Related papers: Modeling Continuous Time Sequences with Intermitte…
Continuously-observed event occurrences, often exhibit self- and mutually-exciting effects, which can be well modeled using temporal point processes. Beyond that, these event dynamics may also change over time, with certain periodic trends.…
Predicting when and where events will occur in cities, like taxi pick-ups, crimes, and vehicle collisions, is a challenging and important problem with many applications in fields such as urban planning, transportation optimization and…
Max-min-plus-scaling (MMPS) systems generalize max-plus, min-plus and max-min-plus models with more flexibility in modelling discrete-event dynamics. Especially, implicit MMPS models capture a wide range of real world discrete-event…
Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…
In the marked temporal point processes (MTPP), a core problem is to parameterize the conditional joint PDF (probability distribution function) $p^*(m,t)$ for inter-event time $t$ and mark $m$, conditioned on the history. The majority of…
We are now witnessing the increasing availability of event stream data, i.e., a sequence of events with each event typically being denoted by the time it occurs and its mark information (e.g., event type). A fundamental problem is to model…
Learning time-evolving objects such as multivariate time series and dynamic networks requires the development of novel knowledge representation mechanisms and neural network architectures, which allow for capturing implicit time-dependent…
The ability to predict future events or patterns based on previous experience is crucial for many applications such as traffic control, weather forecasting, or supply chain management. While modern supervised Machine Learning approaches…
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…
Multimodal learning seeks to combine data from multiple input sources to enhance the performance of different downstream tasks. In real-world scenarios, performance can degrade substantially if some input modalities are missing. Existing…
Labeled continuous-time Markov chains (CTMCs) describe processes subject to random timing and partial observability. In applications such as runtime monitoring, we must incorporate past observations. The timing of these observations matters…
Temporal point processes (TPPs) model the timing of discrete events along a timeline and are widely used in fields such as neuroscience and fi- nance. Statistical depth functions are powerful tools for analyzing centrality and ranking in…
Temporal point processes are the dominant paradigm for modeling sequences of events happening at irregular intervals. The standard way of learning in such models is by estimating the conditional intensity function. However, parameterizing…
Event sequences can be modeled by temporal point processes (TPPs) to capture their asynchronous and probabilistic nature. We propose an intensity-free framework that directly models the point process distribution by utilizing normalizing…
A parametric point process model is developed, with modeling based on the assumption that sequential observations often share latent phenomena, while also possessing idiosyncratic effects. An alternating optimization method is proposed to…
Temporal point processes are powerful generative models for event sequences that capture complex dependencies in time-series data. They are commonly specified using autoregressive models that learn the distribution of the next event from…
Temporal point process (TPP) is an important tool for modeling and predicting irregularly timed events across various domains. Recently, the recurrent neural network (RNN)-based TPPs have shown practical advantages over traditional…
A variety of real-world processes (over networks) produce sequences of data whose complex temporal dynamics need to be studied. More especially, the event timestamps can carry important information about the underlying network dynamics,…
In applications such as object tracking, time-series data inevitably carry missing observations. Following the success of deep learning-based models for various sequence learning tasks, these models increasingly replace classic approaches…
Continuous-time event sequences, in which events occur at irregular intervals, are ubiquitous across a wide range of industrial and scientific domains. The contemporary modeling paradigm is to treat such data as realizations of a temporal…