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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.

168,695 papers · 148 categories

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2595187761,035 · Jun 202019922001200920172026
48 results for event generation

Study examines HTE estimation from time-to-event data with competing events.

problem Estimating HTEs from time-to-event data with competing events.
method Outcome modeling approach using plug-in estimators for potential outcomes.
result Competing events introduce new challenges for HTE estimation.

New STH distance finds patterns in event timeseries without resampling.

problem Lack of efficient analysis methods for event and state timeseries.
method Define STE-ts, propose STH, leveraging both time and state duration.
result Improved precision and computation time compared to resampled metrics.

New method generates synthetic survival data by conditioning on event times and censoring indicators.

problem Generating accurate synthetic survival data with censored event times.
method Conditioning covariates on event times and censoring indicators using existing tabular data generation models.
result Our method consistently outperforms baselines and improves survival model performance.

Latent Block-Diffusion Temporal Point Processes (LBDTPP) is a semi-autoregressive framework for generating asynchronous event sequences.

problem Generating asynchronous event sequences
method Latent Block-Diffusion Temporal Point Processes
result Outperforms state-of-the-art TPP baselines in both unconditional and conditional generation tasks

Efficient event generation for collider phenomenology using parallel Langevin sampling and learned Stein diagnostics.

problem Event generation for precision collider phenomenology.
method Parallel Langevin sampling with learned Stein diagnostics.
result Relaxation time is estimated using a data-driven approach.

Process mining is a research field focused on the analysis of event data with the aim of extracting insights in processes. Applying process mining techniques on data from smart home environments has the potential to provide valuable insights in (un)healthy habits and to contribute to ambient assisted living solutions. …

2016-09-12abs ↗pdf ↗

New model for multivariate discrete event data with flexible interactions.

problem Modeling multivariate discrete event data with categorical interactions.
method Developed a new modeling approach with convex constraints, two estimation procedures (LS and ML).
result Proposed model can capture arbitrary shapes of historical event influence.

SS-GEN simulates rare events in heavy and light-tailed data.

problem Estimating probabilities of extreme events in multivariate data.
method Self-Similar Generative Estimation (SS-GEN) decomposes tail distribution into radial and angular components.
result SS-GEN generates representative extreme scenarios and estimates rare-event probabilities beyond observed data.

Develops a method for causal inference in recurrent event data with terminal failure.

problem Causal inference in recurrent event data with a terminal event.
method Multiply robust estimation framework for causal inference.
result Proposes an estimator for the expected number of recurrent events and failure survival function.

CyPhERS provides real-time event info for CPSs, avoiding downtime.

problem Real-time event identification in CPSs is challenging due to complex interdependencies and rare events.
method CyPhERS integrates cyber and physical components, generating event signatures for known and unknown events.
result Event signatures provide relevant and inferable information on both known and unknown event types.

Model predicts epileptic seizures with high accuracy using EEG signals.

problem Predicting epileptic seizures with high accuracy for diagnosis and treatment.
method Pearson's product-moment correlation coefficient with a linear classifier on generalized Gaussian modeling.
result 100% effectiveness for sensitivity and specificity greater than 83%.

Reconstructing network connectivity from the collective dynamics of a system typically requires access to its complete continuous-time evolution although these are often experimentally inaccessible. Here we propose a theory for revealing physical connectivity of networked systems only from the event time series their i…

2018-03-27abs ↗pdf ↗

Calibrates Hawkes models for market events, revealing power-law feedback kernels.

problem Estimating the influence of past events and price changes on future market events.
method Proposes a calibration procedure for Quadratic Hawkes models, analyzing the kernel components.
result Empirically calibrated kernel components reveal power-law behavior, suggesting system near critical point.

Barcelona evaluates major events for economic and social impact.

problem Evaluating the economic and social impact of major events in Barcelona.
method Analyzes the economic and social dimensions of Barcelona's major events from 1888 to 2004.
result Develops a rational argument for communicating the economic benefits of major events.

We provide foundations for decisions in face of unlikely events by extending the standard framework of Savage to include preferences indexed by a family of events. We derive a subjective lexicographic expected utility representation which allows for infinitely many lexicographically ordered levels of events and for eve…

2016-05-24abs ↗pdf ↗

Study investigates micro-event detection on FLOSS version releases from Stack Overflow.

problem Detecting micro-events in FLOSS version release events from textual messages.
method Developed pipelines using LDA topic modeling, hSBM topics, and sentiment analysis; optimized feature spaces with RFECV; evaluated models with statistical analysis.
result Found characteristic changes in topics or sentiment features before or after FLOSS version releases.

We consider the problem of separating error messages generated in large distributed data center networks into error events. In such networks, each error event leads to a stream of messages generated by hardware and software components affected by the event. These messages are stored in a giant message log. We consider …

2018-04-10abs ↗pdf ↗

Modeling multiple Hawkes processes with shared dynamics using graphons.

problem Modeling multiple multivariate point processes with shared dynamics.
method Leverage graphons to model an uncountable event type space, learn graphon-based Hawkes process model by minimizing hierarchical optimal transport distance.
result Infer underlying relations and simulate event sequences with similar dynamics.

A new method reduces uncertainty in predicting rare extreme events without assuming their presence in training data.

problem Predicting rare and extreme events in complex systems with high uncertainty.
method Extreme Event Aware (e2a or η) learning, which enforces extreme event statistics during training.
result Models generate unprecedented extreme events even when training data lacks extremes.

This paper considers the problem of predicting the number of events that have occurred in the past, but which are not yet observed due to a delay. Such delayed events are relevant in predicting the future cost of warranties, pricing maintenance contracts, determining the number of unreported claims in insurance and in …

2018-01-09abs ↗pdf ↗

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.

Event-based cameras are bio-inspired novel sensors that asynchronously record changes in illumination in the form of events, thus resulting in significant advantages over conventional cameras in terms of low power utilization, high dynamic range, and no motion blur. Moreover, such cameras, by design, encode only the re…

2019-11-21abs ↗pdf ↗

Synthetic medical data which preserves privacy while maintaining utility can be used as an alternative to real medical data, which has privacy costs and resource constraints associated with it. At present, most models focus on generating cross-sectional health data which is not necessarily representative of real data. …

2019-11-14abs ↗pdf ↗

Develops a neural model to predict event occurrence and timing.

problem Standard event time models ignore the distinction between event occurrence probability and predicted time.
method Introduces a conditional event time model using a neural network with a binary stochastic layer.
result Shows superior event occurrence and timing predictions on various datasets.

New model captures time and mark inter-dependence in TPPs.

problem Limited predictive performance of conditionally independent TPP models on entangled time and mark interactions.
method Developed a multivariate TPP that models conditional inter-dependence of time and mark, using both intensity-based and intensity-free models.
result Proposed TPP models outperform conditionally independent and dependent models in standard prediction tasks.