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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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5 results for “MTPP”

Hyper Hawkes Processes: Interpretable Models of Marked Temporal Point Processesstat.ML

New MTPP model offers interpretable predictions with state-of-the-art performance.

problem Inexpressive models lack interpretability, while neural models sacrifice interpretability for performance.

method Extends Hawkes process to a hypernetwork with a latent space, making it flexible and interpretable.

result Achieves state-of-the-art performance across various tasks and metrics.

MTPP Hawkes process interpretability neural networks latent space

2025-11-02abs ↗pdf ↗

Deep Continuous-Time State-Space Models for Marked Event Sequencesstat.ML

S2P2 model improves predictive likelihoods for MTPPs.

problem Modeling irregular time intervals in event sequences.

method State-space point process model using deep state-space techniques.

result Empirically, S2P2 achieves state-of-the-art predictive likelihoods.

state-space models point processes deep learning event sequences Hawkes processes

2024-12-27abs ↗pdf ↗

Decoupled Marked Temporal Point Process using Neural Ordinary Differential Equationscs.LG

Proposes a new framework to disentangle event influences in MTPP.

problem Underexplored how individual events influence overall dynamics over time.

method Decoupled MTPP framework using Neural Ordinary Differential Equations (Neural ODEs).

result Significantly improves performance on real-life datasets compared to state-of-the-art methods.

Marked Temporal Point Process Neural Ordinary Differential Equations Event Influence Density Estimation Survival Rate

2024-06-10abs ↗pdf ↗

Differentiable Adversarial Attacks for Marked Temporal Point Processescs.LG

Differentiable adversarial attacks improve model robustness in MTPP models.

problem Improving model robustness against adversarial attacks in MTPP models.

method Proposed a differentiable adversarial attack scheme PERMTPP that addresses the sequential nature and varying time-scales of MTPPs.

result Demonstrated offensive and defensive capabilities, and reduced inference times on real-world datasets.

Adversarial Attacks Marked Temporal Point Processes Differentiable Learning Robustness Inference Time Reduction

2025-01-17abs ↗pdf ↗

Intensity-free Integral-based Learning of Marked Temporal Point Processescs.LG

New method models MTPP without predefined intensity functions.

problem Parameterizing conditional joint PDF for MTPP.

method IFIB framework, modeling

p^*(m,t)

directly.

result Superior experimental results on real and synthetic data.

Marked Temporal Point Processes Conditional Joint PDF Intensity-free Integral-based Multi-dimensional Continuous Space

2023-08-04abs ↗pdf ↗