A direct plug-in kernel estimator for Schrödinger bridge time-series drifts achieves uniform non-asymptotic bounds, pointwise CLT under undersmoothing, and minimax-rate optimal adaptive selection.
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3 Pith papers cite this work. Polarity classification is still indexing.
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Pith papers citing it
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2026 3verdicts
UNVERDICTED 3representative citing papers
Adding a Bayesian source memory for market-feedback adaptive retrieval to a frozen LLM improves macro-F1 from 0.438 to 0.471 and portfolio Sharpe from 0.52 to 0.84 in point-in-time financial event-impact prediction.
ESG-adapted versions of Qwen-3-4B using LoRA and IRM outperform the base model and Llama-3/Gemma-3 baselines on generative ESG question-answering tasks.
citing papers explorer
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Direct Estimation of Schr\"odinger Bridge Time-Series Drifts: Finite-Sample, Asymptotic, and Adaptive Guarantees
A direct plug-in kernel estimator for Schrödinger bridge time-series drifts achieves uniform non-asymptotic bounds, pointwise CLT under undersmoothing, and minimax-rate optimal adaptive selection.
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Point-in-Time Financial RAG with Frozen LLMs and Market-Feedback Adaptive Retrieval
Adding a Bayesian source memory for market-feedback adaptive retrieval to a frozen LLM improves macro-F1 from 0.438 to 0.471 and portfolio Sharpe from 0.52 to 0.84 in point-in-time financial event-impact prediction.
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Developing an ESG-Oriented Large Language Model through ESG Practices
ESG-adapted versions of Qwen-3-4B using LoRA and IRM outperform the base model and Llama-3/Gemma-3 baselines on generative ESG question-answering tasks.