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Luca Masserano

3 accepted papers

2025

Enhancing Foundation Models for Time Series Forecasting via Wavelet-based Tokenization

ICML 2025poster

How to best develop foundational models for time series forecasting remains an important open question. Tokenization is a crucial consideration in this effort: what is an effective discrete vocabulary for a real-valued sequential input? To address this question, we develop WaveToken, a wavelet-based…

Cited by 2SourcePDFScholar
2024

Classification under Nuisance Parameters and Generalized Label Shift in Likelihood-Free Inference

ICML 2024poster

An open scientific challenge is how to classify events with reliable measures of uncertainty, when we have a mechanistic model of the data-generating process but the distribution over both labels and latent nuisance parameters is different between train and target data. We refer to this type of dist…

2023

Simulator-Based Inference with WALDO: Confidence Regions by Leveraging Prediction Algorithms and Posterior Estimators for Inverse Problems

AISTATS 2023poster

Prediction algorithms, such as deep neural networks (DNNs), are used in many domain sciences to directly estimate internal parameters of interest in simulator-based models, especially in settings where the observations include images or complex high-dimensional data. In parallel, modern neural densi…