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Point processes are widely used statistical models for continuous-time discrete event data, such as medical records, crime reports, and social network interactions, to capture the influence of historical events on future occurrences. In…
Reinforcement learning from human feedback (RLHF) is a critical technique for training large language models. However, conventional reward models based on the Bradley-Terry model (BTRM) often suffer from overconfidence when faced with…
In applied machine learning, concept drift, which is either gradual or abrupt changes in data distribution, can significantly reduce model performance. Typical detection methods,such as statistical tests or reconstruction-based models,are…
The Hawkes model is a past-dependent point process, widely used in various fields for modeling temporal clustering of events. Extending this framework, the multidimensional marked Hawkes process incorporates multiple interacting event types…
When implementing prediction models for high-stakes real-world applications such as medicine, finance, and autonomous systems, quantifying prediction uncertainty is critical for effective risk management. Traditional approaches to…
Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {\em uncertainty}. Quantifying…
The self-exciting Hawkes process is widely used to model events which occur in bursts. However, many real world data sets contain missing events and/or noisily observed event times, which we refer to as data distortion. The presence of such…
With recently available football match event data that record the details of football matches, analysts and researchers have a great opportunity to develop new performance metrics, gain insight, and evaluate key performance. However, most…
Score-based explainable machine-learning techniques are often used to understand the logic behind black-box models. However, such explanation techniques are often computationally expensive, which limits their application in time-critical…
Transformer-based trackers have achieved promising success and become the dominant tracking paradigm due to their accuracy and efficiency. Despite the substantial progress, most of the existing approaches tackle object tracking as a…
Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…
The Hawkes process has become a standard method for modeling self-exciting event sequences with different event types. A recent work has generalized the Hawkes process to a neurally self-modulating multivariate point process, which enables…
Airport performance prediction with a reasonable look-ahead time is a challenging task and has been attempted by various prior research. Traffic, demand, weather, and traffic management actions are all critical inputs to any prediction…
Estimating uncertainty is at the core of performing scientific measurements in HEP: a measurement is not useful without an estimate of its uncertainty. The goal of uncertainty quantification (UQ) is inextricably linked to the question, "how…
Estimating how well a machine learning model performs during inference is critical in a variety of scenarios (for example, to quantify uncertainty, or to choose from a library of available models). However, the standard accuracy estimate of…
Tsetlin Machines (TMs) have emerged as a compelling alternative to conventional deep learning methods, offering notable advantages such as smaller memory footprint, faster inference, fault-tolerant properties, and interpretability. Although…
Targeting a better understanding of credit market dynamics, the authors have studied a stochastic model named the Hawkes process. Describing trades arrival times, this kind of model allows for the capture of self-excitement and mutual…
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…
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…
Learning causal structure among event types from discrete-time event sequences is a particularly important but challenging task. Existing methods, such as the multivariate Hawkes processes based methods, mostly boil down to learning the…