相关论文: Bayesian Neural Hawkes Process for Event Uncertain…

The Best Estimate plus Uncertainty (BEPU) approach for nuclear systems modeling and simulation requires that the prediction uncertainty must be quantified in order to prove that the investigated design stays within acceptance criteria. A…

Bayesian Neural Networks (BNNs) provide a tool to estimate the uncertainty of a neural network by considering a distribution over weights and sampling different models for each input. In this paper, we propose a method for uncertainty…

Fueled in part by recent applications in neuroscience, the multivariate Hawkes process has become a popular tool for modeling the network of interactions among high-dimensional point process data. While evaluating the uncertainty of the…

Complex events originate from other primitive events combined according to defined patterns and rules. Instead of using specialists' manual work to compose the model rules, we use machine learning (ML) to self-define these patterns and…

Temporal Point Processes (TPP) play an important role in predicting or forecasting events. Although these problems have been studied extensively, predicting multiple simultaneously occurring events can be challenging. For instance, more…

The multivariate Hawkes process is a past-dependent point process used to model the relationship of event occurrences between different phenomena.Although the Hawkes process was originally introduced to describe excitation effects, which…

We propose a simulation method for multidimensional Hawkes processes based on superposition theory of point processes. This formulation allows us to design efficient simulations for Hawkes processes with differing exponentially decaying…

Point processes are a useful mathematical tool for describing events over time, and so there are many recent approaches for representing and learning them. One notable open question is how to precisely describe the flexibility of point…

While neural networks have demonstrated impressive performance across various tasks, accurately quantifying uncertainty in their predictions is essential to ensure their trustworthiness and enable widespread adoption in critical systems.…

An extension of the Hawkes model where the productivity is variable is considered. In particular, the case is considered where each point may have its own productivity and a simple analytic formula is derived for the maximum likelihood…

Addressing uncertainty is critical for autonomous systems to robustly adapt to the real world. We formulate the problem of model uncertainty as a continuous Bayes-Adaptive Markov Decision Process (BAMDP), where an agent maintains a…

Identification of patterns from discrete data time-series for statistical inference, threat detection, social opinion dynamics, brain activity prediction has received recent momentum. In addition to the huge data size, the associated…

The Hawkes process is used to model point process data where events occur in clusters and bursts. In a standard multivariate Hawkes process, every event that occurs in a dimension has an equal impact on the process intensity. However, this…

Modeling event sequences of multiple event types with marked temporal point processes (MTPPs) provides a principled way to uncover governing dynamical rules and predict future events. Current neural network approaches to MTPP inference rely…

The Conditional Neural Process (CNP) family of models offer a promising direction to tackle few-shot problems by achieving better scalability and competitive predictive performance. However, the current CNP models only capture the overall…

Modeling long horizon marked event sequences is a fundamental challenge in many real-world applications, including healthcare, finance, and user behavior modeling. Existing neural temporal point process models are typically autoregressive,…

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…

Hawkes processes are a particularly interesting class of stochastic process that have been applied in diverse areas, from earthquake modelling to financial analysis. They are point processes whose defining characteristic is that they…

Computational chemistry has come a long way over the course of several decades, enabling subatomic level calculations particularly with the development of Density Functional Theory (DFT). Recently, machine-learned potentials (MLP) have…

Classic estimation methods for Hawkes processes rely on the assumption that observed event times are indeed a realisation of a Hawkes process, without considering any potential perturbation of the model. However, in practice, observations…