Deep learning-based super-resolution (SR) can reconstruct fine-scale Earth-observation fields from coarse observations, but reconstruction accuracy alone does not provide a calibrated rule for identifying reliable spatial regions. Conformal Mask Calibration (CMC), built on conformal risk control, converts a spatial uncertainty score into a trust mask and controls the expected worst-case local distortion under exchangeability. However, its fixed threshold can become miscalibrated in Earth-observation streams affected by seasonality and episodic events. We propose $\textit{CARM}$ (Conformal Adaptive Risk Masking), a statistical framework for adaptive spatial risk control under temporal distribution shift. CARM maintains experts with heterogeneous update rates and aggregates their threshold proposals online using an asymmetric surrogate loss, balancing rapid adaptation to distribution changes against stability during relatively stationary periods. All updates are causal and use only mature feedback available after a fixed delay, allowing CARM to operate with any SR model that provides a spatial uncertainty score. We prove that the time-averaged mask-conditioned risk converges to at most $α$ at an $O(1/T)$ rate, without distributional assumptions and for any choice of aggregation weights across experts. On a daily South China Sea chlorophyll-$\textit{a}$ SR stream, CARM reduces the empirical violation rate from $43.49\%$ to $9.38\%$ and the moving-average exceedance frequency from $47.29\%$ to $1.22\%$ at $α=0.10$, while retaining a non-trivial trusted region. Experiments on ERA5 wind and OSTIA sea-surface temperature further show consistent relative improvements across multiple SR backbones.
The Hylland--Zeckhauser (HZ) mechanism is a foundational framework for allocating indivisible goods in one-sided matching markets via lotteries supported by competitive prices and equal artificial budgets. We resolve the exact computational complexity of the HZ scheme by proving that computing an exact HZ equilibrium is FIXP-complete, thereby settling a conjecture of Vazirani and Yannakakis. Notably, this hardness persists even when computing the equilibrium allocation alone. We establish our hardness result via a reduction that encodes quadratic fixed-point equations into a reciprocal variational inequality. On the algorithmic side, we present a deterministic polynomial-time approximation algorithm that achieves an additive error of $0.0755211 + δ$ for any $δ> 0$, significantly improving upon the previous $1/e$ guarantee.
Autobidding equilibria link advertisers' value multipliers or participation probabilities through aggregate budget and return-on-investment (ROI) constraints. We establish the exact computational complexity of finding these equilibria across several canonical settings: exact equilibrium computation is $\mathsf{FIXP}$-complete for second-price ROI pacing, budget- or ROI-constrained generalized second-price (GSP) sponsored shopping, and second-price throttling. Furthermore, approximating the equilibrium control vector in distance to a true equilibrium is $\mathsf{FIXP}_{a}$-complete when the target accuracy is provided as input.