Related papers: Sampling on Discrete Spaces with Temporal Point Pr…

We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…

Markov chain Monte Carlo methods are central in computational statistics, and typically rely on detailed balance to ensure invariance with respect to a target distribution. Although straightforward to construct by Metropolization, this can…

A temporal point process (TPP) is a stochastic process where its realization is a sequence of discrete events in time. Recent work in TPPs model the process using a neural network in a supervised learning framework, where a training set is…

There is a growing number of tasks that work directly on point clouds. As the size of the point cloud grows, so do the computational demands of these tasks. A possible solution is to sample the point cloud first. Classic sampling…

We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index $\alpha$ ($0< \alpha \le 2$), in the symmetric case. We show that by properly scaled transition to…

Speculative sampling is a popular technique for accelerating inference in Large Language Models by generating candidate tokens using a fast draft model and accepting or rejecting them based on the target model's distribution. While…

Random point patterns are ubiquitous in nature, and statistical models such as point processes, i.e., algorithms that generate stochastic collections of points, are commonly used to simulate and interpret them. We propose an application of…

Neural Temporal Point Processes (TPPs) have emerged as the primary framework for predicting sequences of events that occur at irregular time intervals, but their sequential nature can hamper performance for long-horizon forecasts. To…

Determinantal point processes (DPPs) are an important concept in random matrix theory and combinatorics. They have also recently attracted interest in the study of numerical methods for machine learning, as they offer an elegant "missing…

In this work we present a reduction result for discrete time systems with two time scales. In order to be valid, previous results in the field require some strong hypotheses that are difficult to check in practical applications. Roughly…

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…

Diffusion models, which convert noise into new data instances by learning to reverse a Markov diffusion process, have become a cornerstone in contemporary generative modeling. While their practical power has now been widely recognized, the…

Continuous-time event sequences, in which events occur at irregular intervals, are ubiquitous across a wide range of industrial and scientific domains. The contemporary modeling paradigm is to treat such data as realizations of a temporal…

A temporal point process is a stochastic process that predicts which type of events is likely to happen and when the event will occur given a history of a sequence of events. There are various examples of occurrence dynamics in the daily…

A specific family of point processes are introduced that allow to select samples for the purpose of estimating the mean or the integral of a function of a real variable. These processes, called quasi-systematic processes, depend on a tuning…

Sparse sequences of neural spikes are posited to underlie aspects of working memory, motor production, and learning. Discovering these sequences in an unsupervised manner is a longstanding problem in statistical neuroscience. Promising…

A class of discrete distributions can be derived from stationary renewal processes. They have the useful property that the mean is a simple function of the model parameters. Thus regressions of the distribution mean on covariates can be…

Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the…

Recently, diffusion probabilistic models (DPMs) have achieved promising results in diverse generative tasks. A typical DPM framework includes a forward process that gradually diffuses the data distribution and a reverse process that…

For discrete-time linear systems subject to parametric uncertainty described by random variables, we develop a sampling-based Stochastic Model Predictive Control algorithm. Unlike earlier results employing a scenario approximation, we…