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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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.
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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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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.