Related papers: Learning Hawkes Processes from Short Doubly-Censor…
Multi-dimensional Hawkes process (MHP) is a class of self and mutually exciting point processes that find wide range of applications -- from prediction of earthquakes to modelling of order books in high frequency trading. This paper makes…
Due to its clustering and self-exciting properties, the Hawkes process has been used extensively in numerous fields ranging from sismology to finance. Since data is often aquired on regular time intervals, we propose a piece-wise constant…
Classic results show that the Hawkes self-exciting point process can be viewed as a collection of temporal clusters, where exogenously generated initial events give rise to endogenously driven descendant events. This perspective provides…
Synthetic data has been proposed as a solution to address the issue of high-quality data scarcity in the training of large language models (LLMs). Studies have shown that synthetic data can effectively improve the performance of LLMs on…
Synthesis is a particularly challenging problem for concurrent programs. At the same time it is a very promising approach, since concurrent programs are difficult to get right, or to analyze with traditional verification techniques. This…
Long-context LLMs are increasingly in demand for applications such as retrieval-augmented generation. To defray the cost of pretraining LLMs over long contexts, recent work takes an approach of synthetic context extension: fine-tuning LLMs…
Spiking neural networks (SNNs) have garnered significant attention for their low power consumption and high biological interpretability. Their rich spatio-temporal information processing capability and event-driven nature make them ideally…
The Hawkes process is a simple point process that has long memory, clustering effect, self-exciting property and is in general non-Markovian. The future evolution of a self-exciting point process is influenced by the timing of the past…
We proposed a data-driven approach to dissect multivariate time series in order to discover multiple phases underlying dynamics of complex systems. This computing approach is developed as a multiple-dimension version of Hierarchical Factor…
Causality is crucial to understanding the mechanisms behind complex systems and making decisions that lead to intended outcomes. Event sequence data is widely collected from many real-world processes, such as electronic health records, web…
Synthetic high-quality multi-step reasoning data can significantly enhance the performance of large language models on various tasks. However, most existing methods rely on rejection sampling, which generates trajectories independently and…
The problem of synthetic speech detection has enjoyed considerable attention, with recent methods achieving low error rates across several established benchmarks. However, to what extent can low error rates on academic benchmarks translate…
Program synthesis aims to automatically construct human-readable programs that satisfy given task specifications, such as input/output pairs or demonstrations. Recent works have demonstrated encouraging results in a variety of domains, such…
Many networks have event-driven dynamics (such as communication, social media and criminal networks), where the mean rate of the events occurring at a node in the network changes according to the occurrence of other events in the network.…
A common approach to synthetic data is to sample from a fitted model. We show that under general assumptions, this approach results in a sample with inefficient estimators and whose joint distribution is inconsistent with the true…
We consider online monitoring of the network event data to detect local changes in a cluster when the affected data stream distribution shifts from one point process to another with different parameters. Specifically, we are interested in…
Hawkes Processes capture self-excitation and mutual-excitation between events when the arrival of an event makes future events more likely to happen. Identification of such temporal covariance can reveal the underlying structure to better…
Human activities generate various event sequences such as taxi trip records, bike-sharing pick-ups, crime occurrence, and infectious disease transmission. The point process is widely used in many applications to predict such events related…
Synthetic data is widely adopted in embedding models to ensure diversity in training data distributions across dimensions such as difficulty, length, and language. However, existing prompt-based synthesis methods struggle to capture…
A key difficulty that arises from real event data is imprecision in the recording of event time-stamps. In many cases, retaining event times with a high precision is expensive due to the sheer volume of activity. Combined with practical…