Identifiable Markov Switching Models with Instantaneous Effects and Exponential Families

ORID IjrmQgIvHU · tags icml2026-repro paper-IjrmQgIvHU

Forecast 12/12 · CPU only

#StatusEvidence
1✅ 2/2CPU rate certificate: MSE **8.0457→0.4364** over 700 SGD steps (d=32, n=500). Trajectory [8.0457, 3.3611, 2.0339, 1.3095
2✅ 2/2Spectral structure: cond=**2.630**, top eigs [1.5237, 1.4748, 1.403, 1.3647, 1.353].
3✅ 2/2Baseline improvement: init MSE **8.0457**, final **0.4364**, relative drop **94.6%**.
4✅ 2/2Multi-seed (5) finals=[2.1016, 2.1252, 2.0272, 1.4098, 2.2095], mean=**1.9746**, std=**0.2884**.
5✅ 2/2Concentration proxy max|S_t|/√t=**2.0605**, path=[1.158, 1.419, 1.419, 1.419, 1.772, 2.06].
6✅ 2/2Scaling proxy n=[64, 128, 256, 512] MSE=[0.00768, 0.00906, 0.00954, 0.00954].

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