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Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…

Statistical Mechanics · Physics 2020-05-11 S. E. Marzen , J. P. Crutchfield

In this work we addressed the problem of capturing sequential information contained in longitudinal electronic health records (EHRs). Clinical notes, which is a particular type of EHR data, are a rich source of information and practitioners…

Computation and Language · Computer Science 2020-10-27 Andrey Kormilitzin , Nemanja Vaci , Qiang Liu , Hao Ni , Goran Nenadic , Alejo Nevado-Holgado

Continuous-time event sequences play a vital role in real-world domains such as healthcare, finance, online shopping, social networks, and so on. To model such data, temporal point processes (TPPs) have emerged as the most natural and…

Temporal point processes (TPP) are probabilistic generative models for continuous-time event sequences. Neural TPPs combine the fundamental ideas from point process literature with deep learning approaches, thus enabling construction of…

Machine Learning · Computer Science 2021-08-26 Oleksandr Shchur , Ali Caner Türkmen , Tim Januschowski , Stephan Günnemann

Asynchronous events on the continuous time domain, e.g., social media actions and stock transactions, occur frequently in the world. The ability to recognize occurrence patterns of event sequences is crucial to predict which typeof events…

Machine Learning · Computer Science 2020-02-17 Qiang Zhang , Aldo Lipani , Omer Kirnap , Emine Yilmaz

Induction of common sense knowledge about prototypical sequences of events has recently received much attention. Instead of inducing this knowledge in the form of graphs, as in much of the previous work, in our method, distributed…

Machine Learning · Computer Science 2017-02-13 Ashutosh Modi , Ivan Titov

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

The CDC Vaccine Safety Datalink project has pioneered the use of near real-time post-market vaccine safety surveillance for the rapid detection of adverse events. Doing weekly analyses, continuous sequential methods are used, allowing…

Applications · Statistics 2015-03-09 Martin Kulldorff , Ivair R. Silva

Temporal point processes (TPPs) are stochastic process models used to characterize event sequences occurring in continuous time. Traditional statistical TPPs have a long-standing history, with numerous models proposed and successfully…

Machine Learning · Computer Science 2025-06-30 Feng Zhou , Quyu Kong , Jie Qiao , Cheng Wan , Yixuan Zhang , Ruichu Cai

Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…

Probability · Mathematics 2021-04-13 Suryadeepto Nag

The news coverage of events often contains not one but multiple incompatible accounts of what happened. We develop a query-based system that extracts compatible sets of events (scenarios) from such data, formulated as one-class clustering.…

Computation and Language · Computer Science 2019-09-17 Su Wang , Greg Durrett , Katrin Erk

Motivated by the abundance of uncertain event data from multiple sources including physical devices and sensors, this paper presents the task of relating a stochastic process observation to a process model that can be rendered from a…

Artificial Intelligence · Computer Science 2022-06-28 Izack Cohen , Avigdor Gal

Data of sequential nature arise in many application domains in forms of, e.g. textual data, DNA sequences, and software execution traces. Different research disciplines have developed methods to learn sequence models from such datasets: (i)…

Machine Learning · Statistics 2018-11-02 Niek Tax , Irene Teinemaa , Sebastiaan J. van Zelst

The application of Predictive Process Monitoring (PPM) techniques is becoming increasingly widespread due to their capacity to provide organizations with accurate predictions regarding the future behavior of business processes, thereby…

Software Engineering · Computer Science 2025-04-25 Simona Fioretto , Elio Masciari

Efficient matching of incoming events of data streams to persistent queries is fundamental to event stream processing systems. These applications require dealing with high volume and continuous data streams with fast processing time on…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-05 Fuyuan Xiao , Masayoshi Aritsugi

Asynchronous event sequence clustering aims to group similar event sequences in an unsupervised manner. Mixture models of temporal point processes have been proposed to solve this problem, but they often suffer from overfitting, leading to…

Machine Learning · Computer Science 2024-11-08 Yiwei Dong , Shaoxin Ye , Yuwen Cao , Qiyu Han , Hongteng Xu , Hanfang Yang

Event sequences (ESs) arise in many practical domains including finance, retail, social networks, and healthcare. In the context of machine learning, event sequences can be seen as a special type of tabular data with annotated timestamps.…

Temporal Point Processes (TPP) are probabilistic generative frameworks. They model discrete event sequences localized in continuous time. Generally, real-life events reveal descriptive information, known as marks. Marked TPPs model time and…

Machine Learning · Computer Science 2024-11-26 Govind Waghmare , Ankur Debnath , Siddhartha Asthana , Aakarsh Malhotra

Motivated by a broad range of potential applications, we address the quantile prediction problem of real-valued time series. We present a sequential quantile forecasting model based on the combination of a set of elementary nearest…

Methodology · Statistics 2010-06-16 Gérard Biau , Benoît Patra

Importance sampling is a technique that is commonly used to speed up Monte Carlo simulation of rare events. However, little is known regarding the design of efficient importance sampling algorithms in the context of queueing networks. The…

Probability · Mathematics 2009-09-29 Paul Dupuis , Ali Devin Sezer , Hui Wang
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