相关论文: Likelihood-Free Estimation for Spatiotemporal Hawk…

We introduce a framework using Generative Adversarial Networks (GANs) for likelihood--free inference (LFI) and Approximate Bayesian Computation (ABC) where we replace the black-box simulator model with an approximator network and generate a…

Hawkes process models are used in settings where past events increase the likelihood of future events occurring. Many applications record events as counts on a regular grid, yet discrete-time Hawkes models remain comparatively underused and…

We present a novel deep generative semi-supervised framework for credit card fraud detection, formulated as time series classification task. As financial transaction data streams grow in scale and complexity, traditional methods often…

Generative Adversarial Networks (GANs) have been successful in producing outstanding results in areas as diverse as image, video, and text generation. Building on these successes, a large number of empirical studies have validated the…

Self-exciting spatiotemporal Hawkes processes have found increasing use in the study of large-scale public health threats ranging from gun violence and earthquakes to wildfires and viral contagion. Whereas many such applications feature…

Missing data is one of the most common preprocessing problems. In this paper, we experimentally research the use of generative and non-generative models for feature reconstruction. Variational Autoencoder with Arbitrary Conditioning (VAEAC)…

Computer vision systems that are deployed in safety-critical applications need to quantify their output uncertainty. We study regression from images to parameter values and here it is common to detect uncertainty by predicting probability…

High-frequency banking environments face a critical trade-off between low-latency fraud detection and the regulatory explainability demanded by GDPR. Traditional rule-based and discriminative models struggle with "zero-day" attacks due to…

Multivariate time-series data are used in many classification and regression predictive tasks, and recurrent models have been widely used for such tasks. Most common recurrent models assume that time-series data elements are of equal length…

Generative adversarial networks (GANs) have been extremely successful in generating samples, from seemingly high dimensional probability measures. However, these methods struggle to capture the temporal dependence of joint probability…

We propose the Wasserstein Black Hole Transformer (WBHT) framework for detecting black hole (BH) anomalies in communication networks. These anomalies cause packet loss without failure notifications, disrupting connectivity and leading to…

Multivariate Hawkes Processes (MHPs) are an important class of temporal point processes that have enabled key advances in understanding and predicting social information systems. However, due to their complex modeling of temporal…

Missing time-series data is a prevalent practical problem. Imputation methods in time-series data often are applied to the full panel data with the purpose of training a model for a downstream out-of-sample task. For example, in finance,…

Forecasting attracts a lot of research attention in the electricity value chain. However, most studies concentrate on short-term forecasting of generation or consumption with a focus on systems and less on individual consumers. Even more…

Generative Adversarial Networks (GANs) have achieved a great success in unsupervised learning. Despite its remarkable empirical performance, there are limited theoretical studies on the statistical properties of GANs. This paper provides…

A crime is a punishable offence that is harmful for an individual and his society. It is obvious to comprehend the patterns of criminal activity to prevent them. Research can help society to prevent and solve crime activates. Study shows…

While the presence of clustering in crime and security event data is well established, the mechanism(s) by which clustering arises is not fully understood. Both contagion models and history independent correlation models are applied, but…

Predicting crimes in urban environments is crucial for public safety, yet existing prediction methods often struggle to align the knowledge across diverse cities that vary dramatically in data availability of specific crime types. We…

Generative Adversarial Networks (GANs) have been impactful on many problems and applications but suffer from unstable training. The Wasserstein GAN (WGAN) leverages the Wasserstein distance to avoid the caveats in the minmax two-player…

We propose a novel probabilistic framework to model continuous-time interaction events data. Our goal is to infer the \emph{implicit} community structure underlying the temporal interactions among entities, and also to exploit how the…