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We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In…

Machine Learning · Computer Science 2021-02-17 Fatih Ilhan , Suleyman Serdar Kozat

Structured data, such as graphs, is vital in machine learning due to its capacity to capture complex relationships and interactions. In recent years, the Fused Gromov-Wasserstein (FGW) distance has attracted growing interest because it…

Machine Learning · Computer Science 2025-09-29 Yikun Bai , Shuang Wang , Huy Tran , Hengrong Du , Juexin Wang , Soheil Kolouri

Comparing metric measure spaces (i.e. a metric space endowed with aprobability distribution) is at the heart of many machine learning problems. The most popular distance between such metric measure spaces is theGromov-Wasserstein (GW)…

Optimization and Control · Mathematics 2023-01-18 Thibault Séjourné , François-Xavier Vialard , Gabriel Peyré

The Gromov-Wasserstein (GW) distance is an effective measure of alignment between distributions supported on distinct ambient spaces. Calculating essentially the mutual departure from isometry, it has found vast usage in domain translation…

Machine Learning · Statistics 2024-12-23 Anish Chakrabarty , Arkaprabha Basu , Swagatam Das

This work considers the problem of computing distances between structured objects such as undirected graphs, seen as probability distributions in a specific metric space. We consider a new transportation distance (i.e. that minimizes a…

Machine Learning · Statistics 2019-05-14 Titouan Vayer , Laetitia Chapel , Rémi Flamary , Romain Tavenard , Nicolas Courty

We propose a fast and efficient estimation method that is able to accurately recover the parameters of a d-dimensional Hawkes point-process from a set of observations. We exploit a mean-field approximation that is valid when the…

Machine Learning · Computer Science 2016-04-20 Emmanuel Bacry , Stéphane Gaïffas , Iacopo Mastromatteo , Jean-François Muzy

The Gromov-Wasserstein (GW) distance quantifies discrepancy between metric measure spaces and provides a natural framework for aligning heterogeneous datasets. Alas, as exact computation of GW alignment is NP hard, entropic regularization…

Optimization and Control · Mathematics 2024-01-11 Gabriel Rioux , Ziv Goldfeld , Kengo Kato

The assignment problem, a cornerstone of operations research, seeks an optimal one-to-one mapping between agents and tasks to minimize total cost. This work traces its evolution from classical formulations and algorithms to modern optimal…

Optimization and Control · Mathematics 2025-09-05 Iman Seyedi , Antonio Candelieri , Enza Messina , Francesco Archetti

We tackle the data-driven chance-constrained density steering problem using the Gromov-Wasserstein metric. The underlying dynamical system is an unknown linear controlled recursion, with the assumption that sufficiently rich input-output…

Optimization and Control · Mathematics 2025-08-11 Haruto Nakashima , Siddhartha Ganguly , Kenji Kashima

Hawkes process models are used in settings where past events increase the likelihood of future events occurring. Many applications record events as counts on a regular grid, yet discrete-time Hawkes models remain comparatively underused and…

Machine Learning · Statistics 2026-02-11 Trinnhallen Brisley , Gordon Ross , Daniel Paulin

We propose a novel approach to the action segmentation task for long, untrimmed videos, based on solving an optimal transport problem. By encoding a temporal consistency prior into a Gromov-Wasserstein problem, we are able to decode a…

Computer Vision and Pattern Recognition · Computer Science 2024-04-09 Ming Xu , Stephen Gould

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…

Methodology · Statistics 2020-01-22 Leigh Shlomovich , Edward Cohen , Niall Adams , Lekha Patel

The multivariate Hawkes process is a past-dependent point process used to model the relationship of event occurrences between different phenomena.Although the Hawkes process was originally introduced to describe excitation effects, which…

Methodology · Statistics 2023-06-30 Anna Bonnet , Miguel Martinez Herrera , Maxime Sangnier

As a valid metric of metric-measure spaces, Gromov-Wasserstein (GW) distance has shown the potential for matching problems of structured data like point clouds and graphs. However, its application in practice is limited due to the high…

Machine Learning · Computer Science 2023-01-10 Mengyu Li , Jun Yu , Hongteng Xu , Cheng Meng

Hawkes processes are a class of point processes that have the ability to model the self- and mutual-exciting phenomena. Although the classic Hawkes processes cover a wide range of applications, their expressive ability is limited due to…

Machine Learning · Computer Science 2021-06-10 Feng Zhou , Quyu Kong , Yixuan Zhang , Cheng Feng , Jun Zhu

Comparing structured objects such as graphs is a fundamental operation involved in many learning tasks. To this end, the Gromov-Wasserstein (GW) distance, based on Optimal Transport (OT), has proven to be successful in handling the specific…

Machine Learning · Computer Science 2022-03-02 Cédric Vincent-Cuaz , Rémi Flamary , Marco Corneli , Titouan Vayer , Nicolas Courty

We consider the learning of multi-agent Hawkes processes, a model containing multiple Hawkes processes with shared endogenous impact functions and different exogenous intensities. In the framework of stochastic maximum likelihood…

Machine Learning · Statistics 2018-02-15 Hongteng Xu , Xu Chen , Lawrence Carin

Classical optimal transport problem seeks a transportation map that preserves the total mass betwenn two probability distributions, requiring their mass to be the same. This may be too restrictive in certain applications such as color or…

Machine Learning · Statistics 2020-06-15 Laetitia Chapel , Mokhtar Z. Alaya , Gilles Gasso

Optimal transport (OT) and Gromov-Wasserstein (GW) alignment provide interpretable geometric frameworks for comparing, transforming, and aggregating heterogeneous datasets -- tasks ubiquitous in data science and machine learning. Because…

Machine Learning · Computer Science 2025-12-04 Sanjit Dandapanthula , Aleksandr Podkopaev , Shiva Prasad Kasiviswanathan , Aaditya Ramdas , Ziv Goldfeld

Inspired by the Kantorovich formulation of optimal transport distance between probability measures on a metric space, Gromov-Wasserstein (GW) distances comprise a family of metrics on the space of isomorphism classes of metric measure…

Metric Geometry · Mathematics 2024-10-07 Facundo Mémoli , Tom Needham