相关论文: Learning Hawkes Processes from Short Doubly-Censor…

In a discrete-time setting, we consider an arrival process $\left\{\xi_n \, \middle| \, n = 1, 2, \ldots \right\}$, which models the occurrence of events, and a corresponding point process $\left\{H_n \, \middle| \, n = 1, 2, \ldots…

Learning the latent network structure from large scale multivariate point process data is an important task in a wide range of scientific and business applications. For instance, we might wish to estimate the neuronal functional…

Learning from synthetic data has many important and practical applications. An example of application is photo-sketch recognition. Using synthetic data is challenging due to the differences in feature distributions between synthetic and…

We propose a new sparse Granger-causal learning framework for temporal event data. We focus on a specific class of point processes called the Hawkes process. We begin by pointing out that most of the existing sparse causal learning…

Modeling event dynamics is central to many disciplines. Patterns in observed event arrival times are commonly modeled using point processes. Such event arrival data often exhibits self-exciting, heterogeneous and sporadic trends, which is…

*Data Synthesis* is a promising way to train a small model with very little labeled data. One approach for data synthesis is to leverage the rich knowledge from large language models to synthesize pseudo training examples for small models,…

Hawkes processes have been shown to be efficient in modeling bursty sequences in a variety of applications, such as finance and social network activity analysis. Traditionally, these models parameterize each process independently and assume…

Cascading chains of events are a salient feature of many real-world social, biological, and financial networks. In social networks, social reciprocity accounts for retaliations in gang interactions, proxy wars in nation-state conflicts, or…

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…

Modelling and forecasting the occurrence of extreme events is especially difficult when the event process is nonstationary, with changes in both the rate at which extremes occur and the magnitude of the extremes when they occur. We approach…

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…

Learning causal structure among event types on multi-type event sequences is an important but challenging task. Existing methods, such as the Multivariate Hawkes processes, mostly assumed that each sequence is independent and identically…

Synthetic training data has gained prominence in numerous learning tasks and scenarios, offering advantages such as dataset augmentation, generalization evaluation, and privacy preservation. Despite these benefits, the efficiency of…

Event-driven systems in fields such as neuroscience, social networks, and finance often exhibit dynamics influenced by continuously evolving external covariates. Motivated by these applications, we introduce a new class of multivariate…

When the sample path of a Hawkes process is observed discretely, such that only the total event counts in disjoint time intervals are known, the likelihood function becomes intractable. To overcome the challenge of likelihood-based…

Dataset Distillation (DD) aims to synthesize a small dataset capable of performing comparably to the original dataset. Despite the success of numerous DD methods, theoretical exploration of this area remains unaddressed. In this paper, we…

Physiological signal analysis often involves identifying events crucial to understanding biological dynamics. Traditional methods rely on handcrafted procedures or supervised learning, presenting challenges such as expert dependence, lack…

We present a new CUSUM procedure for sequentially detecting change-point in the self and mutual exciting processes, a.k.a. Hawkes networks using discrete events data. Hawkes networks have become a popular model for statistics and machine…

Hawkes processes are a self-exciting stochastic process used to describe phenomena whereby past events increase the probability of the occurrence of future events. This work presents a flexible approach for modelling a variant of these,…

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…