Common event-triggered state estimation (ETSE) algorithms save communication in networked control systems by predicting agents' behavior, and transmitting updates only when the predictions deviate significantly. The effectiveness in reducing communication thus heavily depends on the quality of the dynamics models used …
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48 results for “trigger events”
Corporate defaults may be triggered by some major market news or events such as financial crises or collapses of major banks or financial institutions. With a view to develop a more realistic model for credit risk analysis, we introduce a new type of reduced-form intensity-based model that can incorporate the impacts o…
This paper uses advanced math to price special insurance bonds.
problem Pricing zero-coupon CAT bonds with complex trigger events.
method Develops two models using enlargement of filtration theory.
result Derives closed-form prices for zero-coupon CAT bonds.
SPARQ-SGD: Event-Triggered and Compressed Communication in Decentralized Stochastic Optimizationstat.ML
In this paper, we propose and analyze SPARQ-SGD, which is an event-triggered and compressed algorithm for decentralized training of large-scale machine learning models. Each node can locally compute a condition (event) which triggers a communication where quantized and sparsified local model parameters are sent. In SPA…
ET-GP-UCB optimizes time-varying functions without knowing change rates.
problem Sequentially optimizing a time-varying objective function with unknown change rates.
method Event-triggered Bayesian optimization with adaptive resets based on probabilistic uniform error bounds.
result ET-GP-UCB outperforms other GP-UCB algorithms in synthetic and real-world data.
Paper proposes a DRL-based controller for networked AP systems that reduces communication frequency.
problem Reduce communication frequency in networked AP systems while maintaining control performance.
method Develops a DRL-based controller that avoids explicit update timing learning, using a semi-Markov decision process (SMDP).
result Improves communication efficiency without sacrificing control performance.
We present a probabilistic model of events in continuous time in which each event triggers a Poisson process of successor events. The ensemble of observed events is thereby modeled as a superposition of Poisson processes. Efficient inference is feasible under this model with an EM algorithm. Moreover, the EM algorithm …
PHAZE framework uses zkML and hashing for fast, verifiable LHC trigger decisions.
problem Inefficient inference on large machine learning models for LHC trigger performance.
method Cryptographic techniques like hashing and zkML for low latency, certifiable inference.
result Achieves nanosecond-order latency for LHC triggers, enabling dynamic low-level triggers.
Predictive process monitoring is a family of techniques to analyze events produced during the execution of a business process in order to predict the future state or the final outcome of running process instances. Existing techniques in this field are able to predict, at each step of a process instance, the likelihood …
Neural network model predicts alternating event-free periods.
problem Dynamic prediction of alternating recurrent events with statistical nuance.
method Developed an online dynamic prediction framework using neural network theory.
result Outstanding performance in predicting alternating recurrent event-free time.
Health risks from cigarette smoking -- the leading cause of preventable death in the United States -- can be substantially reduced by quitting. Although most smokers are motivated to quit, the majority of quit attempts fail. A number of studies have explored the role of self-reported symptoms, physiologic measurements,…
Paper develops efficient estimator for Hawkes processes using representer theorem.
problem Estimating latent triggering kernels for Hawkes processes from event sequences.
method Penalized least squares minimization in RKHS framework.
result Efficient estimator with competitive accuracy and improved computational efficiency.
Improved MLE for Hawkes Processes stabilizes unstable optimization.
problem Unstable Maximum Likelihood Estimation (MLE) for Hawkes Processes.
method Simple stabilization procedure to improve MLE without restrictive assumptions.
result Stabilized MLE outperforms traditional methods over various sequence lengths.
Resilient Learning-Based Control for Synchronization of Passive Multi-Agent Systems under Attackeess.SY
In this paper, we show synchronization for a group of output passive agents that communicate with each other according to an underlying communication graph to achieve a common goal. We propose a distributed event-triggered control framework that will guarantee synchronization and considerably decrease the required comm…
Context-dependent self-exciting point processes: models, methods, and risk bounds in high dimensionsstat.ML
This paper models how features influence event triggers in high-dimensional networks.
problem Estimating context-dependent networks in high-dimensional marked point processes.
method Leveraging compositional time series and regularization methods, the paper considers autoregressive multinomial and logistic-normal models for network estimation.
result The logistic-normal model leads to a convex negative log-likelihood objective and captures dependence across categories.
Paper develops a neural model to assess cascading extreme events.
problem Risk assessment of domino effects like earthquakes and tsunamis.
method Develops a Kolmogorov-Arnold neural network (KANE) framework.
result Estimates the probability of one extreme event triggering another.
In natural hazard warning systems fast decision making is vital to avoid catastrophes. Decision making at the edge of a wireless sensor network promises fast response times but is limited by the availability of energy, data transfer speed, processing and memory constraints. In this work we present a realization of a wi…
Reweighting with Boosted Decision Treesphysics.data-an
Machine learning tools are commonly used in modern high energy physics (HEP) experiments. Different models, such as boosted decision trees (BDT) and artificial neural networks (ANN), are widely used in analyses and even in the software triggers. In most cases, these are classification models used to select the "signal"…
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. …
Study quantifies events leading to Terra project failure in 2022.
problem Terra project's fragility and dependency on Anchor protocol.
method Systematic review of social media news, hourly and transaction data analysis, network science techniques.
result Identified trigger events and analyzed dependency structures using network science.
Investigating the influence Brexit had on Financial Markets, in particular the GBP/EUR exchange rateq-fin.ST
Research examines impact of Brexit on GBP/EUR exchange rate.
problem Impact of Brexit on GBP/EUR exchange rate.
method Investigates financial market reactions to Brexit news.
result Magnitude and direction of impact on GBP/EUR exchange rate.
Bayesian approach models earthquake clustering with spatial mainshocks and aftershocks.
problem Estimating uncertainty in earthquake clustering models due to complex likelihood functions.
method Nonparametric Dirichlet process mixture prior for spatial mainshocks and an auxiliary latent variable routine for efficient inference.
result Efficient Bayesian forecasting of spatial earthquake occurrences with uncertainty quantification.
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.
Computing large deviation prefactors of stochastic dynamical systems based on machine learningstat.ML
The paper uses machine learning to compute rare event probabilities in stochastic systems.
problem Characterizing rare events in stochastic dynamical systems with weak noise.
method Developed a neural network framework for computing quasipotential, most probable paths, and prefactors.
result Demonstrated higher effectiveness and accuracy of the algorithm in calculating mean exit times.
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.
Cascading chains of events are a salient feature of many real-world social, biological, and financial networks. In social networks, social reciprocity accounts for retaliations in gang interactions, proxy wars in nation-state conflicts, or Internet memes shared via social media. Neuron spikes stimulate or inhibit spike…
Novel framework for spatio-temporal event analysis using Hawkes processes.
problem Inference of dynamics in spatio-temporal event sequences.
method Randomized Fourier feature-based transformations and gradient descent.
result Improved fitting capability in synthetic and real datasets.
Event-based learning reduces communication in distributed networks.
problem Distributed learning with diverse data distributions and communication inefficiencies.
method A distributed learning algorithm using ADMM with event-triggered communication.
result The algorithm converges even with distinct local data distributions and achieves accelerated convergence in convex settings.
GRUwE improves irregular time series prediction with simpler, efficient RNN-based approach.
problem Irregularly sampled multivariate time series prediction challenges.
method Gated Recurrent Unit with Exponential basis functions (GRUwE).
result GRUwE achieves competitive or superior performance compared to recent state-of-the-art methods.
In this paper, we present a framework for fitting multivariate Hawkes processes for large-scale problems both in the number of events in the observed history and the number of event types (i.e. dimensions). The proposed Low-Rank Hawkes Process (LRHP) framework introduces a low-rank approximation of the kernel m…
Modeling cascading behavior in complex systems using CTBNs.
problem Understanding which states trigger cascading events in complex systems.
method Continuous-time Bayesian networks (CTBNs) for modeling and identifying likely sentry states.
result Identification of likely sentry states that may lead to cascading behavior.
New Hawkes processes model spatiotemporal events with triggering and clustering.
problem Modeling self-excitatory behavior in spatiotemporal data.
method Developed a new class of spatiotemporal Hawkes processes with efficient inference method.
result Efficiently modeled and inferred spatiotemporal events with triggering and clustering.
Unexpectedly, weighted Pareto variables are stochastically dominant.
problem Understanding stochastic dominance in Pareto distributions.
method Analyzing weighted averages of Pareto random variables with infinite mean.
result The weighted average of Pareto variables is stochastically dominant.
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…
As a powerful tool of asynchronous event sequence analysis, point processes have been studied for a long time and achieved numerous successes in different fields. Among various point process models, Hawkes process and its variants attract many researchers in statistics and computer science these years because they capt…
A new method extracts events and their arguments efficiently from text.
problem Efficiently extract event information from texts with long-range dependencies and associations.
method Graph Convolutional Networks with shortest dependency paths to capture syntactic relationships.
result Significant improvement over state-of-the-art methods.
The Hawkes process (HP) has been widely applied to modeling self-exciting events including neuron spikes, earthquakes and tweets. To avoid designing parametric triggering kernel and to be able to quantify the prediction confidence, the non-parametric Bayesian HP has been proposed. However, the inference of such models …
Federated Q-Learning achieves linear regret speedup with low communication cost.
problem Achieving linear regret speedup in federated reinforcement learning without high communication costs.
method Proposed two federated Q-Learning algorithms: FedQ-Hoeffding and FedQ-Bernstein, using event-triggered synchronization, novel step size selection, and concentration inequalities.
result Total regrets achieve linear speedup compared to single-agent counterparts with logarithmic communication cost.
Efficiently models event-based data with general parametric kernels.
problem Inference for Hawkes processes with general parametric kernels requires large datasets.
method Developed a fast gradient-based solver using a discretized version of events.
result Improved estimation of pattern latency in brain signals.
Pricing Chinese convertible bonds using Monte Carlo simulation and dynamic programming.
problem Pricing Chinese convertible bonds accurately.
method Monte Carlo simulation and dynamic programming with regression and backward induction.
result An underpriced strategy significantly outperforms benchmarks.
Evaluating Conformance Measures in Process Mining using Conformance Propositions (Extended version)cs.AI
Process mining sheds new light on the relationship between process models and real-life processes. Process discovery can be used to learn process models from event logs. Conformance checking is concerned with quantifying the quality of a business process model in relation to event data that was logged during the execut…
This study analyses the duration dependence of events that trigger volatility persistence in stock markets. Such events, in our context, are monthly spells of contiguous price decline or negative returns for the S&P500 stock market index over the last 145 years. Factors known to affect the duration of these spells are …
EVARS-GPR: EVent-triggered Augmented Refitting of Gaussian Process Regression for Seasonal Datacs.LG
EVARS-GPR refines Gaussian Process Regression for seasonal data with sudden scale changes.
problem Challenges in forecasting with changing system behavior over time.
method Combines online change point detection with data augmentation for refitting.
result 20.8% lower RMSE on real-world datasets compared to similar methods.
In order to disentangle the internal dynamics from exogenous factors within the Autoregressive Conditional Duration (ACD) model, we present an effective measure of endogeneity. Inspired from the Hawkes model, this measure is defined as the average fraction of events that are triggered due to internal feedback mechanism…
Paper improves voice trigger detection for privacy-centric smart assistants.
problem Mitigating false triggers in voice-activated smart assistants.
method Analyzing ASR lattices using graph neural networks (GNN).
result GNNs effectively reduce false triggers by ~87% at 99% true positive rate.
Neural backdoor attack is emerging as a severe security threat to deep learning, while the capability of existing defense methods is limited, especially for complex backdoor triggers. In the work, we explore the space formed by the pixel values of all possible backdoor triggers. An original trigger used by an attacker …
A new metric space model for point process excitations uncovers hidden interactions.
problem Estimating pairwise interactions in multivariate Hawkes processes is often infeasible.
method Developed a Hidden Hawkes Geometry (HHG) model to embed event types in a metric space.
result Learning the embedding reveals salient interactions in various applications.
Collateral-Enhanced Default Riskq-fin.RM
Changes in collateralization have been implicated in significant default (or near-default) events during the financial crisis, most notably with AIG. We have developed a framework for quantifying this effect based on moving between Merton-type and Black-Cox-type structural default models. Our framework leads to a singl…