Related papers: Improving Regression-based Event Study Analysis Us…
We study rare-event simulation for a class of problems where the target hitting sets of interest are defined via modern machine learning tools such as neural networks and random forests. This problem is motivated from fast emerging studies…
In reinforcement learning (RL), experience replay-based sampling techniques play a crucial role in promoting convergence by eliminating spurious correlations. However, widely used methods such as uniform experience replay (UER) and…
Many real-world applications of tabular data involve using historic events to predict properties of new ones, for example whether a credit card transaction is fraudulent or what rating a customer will assign a product on a retail platform.…
Anomaly detection is the process of identifying abnormal instances or events in data sets which deviate from the norm significantly. In this study, we propose a signatures based machine learning algorithm to detect rare or unexpected items…
Event cameras are novel vision sensors that sample, in an asynchronous fashion, brightness increments with low latency and high temporal resolution. The resulting streams of events are of high value by themselves, especially for high speed…
Identification of market abuse is an extremely complicated activity that requires the analysis of large and complex datasets. We propose an unsupervised machine learning method for contextual anomaly detection, which allows to support…
Extreme events are occurrences whose magnitude and potential cause extensive damage on people, infrastructure, and the environment. Motivated by the extreme nature of the current global health landscape, which is plagued by the coronavirus…
In this work we evaluate the performance of three classes of methods for detecting financial anomalies: topological data analysis (TDA), principal component analyis (PCA), and Neural Network-based approaches. We apply these methods to the…
Irregularly sampled multivariate event streams remain a stubbornly difficult modality for generative modeling: tokenization-based approaches break down when inter-event intervals vary by orders of magnitude, and neural temporal point…
This paper introduces an incremental semantic mapping approach, with on-line unsupervised learning, based on Self-Organizing Maps (SOM) for robotic agents. The method includes a mapping module, which incrementally creates a topological map…
Automated event detection has emerged as one of the fundamental practices to monitor the behavior of technical systems by means of sensor data. In the automotive industry, these methods are in high demand for tracing events in time series…
Learning-based methodologies increasingly find applications in safety-critical domains like autonomous driving and medical robotics. Due to the rare nature of dangerous events, real-world testing is prohibitively expensive and unscalable.…
Microseismic event detection and location are two primary components in microseismic monitoring, which offers us invaluable insights into the subsurface during reservoir stimulation and evolution. Conventional approaches for event detection…
Identifying market abuse activity from data on investors' trading activity is very challenging both for the data volume and for the low signal to noise ratio. Here we propose two complementary unsupervised machine learning methods to…
Power systems are prone to a variety of events (e.g. line trips and generation loss) and real-time identification of such events is crucial in terms of situational awareness, reliability, and security. Using measurements from multiple…
Autoregressive models (ARMs) have become the workhorse for sequence generation tasks, since many problems can be modeled as next-token prediction. While there appears to be a natural ordering for text (i.e., left-to-right), for many data…
Although machine learning approaches have been widely used in the field of finance, to very successful degrees, these approaches remain bespoke to specific investigations and opaque in terms of explainability, comparability, and…
Micro-seismic events, naturally occurring within geological formations and quasi-brittle engineered systems, provide a powerful window into the evolving processes of material degradation and failure. Accurate characterization of these…
Data analysis and machine learning have become an integrative part of the modern scientific methodology, providing automated techniques to predict further information based on observations. One of these classification and regression…
This study demonstrates the application of supervised machine learning (ML) techniques to distinguish between isotropic and jet-like event topologies in heavy-ion collisions via the spherocity observable. State-of-the-art ML algorithms,…