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.
Proposes OC4Seq for detecting anomalies in discrete event sequences.
Events in the world may be caused by other, unobserved events. We consider sequences of events in continuous time. Given a probability model of complete sequences, we propose particle smoothing---a form of sequential importance sampling---to impute the missing events in an incomplete sequence. We develop a trainable fa…
We target modeling latent dynamics in high-dimension marked event sequences without any prior knowledge about marker relations. Such problem has been rarely studied by previous works which would have fundamental difficulty to handle the arisen challenges: 1) the high-dimensional markers and unknown relation network amo…
We study the problem of learning Granger causality between event types from asynchronous, interdependent, multi-type event sequences. Existing work suffers from either limited model flexibility or poor model explainability and thus fails to uncover Granger causality across a wide variety of event sequences with diverse…
Paper introduces efficient methods for probabilistic querying of event sequences.
Continuous-time event sequences represent discrete events occurring in continuous time. Such sequences arise frequently in real-life. Usually we expect the sequences to follow some regular pattern over time. However, sometimes these patterns may be interrupted by unexpected absence or occurrences of events. Identificat…
Data of practical interest - such as personal records, transaction logs, and medical histories - are sequential collections of events relevant to a particular source entity. Recent studies have attempted to link sequences that represent a common entity across data sets to allow more comprehensive statistical analyses a…
Many real-world applications require robust algorithms to learn point processes based on a type of incomplete data --- the so-called short doubly-censored (SDC) event sequences. We study this critical problem of quantitative asynchronous event sequence analysis under the framework of Hawkes processes by leveraging the …
Survey on modeling event sequences through temporal processes.
Framework handles both exchangeable and non-exchangeable event sequences without tuning.
Improved neural models for diverse user event sequences.
Meta-learning improves event prediction from short sequences.
Graph Hawkes Neural Network forecasts evolving graph sequences.
We suggest a novel method of clustering and exploratory analysis of temporal event sequences data (also known as categorical time series) based on three-dimensional data grid models. A data set of temporal event sequences can be represented as a data set of three-dimensional points, each point is defined by three varia…
PRAGMA models financial event sequences for various banking tasks.
Latent Block-Diffusion Temporal Point Processes (LBDTPP) is a semi-autoregressive framework for generating asynchronous event sequences.
Sequential modelling with self-attention has achieved cutting edge performances in natural language processing. With advantages in model flexibility, computation complexity and interpretability, self-attention is gradually becoming a key component in event sequence models. However, like most other sequence models, self…
This paper proposes a method for modeling event sequences with ambiguous timestamps, a time-discounting convolution. Unlike in ordinary time series, time intervals are not constant, small time-shifts have no significant effect, and inputting timestamps or time durations into a model is not effective. The criteria that …
TOQ-Nets learn to recognize complex temporal events with varying objects and sequences.
Anticipatory model generates music with control over events.
Sepsis is a life-threatening condition that seriously endangers millions of people over the world. Hopefully, with the widespread availability of electronic health records (EHR), predictive models that can effectively deal with clinical sequential data increase the possibility to predict sepsis and take early preventiv…
This paper explores neural models to improve modeling of Hawkes process intensity functions.
Proposes a model for multi-horizon probabilistic forecasting of time series influenced by asynchronous events.
New framework infers causal shifts in event sequences under out-of-domain interventions.
EventFlow forecasts event sequences without autoregression, improving accuracy.
Sequential pattern mining is an interesting research area with broad range of applications. Most prior research on sequential pattern mining has considered point-based data where events occur instantaneously. However, in many application domains, events persist over intervals of time of varying lengths. Furthermore, tr…
Modeling multiple Hawkes processes with shared dynamics using graphons.
SMURF-THP improves Transformer Hawkes process models by providing uncertainty quantification.
Predict human lives using sequences of life events.
S2P2 model improves predictive likelihoods for MTPPs.
ADD-THIN improves TPP forecasting by handling long-term data sequences.
In this paper we describe a video surveillance system able to detect traffic events in videos acquired by fixed videocameras on highways. The events of interest consist in a specific sequence of situations that occur in the video, as for instance a vehicle stopping on the emergency lane. Hence, the detection of these e…
Generative model for TPPs using signatures and distributional discrepancies.
Clinical outcome prediction based on the Electronic Health Record (EHR) plays a crucial role in improving the quality of healthcare. Conventional deep sequential models fail to capture the rich temporal patterns encoded in the longand irregular clinical event sequences. We make the observation that clinical events at a…
Temporal point process is an expressive tool for modeling event sequences over time. In this paper, we take a reinforcement learning view whereby the observed sequences are assumed to be generated from a mixture of latent policies. The purpose is to cluster the sequences with different temporal patterns into the underl…
Various and ubiquitous information systems are being used in monitoring, exchanging, and collecting information. These systems are generating massive amount of event sequence logs that may help us understand underlying phenomenon. By analyzing these logs, we can learn process models that describe system procedures, pre…
Variational autoencoder models dynamic latent graphs for neural point processes.
This paper proposes a new meta-learning method -- named HARMLESS (HAwkes Relational Meta LEarning method for Short Sequences) for learning heterogeneous point process models from short event sequence data along with a relational network. Specifically, we propose a hierarchical Bayesian mixture Hawkes process model, whi…
New method detects TC imagery patterns for rapid intensity change.
We propose an effective method to solve the event sequence clustering problems based on a novel Dirichlet mixture model of a special but significant type of point processes --- Hawkes process. In this model, each event sequence belonging to a cluster is generated via the same Hawkes process with specific parameters, an…
A new HP model balances interpretability and flexibility for EHR event sequences.
LogAnMeta detects anomalies from log events using meta learning.
Develops a framework for modeling set-valued data in continuous-time.
We consider the sequential anomaly detection problem in the one-class setting when only the anomalous sequences are available and propose an adversarial sequential detector by solving a minimax problem to find an optimal detector against the worst-case sequences from a generator. The generator captures the dependence i…
Study examines Bitcoin's price history and identifies recurring events.
FraudTransformer detects payment fraud by preserving event order and time gaps.
A novel transformer model improves classification of partially ordered sequences.
Event sequences can be modeled by temporal point processes (TPPs) to capture their asynchronous and probabilistic nature. We propose an intensity-free framework that directly models the point process distribution by utilizing normalizing flows. This approach is capable of capturing highly complex temporal distributions…