition. In this paper, we consider the problem of reconstructing a rational-valued function on finite Abelian groups from its higher-order autocorrelations. We describe an explicit reconstruction algorithm, and prove that the autocorrelations up to order $3r+3$ are always sufficient to determine the data up to translation, where $r$ is the rank of the group. We also provide examples of rational-valued functions on finite Abelian group which are not determined by their autocorrelations up to order $3r+2$. In particular, we provide a sharp upper bound on the separating degree of the regular representation of a finite Abelian group in terms of its rank.