The Simulacrum: Decision-Theoretic Pretraining for Near-Optimal Time-Series Forecasting and Inference

arXiv:2606.27711v1 Announce Type: new Abstract: We introduce a neural network-based framework for learning time series estimators through a process we term decision-theoretic pretraining. Analysts specify a generative world, a distribution over data-generating processes, and a target decision objective. A neural network trained on stratified simulations from this world approximates the corresponding optimal decision rule, yielding a neural estimator that provides forecasts, parameter estimates, ...