Rui Ray Chen

Yuan Gao, Hao Wu, Ruiqi Shu et al.

Accurate weather forecasts are important for disaster prevention, agricultural planning, etc. Traditional numerical weather prediction (NWP) methods offer physically interpretable high-accuracy predictions but are computationally expensive and fail to fully leverage rapidly growing historical data. In recent years, deep learning models have made significant progress in weather forecasting, but challenges remain, such as balancing global and regional high-resolution forecasts, excessive smoothing in extreme event predictions, and insufficient dynamic system modeling. To address these issues, this paper proposes a global-regional nested weather forecasting framework (OneForecast) based on graph neural networks. By combining a dynamic system perspective with multi-grid theory, we construct a multi-scale graph structure and densify the target region to capture local high-frequency features. We introduce an adaptive messaging mechanism, using dynamic gating units to deeply integrate node and edge features for more accurate extreme event forecasting. For high-resolution regional forecasts, we propose a neural nested grid method to mitigate boundary information loss. Experimental results show that OneForecast performs excellently across global to regional scales and short-term to long-term forecasts, especially in extreme event predictions. Codes link https://github.com/YuanGao-YG/OneForecast.

Weiyan Wang, Xingjian Shi, Ruiqi Shu et al.

In practice, physical spatiotemporal forecasting can suffer from data scarcity, because collecting large-scale data is non-trivial, especially for extreme events. Hence, we propose \method{}, a novel probabilistic framework to realize iterative self-training with new self-ensemble strategies, achieving better physical consistency and generalization on extreme events. Following any base forecasting model, we can encode its deterministic outputs into a latent space and retrieve multiple codebook entries to generate probabilistic outputs. Then BeamVQ extends the beam search from discrete spaces to the continuous state spaces in this field. We can further employ domain-specific metrics (e.g., Critical Success Index for extreme events) to filter out the top-k candidates and develop the new self-ensemble strategy by combining the high-quality candidates. The self-ensemble can not only improve the inference quality and robustness but also iteratively augment the training datasets during continuous self-training. Consequently, BeamVQ realizes the exploration of rare but critical phenomena beyond the original dataset. Comprehensive experiments on different benchmarks and backbones show that BeamVQ consistently reduces forecasting MSE (up to 39%), enhancing extreme events detection and proving its effectiveness in handling data scarcity.

Jianhao Ma, Rui Ray Chen, Yinghui He et al.

In this paper, we study the problem of sparse mean estimation under adversarial corruptions, where the goal is to estimate the $k$-sparse mean of a heavy-tailed distribution from samples contaminated by adversarial noise. Existing methods face two key limitations: they require prior knowledge of the sparsity level $k$ and scale poorly to high-dimensional settings. We propose a simple and scalable estimator that addresses both challenges. Specifically, it learns the $k$-sparse mean without knowing $k$ in advance and operates in near-linear time and memory with respect to the ambient dimension. Under a moderate signal-to-noise ratio, our method achieves the optimal statistical rate, matching the information-theoretic lower bound. Extensive simulations corroborate our theoretical guarantees. At the heart of our approach is an incremental learning phenomenon: we show that a basic subgradient method applied to a nonconvex two-layer formulation with an $\ell_1$-loss can incrementally learn the $k$ nonzero components of the true mean while suppressing the rest. More broadly, our work is the first to reveal the incremental learning phenomenon of the subgradient method in the presence of heavy-tailed distributions and adversarial corruption.