Related papers: A neural network based model for multi-dimensional…
Hawkes Processes are a type of point process which models self-excitement among time events. It has been used in a myriad of applications, ranging from finance and earthquakes to crime rates and social network activity analysis.Recently, a…
In classical Hawkes process, the baseline intensity and triggering kernel are assumed to be a constant and parametric function respectively, which limits the model flexibility. To generalize it, we present a fully Bayesian nonparametric…
Modern deep neural networks (DNNs) are extremely powerful; however, this comes at the price of increased depth and having more parameters per layer, making their training and inference more computationally challenging. In an attempt to…
Recently a number of papers have suggested using neural-networks in order to approximate policy functions in DSGE models, while avoiding the curse of dimensionality, which for example arises when solving many HANK models, and while…
This paper introduces the Hawkes skeleton and the Hawkes graph. These objects summarize the branching structure of a multivariate Hawkes point process in a compact, yet meaningful way. We demonstrate how graph-theoretic vocabulary…
Active learning methods for neural networks are usually based on greedy criteria which ultimately give a single new design point for the evaluation. Such an approach requires either some heuristics to sample a batch of design points at one…
We are interested in the problem of classifying Multivariate Hawkes Processes (MHP) paths coming from several classes. MHP form a versatile family of point processes that models interactions between connected individuals within a network.…
We propose tensorial neural networks (TNNs), a generalization of existing neural networks by extending tensor operations on low order operands to those on high order ones. The problem of parameter learning is challenging, as it corresponds…
The Hawkes process is a versatile stochastic model for point patterns that exhibit self-excitation, that is, the property that an event occurrence increases the rate of occurrence for some period of time in the future. We present a Bayesian…
The process of transforming observed data into predictive mathematical models of the physical world has always been paramount in science and engineering. Although data is currently being collected at an ever-increasing pace, devising…
The rapid growth of research in exploiting machine learning to predict chaotic systems has revived a recent interest in Hamiltonian Neural Networks (HNNs) with physical constraints defined by the Hamilton's equations of motion, which…
We propose a Multivariate Spatio-Temporal Neural Hawkes Process for modeling complex multivariate event data with spatio-temporal dynamics. The proposed model extends continuous-time neural Hawkes processes by integrating spatial…
We propose an effective method to solve the event sequence clustering problems based on a novel Dirichlet mixture model of a special but significant type of point processes --- Hawkes process. In this model, each event sequence belonging to…
Nonlinear parametric systems have been widely used in modeling nonlinear dynamics in science and engineering. Bifurcation analysis of these nonlinear systems on the parameter space are usually used to study the solution structure such as…
We propose the introduction of nonlinear operation into the feature generation process in convolutional neural networks. This nonlinearity can be implemented in various ways. First we discuss the use of nonlinearities in the process of data…
We design specific neural networks (NNs) for the identification of switching nonlinear systems in the state-space form, which explicitly model the switching behavior and address the inherent coupling between system parameters and switching…
Hierarchical Bayesian models are increasingly used in large, inhomogeneous complex network dynamical systems by modeling parameters as draws from a hyperparameter-governed distribution. However, theoretical guarantees for these estimates as…
Neural Networks (NN), although successfully applied to several Artificial Intelligence tasks, are often unnecessarily over-parametrised. In edge/fog computing, this might make their training prohibitive on resource-constrained devices,…
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…
The aim of this paper is to provide a new method for the detection of either favored or avoided distances between genomic events along DNA sequences. These events are modeled by a Hawkes process. The biological problem is actually complex…