MLLM-as-a-Judge Exhibits Model Preference Bias

Automatic evaluation using multimodal large language models (MLLMs), commonly referred to as MLLM-as-a-Judge, has been widely used to measure model performance. If such MLLM-as-a-Judge methods were biased, they could distort model comparisons and benchmark-driven scientific progress. However, it remains unclear to what extent MLLM-as-a-Judge methods favor or disfavor text generated by specific MLLMs. In this study, we propose Philautia-Eval to investigate such model-specific preference bias. Philautia-Eval quantifies the degree of the bias by disentangling preference tendencies from differences in generation quality. Using 1.29M caption-score pairs collected from 12 MLLMs, we found that representative MLLMs tend to exhibit self-preference bias. Moreover, experimental results indicate mutual preference bias within particular model families, which is potentially driven by reused connectors and overlapping instruction-tuning resources. Finally, we introduce a simple ensemble of MLLMs, Pomms. Our results demonstrated that Pomms effectively mitigated the model-specific preference bias while maintaining performance.

Neural Stochastic Processes for Satellite Precipitation Refinement

Accurate precipitation estimation is critical for flood forecasting, water resource management, and disaster preparedness. Satellite products provide global hourly coverage but contain systematic biases; ground-based gauges are accurate at point locations but too sparse for direct gridded correction. Existing methods fuse these sources by interpolating gauge observations onto the satellite grid, but treat each time step independently and therefore discard temporal structure in precipitation fields. We propose Neural Stochastic Process (NSP), a model that pairs a Neural Process encoder conditioning on arbitrary sets of gauge observations with a latent Neural SDE on a 2D spatial representation. NSP is trained under a single variational objective with simulation-free cost. We also introduce QPEBench, a benchmark of 43{,}756 hourly samples over the Contiguous United States (2021--2025) with four aligned data sources and six evaluation metrics. On QPEBench, NSP outperforms 13 baselines across all six metrics and surpasses JAXA's operational gauge-calibrated product. An additional experiment on Kyushu, Japan confirms generalization to a different region with independent data sources.

A Decomposition-based State Space Model for Multivariate Time-Series Forecasting

Multivariate time series (MTS) forecasting is crucial for decision-making in domains such as weather, energy, and finance. It remains challenging because real-world sequences intertwine slow trends, multi-rate seasonalities, and irregular residuals. Existing methods often rely on rigid, hand-crafted decompositions or generic end-to-end architectures that entangle components and underuse structure shared across variables. To address these limitations, we propose DecompSSM, an end-to-end decomposition framework using three parallel deep state space model branches to capture trend, seasonal, and residual components. The model features adaptive temporal scales via an input-dependent predictor, a refinement module for shared cross-variable context, and an auxiliary loss that enforces reconstruction and orthogonality. Across standard benchmarks (ECL, Weather, ETTm2, and PEMS04), DecompSSM outperformed strong baselines, indicating the effectiveness of combining component-wise deep state space models and global context refinement.