Related papers: A point process model for rare event detection
Many scientific fields, from medicine to seismology, rely on analyzing sequences of events over time to understand complex systems. Traditionally, machine learning models must be built and trained from scratch for each new dataset, which is…
Multivariate Hawkes process provides a powerful framework for modeling temporal dependencies and event-driven interactions in complex systems. While existing methods primarily focus on uncovering causal structures among observed…
Event data consisting of time of occurrence of the events arises in several real-world applications. Recent works have introduced neural network based point processes for modeling event-times, and were shown to provide state-of-the-art…
State-of-the-art methods for rare event simulation of non-Markovian models face practical or theoretical limits if observing the event of interest requires prior knowledge or information on the timed behavior of the system. In this paper,…
The estimation of the probability of rare events is an important task in reliability and risk assessment. We consider failure events that are expressed in terms of a limit state function, which depends on the solution of a partial…
Rare life events significantly impact mental health, and their detection in behavioral studies is a crucial step towards health-based interventions. We envision that mobile sensing data can be used to detect these anomalies. However, the…
We develop a new algorithm for the estimation of rare event probabilities associated with the steady-state of a Markov stochastic process with continuous state space $\mathbb R^d$ and discrete time steps (i.e. a discrete-time $\mathbb…
The development of enhanced sampling methods has greatly extended the scope of atomistic simulations, allowing long-time phenomena to be studied with accessible computational resources. Many such methods rely on the identification of an…
Complex event processing (CEP) is widely employed to detect occurrences of predefined combinations (patterns) of events in massive data streams. As new events are accepted, they are matched using some type of evaluation structure, commonly…
We consider the problem of discovering sequential patterns from event-based spatio-temporal data. The dataset is described by a set of event types and their instances. Based on the given dataset, the task is to discover all significant…
To address the challenges of imbalanced multi-class datasets typically used for rare event detection in critical cyber-physical systems, we propose an optimal, efficient, and adaptable mixed integer programming (MIP) ensemble weighting…
To advance automated detection of extreme weather events, which are increasing in frequency and intensity with climate change, we explore modifications to a novel light-weight Context Guided convolutional neural network architecture trained…
We study the spatio-temporal prediction problem, which has attracted the attention of many researchers due to its critical real-life applications. In particular, we introduce a novel approach to this problem. Our approach is based on the…
In this paper we propose a new method to assist in labeling data arriving from fast running processes using anomaly detection. A result is the possibility to manually classify data arriving at a high rates to train machine learning models.…
In this paper we address the use of rare event computation techniques to estimate small over-threshold probabilities of observables in determin-istic dynamical systems. We demonstrate that the genealogical particle analysis algorithms can…
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…
We propose a new sparse Granger-causal learning framework for temporal event data. We focus on a specific class of point processes called the Hawkes process. We begin by pointing out that most of the existing sparse causal learning…
Humans naturally follow distinct patterns when conducting their daily activities, which are driven by established practices and processes, such as production workflows, social norms and daily routines. Human activity recognition (HAR)…
Self- and mutually-exciting point processes are popular models in machine learning and statistics for dependent discrete event data. To date, most existing models assume stationary kernels (including the classical Hawkes processes) and…
This paper introduces a general approach to design a tailored solution to detect rare events in different industrial applications based on Internet of Things (IoT) networks and machine learning algorithms. We propose a general framework…