Related papers: Deep Continuous-Time State-Space Models for Marked…
We propose Markov two-components processes (M2CP) as a probabilistic model of asynchronous systems based on the trace semantics for concurrency. Considering an asynchronous system distributed over two sites, we introduce concepts and tools…
The classical temporal point process (TPP) constructs an intensity function by taking the occurrence times into account. Nevertheless, occurrence time may not be the only relevant factor, other contextual data, termed covariates, may also…
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…
The standard paradigm of modeling marked point processes is by parameterizing the intensity function using an attention-based (Transformer-style) architecture. Despite the flexibility of these methods, their inference is based on the…
Temporal point processes (TPPs) provide a natural mathematical framework for modeling heartbeats due to capturing underlying physiological inductive biases. In this work, we apply density-based neural TPPs to model heartbeat dynamics from…
We propose a latent self-exciting point process model that describes geographically distributed interactions between pairs of entities. In contrast to most existing approaches that assume fully observable interactions, here we consider a…
Point process data are becoming ubiquitous in modern applications, such as social networks, health care, and finance. Despite the powerful expressiveness of the popular recurrent neural network (RNN) models for point process data, they may…
Event cameras unlock new frontiers that were previously unthinkable with standard frame-based cameras. One notable example is low-latency motion estimation (optical flow), which is critical for many real-time applications. In such…
The challenging problem of conducting fully Bayesian inference for the reaction rate constants governing stochastic kinetic models (SKMs) is considered. Given the challenges underlying this problem, the Markov jump process representation is…
Critically ill patients in regular wards are vulnerable to unanticipated adverse events which require prompt transfer to the intensive care unit (ICU). To allow for accurate prognosis of deteriorating patients, we develop a novel…
A possibly time-dependent transition intensity matrix or generator $(Q(t))$ characterizes the law of a Markov jump process (MP). For a time homogeneous MP, the transition probability matrix (TPM) can be expressed as a matrix exponential of…
We consider the problem of analyzing timestamped relational events between a set of entities, such as messages between users of an on-line social network. Such data are often analyzed using static or discrete-time network models, which…
Stochastic Programming is a powerful modeling framework for decision-making under uncertainty. In this work, we tackle two-stage stochastic programs (2SPs), the most widely used class of stochastic programming models. Solving 2SPs exactly…
Temporal point processes offer a powerful framework for sampling from discrete distributions, yet they remain underutilized in existing literature. We show how to construct, for any target multivariate count distribution with…
We consider continuous time Markovian processes where populations of individual agents interact stochastically according to kinetic rules. Despite the increasing prominence of such models in fields ranging from biology to smart cities,…
Event cameras are bio-inspired sensors that capture intensity changes asynchronously with distinct advantages, such as high temporal resolution. Existing methods for event-based object/action recognition predominantly sample and convert…
Event sequence, asynchronously generated with random timestamp, is ubiquitous among applications. The precise and arbitrary timestamp can carry important clues about the underlying dynamics, and has lent the event data fundamentally…
Temporal Point Processes (TPPs) hold a pivotal role in modeling event sequences across diverse domains, including social networking and e-commerce, and have significantly contributed to the advancement of recommendation systems and…
Temporal point processes (TPPs) are a fundamental tool for modeling event sequences in continuous time, but most existing approaches rely on autoregressive parameterizations that are limited by their sequential sampling. Recent…
We target modeling latent dynamics in high-dimension marked event sequences without any prior knowledge about marker relations. Such problem has been rarely studied by previous works which would have fundamental difficulty to handle the…