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Related papers: Transformer Hawkes Process

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We propose a novel modeling framework for time-evolving networks allowing for long-term dependence in network features that update in continuous time. Dynamic network growth is functionally parameterized via the conditional intensity of a…

Methodology · Statistics 2026-03-20 Duncan A Clark , Conor J. Kresin , Charlotte M. Jones-Todd

The change point is a moment of an abrupt alteration in the data distribution. Current methods for change point detection are based on recurrent neural methods suitable for sequential data. However, recent works show that transformers based…

Machine Learning · Computer Science 2022-04-19 Anna Dmitrienko , Evgenia Romanenkova , Alexey Zaytsev

Online social networking services allow their users to post content in the form of text, images or videos. The main mechanism driving content diffusion is the possibility for users to re-share the content posted by their social connections,…

Social and Information Networks · Computer Science 2016-04-01 Ryota Kobayashi , Renaud Lambiotte

Temporal networks allow representing connections between objects while incorporating the temporal dimension. While static network models can capture unchanging topological regularities, they often fail to model the effects associated with…

Machine Learning · Computer Science 2025-07-11 Mathilde Perez , Raphaël Romero , Bo Kang , Tijl De Bie , Jefrey Lijffijt , Charlotte Laclau

Spatio-temporal Hawkes point processes are a particularly interesting class of stochastic point processes for modeling self-exciting behavior, in which the occurrence of one event increases the probability of other events occurring. These…

Computation · Statistics 2025-11-19 Alba Bernabeu , Jorge Mateu

Multivariate Hawkes processes are a widely used class of self-exciting point processes, but maximum likelihood estimation naively scales as $O(N^2)$ in the number of events. The canonical linear exponential Hawkes process admits a faster…

Machine Learning · Computer Science 2026-05-07 Ahmer Raza , Hudson Smith

Temporal networks are characterised by interdependent link events between nodes, forming ordered sequences of links that may represent specific information flows in the system. Nevertheless, representing temporal networks using discrete…

Social and Information Networks · Computer Science 2025-01-30 Yuwei Zhu , Paolo Barucca

Temporal Point Processes (TPPs) serve as the standard mathematical framework for modeling asynchronous event sequences in continuous time. However, classical TPP models are often constrained by strong assumptions, limiting their ability to…

Machine Learning · Computer Science 2023-07-11 Tanguy Bosser , Souhaib Ben Taieb

Although end-to-end neural text-to-speech (TTS) methods (such as Tacotron2) are proposed and achieve state-of-the-art performance, they still suffer from two problems: 1) low efficiency during training and inference; 2) hard to model long…

Computation and Language · Computer Science 2019-01-31 Naihan Li , Shujie Liu , Yanqing Liu , Sheng Zhao , Ming Liu , Ming Zhou

Pretrained language models based on the transformer architecture have shown great success in NLP. Textual training data often comes from the web and is thus tagged with time-specific information, but most language models ignore this…

Computation and Language · Computer Science 2022-05-05 Guy D. Rosin , Kira Radinsky

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

We propose a novel approach to data-driven modeling of a transient production of oil wells. We apply the transformer-based neural networks trained on the multivariate time series composed of various parameters of oil wells measured during…

Machine Learning · Computer Science 2021-10-13 Ildar Abdrakhmanov , Evgenii Kanin , Sergei Boronin , Evgeny Burnaev , Andrei Osiptsov

In the context of increasing demands for long-term multi-energy load forecasting in real-world applications, this paper introduces Patchformer, a novel model that integrates patch embedding with encoder-decoder Transformer-based…

Machine Learning · Computer Science 2024-04-17 Qiuyi Hong , Fanlin Meng , Felipe Maldonado

Numerous powerful point process models have been developed to understand temporal patterns in sequential data from fields such as health-care, electronic commerce, social networks, and natural disaster forecasting. In this paper, we develop…

Computer Vision and Pattern Recognition · Computer Science 2018-08-15 Yatao Zhong , Bicheng Xu , Guang-Tong Zhou , Luke Bornn , Greg Mori

Point process models are widely used for continuous asynchronous event data, where each data point includes time and additional information called "marks", which can be locations, nodes, or event types. This paper presents a novel point…

Machine Learning · Statistics 2024-11-12 Zheng Dong , Matthew Repasky , Xiuyuan Cheng , Yao Xie

In Partially Observable Markov Decision Processes, integrating an agent's history into memory poses a significant challenge for decision-making. Traditional imitation learning, relying on observation-action pairs for expert demonstrations,…

Machine Learning · Computer Science 2024-11-14 William Yue , Bo Liu , Peter Stone

Multivariate time series forecasting has been widely used in various practical scenarios. Recently, Transformer-based models have shown significant potential in forecasting tasks due to the capture of long-range dependencies. However,…

Machine Learning · Computer Science 2023-02-10 Zhe Li , Zhongwen Rao , Lujia Pan , Zenglin Xu

Recurrent neural networks are effective models to process sequences. However, they are unable to learn long-term dependencies because of their inherent sequential nature. As a solution, Vaswani et al. introduced the Transformer, a model…

Machine Learning · Computer Science 2023-03-28 Quentin Fournier , Gaétan Marceau Caron , Daniel Aloise

Downsampling-based methods for time series forecasting have attracted increasing attention due to their superiority in capturing sequence trends. However, this approaches mainly capture dependencies within subsequences but neglect…

Computational Engineering, Finance, and Science · Computer Science 2026-01-21 Zhangyao Song , Nanqing Jiang , Miaohong He , Xiaoyu Zhao , Tao Guo

Modeling multi-modal high-level intent is important for ensuring diversity in trajectory prediction. Existing approaches explore the discrete nature of human intent before predicting continuous trajectories, to improve accuracy and support…