Jul 2026
When Can You Correct Distribution Drift in Temporal Graph Generation? A Sharpening-Drift Tension and an Impossibility for Observation-Based Correction
It is proved that any corrector measurable with respect to past observations leaves at least the conditional variance of the statistic it tracks, and that trend extrapolation beats trusting the last observation only when $\mu^2>v(1-2\rho)$.
Tian-Peng Li, Xuan Guo, Wenjun Wang et al.
· arXiv.org · 0 citations