The paper models user-advertiser interactions using point processes.
problem Causal inference problems in user-advertiser interaction.
method Temporal marked point processes and neural point processes.
result Neural point processes as practical solutions.
UNIPoint universally approximates point process intensities.
problem How to precisely describe the flexibility of point process models.
method Proof using Stone-Weierstrass Theorem, transfer functions, and recurrent neural networks.
result UNIPoint performs better than other models on synthetic and real-world datasets.
New method learns spatiotemporal dynamics from random point process observations.
problem Challenges in modeling spatiotemporal dynamics from randomly collected data.
method Integration of neural differential equations, neural point processes, implicit neural representations, and amortized variational inference.
result Significant improvements in predictive accuracy and computational efficiency compared to existing methods.
We introduce Graph Neural Processes (GNP), inspired by the recent work in conditional and latent neural processes. A Graph Neural Process is defined as a Conditional Neural Process that operates on arbitrary graph data. It takes features of sparsely observed context points as input, and outputs a distribution over targ…
Paper introduces a neural network-based non-stationary influence kernel for complex event data.
problem Modeling complex, non-stationary, and dependent discrete event data.
method Neural Spectral Marked Point Processes (NSMPP) with a versatile non-stationary influence kernel.
result NSMPP outperforms state-of-the-art models on synthetic and real data.
Neural Diffusion Intensity Models simplify Cox processes inference.
problem Intractable nonparametric estimation and posterior inference of latent stochastic intensity in Cox processes.
method Variational framework using neural SDEs, with theoretical guarantee of ELBO maximization coinciding with maximum likelihood estimation.
result Accurate recovery of latent intensity dynamics and posterior paths with significant speedup.
Develops a deep non-stationary kernel for non-stationary spatio-temporal point processes.
problem Capturing non-stationary dependencies in point process data.
method Approximates the influence kernel with a novel low-rank decomposition and introduces a log-barrier penalty to maintain non-negativity.
result Demonstrates superior performance and computational efficiency compared to state-of-the-art methods.
Neural marked point processes show saturation with complexity, leading to new simple architectures.
problem Performance saturation in neural marked point processes with complex architectures.
method Proposed GCHP with graph convolutional layers and likelihood ratio loss.
result GCHP reduces training time and improves model performance.
Model change points in time-series data with neural SDEs and variational autoencoders.
problem Modeling change points in time-series data with neural stochastic differential equations.
method Proposes a novel model formulation and training procedure based on the variational autoencoder framework, alternating between updating neural SDE parameters and change points.
result Demonstrates the expressive power of the proposed model in modeling both classical parametric SDEs and real datasets with distribution shifts.
SNEPPPs use squared neural networks to efficiently model Poisson point processes.
problem Efficiently modeling Poisson point processes with flexibility.
method Parameterizing intensity function with squared norm of a two-layer neural network.
result Closed-form integration of intensity function for quadratic time computation.
Variational autoencoder models dynamic latent graphs for neural point processes.
problem Modeling event dynamics with changing trends over time.
method Sequential latent variable model with dynamic latent graphs.
result Higher accuracy in predicting inter-event times and event types.
Global inducing points improve Bayesian neural network performance.
problem Improving Bayesian neural network performance.
method Adapting correlated approximate posterior to all layers in a Bayesian neural network and deep Gaussian processes using learned global inducing points.
result State-of-the-art performance on CIFAR-10 (86.7%) without data augmentation or tempering.
A new model uses neural networks to efficiently learn multivariate temporal point processes.
problem Efficiently modeling multivariate temporal point processes with low parameter complexity.
method Modeling the cumulative hazard function with neural networks for each variate.
result The proposed model achieves state-of-the-art performance on data fitting and event prediction tasks.
Active learning methods for neural networks are usually based on greedy criteria which ultimately give a single new design point for the evaluation. Such an approach requires either some heuristics to sample a batch of design points at one active learning iteration, or retraining the neural network after adding each da…
Develops a new point process model for detecting neural spike sequences.
problem Detecting sparse sequences of neural spikes in high-dimensional spike trains.
method A point process model that represents sequence occurrences as marked events in continuous time, with learnable time warping parameters.
result Demonstrates improved detection and modeling of neural spike sequences.
Gaussian processes are the leading class of distributions on random functions, but they suffer from well known issues including difficulty scaling and inflexibility with respect to certain shape constraints (such as nonnegativity). Here we propose Deep Random Splines, a flexible class of random functions obtained by tr…
Meta-learning improves event prediction from short sequences.
problem Predicting events from short sequences is challenging.
method Meta-learning approach using recurrent neural networks and monotonic neural networks.
result Meta-learning enhances long-term prediction performance.
Paper introduces a novel point process model for graph data using GNNs.
problem Modeling discrete event data over graphs with influence kernel.
method Combines Hawkes kernel and Graph Neural Networks (GNN) for event prediction.
result Achieves superior predictive performance compared to state-of-the-art.
A novel method for efficiently integrating spatiotemporal point processes.
problem Challenges in integrating spatiotemporal neural point processes, especially for flexible intensity functions.
method AutoSTPP (Automatic Integration for Spatiotemporal Neural Point Processes) extends a dual network approach to 3D STPP using ProdNet for decomposable parametrization of the integral network.
result AutoSTPP effectively sidesteps computational complexities and shows significant advantage in recovering complex intensity functions.
Paper introduces a new gradient estimator for SNNs.
problem High variance in score function gradient estimator impedes SNNs training.
method Developed a differentiable point process to derive path-wise gradient estimator.
result Demonstrated effectiveness of path-wise gradient estimator through simulations.
Many time series are effectively generated by a combination of deterministic continuous flows along with discrete jumps sparked by stochastic events. However, we usually do not have the equation of motion describing the flows, or how they are affected by jumps. To this end, we introduce Neural Jump Stochastic Different…
Paper establishes bounds for RNN-TPPs, showing four-layer networks can achieve vanishing errors.
problem Understanding theoretical limits of RNN-TPPs.
method Characterized RNN complexity, constructed neural approximations, applied truncation technique.
result Four-layer RNN-TPPs can achieve vanishing generalization errors.
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.
New benchmark for earthquake forecasting models shows current neural point processes are not yet suitable.
problem Lack of a modern benchmark for evaluating neural point process models in earthquake forecasting.
method Curated and standardized earthquake catalog, evaluation protocols, and datasets.
result None of the tested NPPs outperformed the classical ETAS model.
Neural model outperforms ETAS in forecasting Central Apennines earthquakes.
problem Short-term seismicity forecasting with incomplete data.
method Extended a neural network model to the magnitude domain, using it to forecast earthquakes above a target magnitude threshold.
result Neural model outperforms ETAS at lower magnitude thresholds, due to its robustness to missing data.
The paper develops a neural network-based method for detecting change points in large-scale time-evolving data.
problem Detecting and locating change points in multivariate time-evolving data.
method Two-step procedure involving neural network training and test error function calibration over moving windows.
result Consistent estimates for the number and locations of change points under temporal dependence.
Survey of TPPs from Bayesian, neural, and LLM perspectives.
problem Modeling event sequences in continuous time.
method Bayesian, neural, and LLM approaches.
result Advances in LLMs offer new possibilities for TPP modeling.
Proposes IGN for scalable Gaussian process networks.
problem Scalability and expressivity challenges in Gaussian processes.
method Inducing Gaussian process networks with learned inducing points.
result Significant advances over state-of-the-art methods.
Neural TPPs improve EHR modelling efficiency.
problem Challenges in modelling irregularly timed, noisy EHRs.
method Proposed neural network parameterizations of Temporal Point Processes (TPPs) for EHRs.
result Neural TPPs outperform non-TPP models on EHRs.
A temporal point process is a mathematical model for a time series of discrete events, which covers various applications. Recently, recurrent neural network (RNN) based models have been developed for point processes and have been found effective. RNN based models usually assume a specific functional form for the time c…
New kernels from ELU and GELU networks reveal non-trivial fixed points.
problem Understanding fixed-point dynamics in deep neural networks with ELU and GELU activations.
method Deriving covariance functions and analyzing fixed-point dynamics of ELU and GELU networks.
result ELU and GELU networks exhibit non-trivial fixed-point dynamics, explaining implicit regularization in overparameterized models.
Deep neural networks and Gaussian processes are shown to be equivalent through activation functions.
problem Understanding the relationship between neural networks and Gaussian processes.
method Developing an equivalence theory based on activation functions and kernels.
result Models can be seen as neural networks with improved uncertainty prediction or deep Gaussian processes with increased accuracy.
Gaussian processes are ubiquitous in nature and engineering. A case in point is a class of neural networks in the infinite-width limit, whose priors correspond to Gaussian processes. Here we perturbatively extend this correspondence to finite-width neural networks, yielding non-Gaussian processes as priors. The methodo…
This paper proposes a set of rules to revise various neural networks for 3D point cloud processing to rotation-equivariant quaternion neural networks (REQNNs). We find that when a neural network uses quaternion features under certain conditions, the network feature naturally has the rotation-equivariance property. Rota…
Many events occur in the world. Some event types are stochastically excited or inhibited---in the sense of having their probabilities elevated or decreased---by patterns in the sequence of previous events. Discovering such patterns can help us predict which type of event will happen next and when. We model streams of d…
NP-PROV separates mean and variance spaces to improve function uncertainty.
problem Neural Processes fail on out-of-domain tasks due to shared latent space uncertainty.
method Separates mean and variance into function-value-related and position-related latent spaces.
result NP-PROV achieves state-of-the-art likelihood with bounded variance in drifts.
A neural RNN model adapts time steps for non-stationary time series data.
problem Modeling and forecasting non-stationary time series with sharp changes.
method RNN-ODE-Adap model using neural ODE and adaptive time steps.
result Consistent estimation of intensity function for Hawkes-type data.
EBPs model exchangeable data with flexible distributions.
problem Current energy-based models restrict set cardinality and limited distribution forms.
method Introduced Energy-Based Processes (EBPs) that extend energy models to exchangeable data with neural network parameterizations.
result EBPs can express more flexible distributions over sets without cardinality restrictions.
Unified framework detects changes in complex system models.
problem Accurate identification of dynamic changes in simulation models.
method Combines machine learning and process-driven simulation modeling.
result Significantly improves change point detection accuracy.
Event sequence, asynchronously generated with random timestamp, is ubiquitous among applications. The precise and arbitrary timestamp can carry important clues about the underlying dynamics, and has lent the event data fundamentally different from the time-series whereby series is indexed with fixed and equal time inte…
Model traffic congestion events using multi-modal data and attention-based neural networks.
problem Capture non-homogeneous temporal and directional spatial dependencies in traffic congestion events.
method Attention-based neural networks for point processes, adapted tail-up model for spatial statistics.
result Superior performance compared to state-of-the-art methods on synthetic and real data.
Rényi Neural Processes replace KL divergence with Rényi divergence to improve NP performance.
problem Parameterization coupling in Neural Processes leads to prior misspecification.
method Propose Rényi Neural Processes (RNP) by replacing KL divergence with Rényi divergence.
result Significant performance improvements in real-world problems, including better log-likelihoods.
BSA-TNP improves NP scalability and accuracy for spatiotemporal data.
problem Scalability and accuracy trade-off in Neural Processes.
method Introduces KRBlocks, group-invariant attention biases, and BSA for scalable spatiotemporal inference.
result BSA-TNP matches or exceeds accuracy of best models while training faster.
TNP-KR improves scalability of NPs with Transformer blocks and attention mechanisms.
problem Scalability bottleneck in NPs and GPs, especially for large datasets.
method Introduces TNP-KR with KRBlock, kernel-based attention, and two attention mechanisms.
result TNP-KR with DKA outperforms Performer and achieves state-of-the-art results.
Novel connections between Neyman-Scott processes and Bayesian nonparametric mixture models enable scalable inference.
problem Efficiently modeling and detecting clusters in spatiotemporal data.
method Adapting collapsed Gibbs sampling for Neyman-Scott processes via connections to mixture of finite mixture models.
result Demonstrated scalability and effectiveness on neural spike trains and document streams.
Gaussian process models simplify neural network behavior for easier understanding.
problem Understanding and predicting the behavior of deep learning systems.
method Constructing surrogate models using Gaussian processes from finite neural networks.
result Surrogate models capture phenomena like spectral bias and predict generalization well.
Proposes a new method for GNNs that avoids iterative node state convergence.
problem Iterative computation of node states in GNNs is inefficient and requires many epochs.
method Constrained optimization in the Lagrangian framework to learn transition function and node states simultaneously.
result The proposed method compares favorably with existing models on various benchmarks.
Graph neural networks extend neural Bayes estimators to irregular spatial data.
problem Estimating parameters from irregular spatial data with computational efficiency.
method Employing graph neural networks to approximate Bayes estimators for irregular spatial data.
result Extending neural Bayes estimation to irregular spatial data with computational benefits.