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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.

169,341 papers · 148 categories

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0.3%0.5%0.8%0.1% · Aug 202319922001200920182026
6 results for intensity-free

Paper proposes a new method for point process modeling without intensity function.

problem Limitations of current point process modeling methods, especially in multi-modal distributions.
method Intensity-free approach using Wasserstein distance for likelihood-free learning.
result Superior performance on various synthetic and real-world data compared to conventional methods.

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.