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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.

168,657 papers · 148 categories

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180359539718 · Jun 202019922001200920172026
48 results for spatial point process

Paper develops a method to predict spatial point processes with guarantees.

problem Predicting the number of events in space with uncertainty.
method Regularized method to learn spatial models with out-of-sample guarantees.
result Method provides valid prediction intervals even when model is misspecified.

We propose an efficient method for estimating covariate effects in doubly-stochastic spatial models.

problem Computational demands and restrictive assumptions in existing doubly-stochastic spatial models.
method Penalized regression method for estimating covariate effects in doubly-stochastic point processes.
result Consistency and asymptotic normality of the covariate effect estimates achieved despite model misspecification.

New method detects and locates changes in spatio-temporal point processes.

problem Detecting and localizing changes in spatio-temporal data.
method Score-based, likelihood-free approach estimating change time and region.
result The method provides theoretical guarantees on detection and localization accuracy.

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.

We present a machine learning model for the analysis of randomly generated discrete signals, modeled as the points of an inhomogeneous, compound Poisson point process. Like the wavelet scattering transform introduced by Mallat, our construction is naturally invariant to translations and reflections, but it decouples th…

2019-02-10abs ↗pdf ↗

Combines pseudo-point and state space approximations for scalable GPs.

problem Handling large numbers of off-the-grid spatial data-points and long time-series.
method Combines pseudo-point approximations for spatial data with state space GP approximations for temporal data.
result Combined approach is more scalable and applicable to a greater range of spatio-temporal problems.

Self-exciting Hawkes processes are used to model events which cluster in time and space, and have been widely studied in seismology under the name of the Epidemic Type Aftershock Sequence (ETAS) model. In the ETAS framework, the occurrence of the mainshock earthquakes in a geographical region is assumed to follow an in…

2020-02-05abs ↗pdf ↗

A new model predicts spatio-temporal data using adaptive decision trees and point processes.

problem Predicting spatio-temporal data with real-life applications.
method Hawkes process, adaptive decision tree, joint optimization algorithm.
result Significant improvement in predictions compared to standard methods.

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.

An unsupervised learning algorithm to cluster hyperspectral image (HSI) data is proposed that exploits spatially-regularized random walks. Markov diffusions are defined on the space of HSI spectra with transitions constrained to near spatial neighbors. The explicit incorporation of spatial regularity into the diffusion…

2019-02-08abs ↗pdf ↗

We address the problem of predicting spatio-temporal processes with temporal patterns that vary across spatial regions, when data is obtained as a stream. That is, when the training dataset is augmented sequentially. Specifically, we develop a localized spatio-temporal covariance model of the process that can capture s…

2018-02-09abs ↗pdf ↗

Spatio-temporal point process models play a central role in the analysis of spatially distributed systems in several disciplines. Yet, scalable inference remains computa- tionally challenging both due to the high resolution modelling generally required and the analytically intractable likelihood function. Here, we expl…

2013-05-17abs ↗pdf ↗

We propose a probabilistic model for inferring the multivariate function from multiple areal data sets with various granularities. Here, the areal data are observed not at location points but at regions. Existing regression-based models can only utilize the sufficiently fine-grained auxiliary data sets on the same doma…

2019-07-19abs ↗pdf ↗

Proposes a new model for complex multivariate event data.

problem Modeling complex multivariate event data with spatio-temporal dynamics.
method Integrates spatial information into latent state evolution through learned temporal and spatial decay dynamics.
result Successfully recovers sensible temporal and spatial intensity structure in multivariate spatio-temporal point patterns.

A new framework enhances IDW models for complex industrial datasets.

problem Low performance of IDW models in complex industrial datasets.
method Deep reinforcement learning network to enhance IDW models and learn hyperparameters.
result The proposed framework achieves differential spatial prediction and is more accurate than current IDW models.

Efficient spatio-temporal Gaussian process inference method.

problem Scalable Gaussian process inference for multivariate, spatio-temporal data.
method Combines spatio-temporal filtering with natural gradient variational inference, resulting in a scalable non-conjugate GP method.
result Linear scaling with respect to time and logarithmic scaling with respect to time steps.

Proposes flexible spatial models for better understanding spatial heterogeneity.

problem Poor characterisation of spatial heterogeneity in conventional models.
method Spatial Bayesian Neural Networks (SBNNs) incorporating a spatial embedding layer and possibly spatially-varying parameters.
result SBNNs better match the finite-dimensional distribution of target spatial processes.

CNNs predict spatial fields from sparse data.

problem Predicting complete spatial fields from limited observations.
method Convolutional Neural Networks (CNNs) trained on a single partially observed field.
result CNNs can flexibly capture local spatial patterns without explicit covariance modeling.

New algorithm predicts spatio-temporal events with improved accuracy.

problem Non-stationary spatio-temporal prediction on dense and sparse sequences.
method Probabilistic approach using point processes and self-organizing decision trees.
result Significant performance improvements over baseline and state-of-the-art methods.

This study tackles Gaussian process regression with summarized data.

problem Learning and inference with summarized data (summary statistics, counts) in spatial modeling.
method Sample quasi-likelihood approach to Gaussian process regression.
result Approximation performance of the method is influenced by data granularity and covariance function length scale.

We present an approach to estimate the severity of traffic related accidents in aggregated (area-level) and disaggregated (point level) data. Exploring spatial features, we measure complexity of road networks using several area level variables. Also using temporal and other situational features from open data for New Y…

2019-06-25abs ↗pdf ↗

Neural networks estimate spatial process likelihoods efficiently.

problem Challenges in estimating spatial processes with slow or intractable likelihoods.
method Convolutional neural networks trained on a classification task to learn likelihood function.
result Neural likelihood surfaces provide fast and accurate parameter estimation.

Study sharp convergence rates of empirical UOT for spatio-temporal point processes.

problem Statistical analysis of UOT for spatio-temporal point processes.
method Empirical plug-in estimators for Kantorovich-Rubinstein distance between intensity measures.
result Sharp convergence rates of empirical UOT in terms of intrinsic dimensions of measures.

New framework for identifying spatial data components using TP latent components.

problem Identifying complex dependencies in spatial data.
method Introduces a new nonlinear ICA framework with tt-process latent components and develops a learning and inference algorithm.
result Identifiability of TP independent components under general conditions and Gaussian Process limit.

Develops statistical methods for rates of change on Riemannian manifolds.

problem Statistical inference for rates of change in spatial processes over non-Euclidean domains.
method Formalizes smoothness and constructs differential processes for Riemannian manifolds, derives conditions for kernel existence, and develops predictive inference.
result Validates theoretical findings through simulation experiments for derivatives over polyhedral meshes.

We present a novel Neural Embedding Spatio-Temporal (NEST) point process model for spatio-temporal discrete event data and develop an efficient imitation learning (a type of reinforcement learning) based approach for model fitting. Despite the rapid development of one-dimensional temporal point processes for discrete e…

2019-06-13abs ↗pdf ↗