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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Flexible Parametric Inference for Space-Time Hawkes Proce...
Emilia Siviero, Guillaume Staerman, Stephan Clémençon, Thomas Mo · 2024-06-11 · via stat.ML updates on arXiv.org

Many modern spatio-temporal data sets, in sociology, epidemiology or seismology, for example, exhibit self-exciting characteristics, triggering and clustering behaviors both at the same time, that a suitable Hawkes space-time process can accurately capture. This paper aims to develop a fast and flexible parametric inference technique to recover the parameters of the kernel functions involved in the intensity function of a space-time Hawkes process based on such data. Our statistical approach combines three key ingredients: 1) kernels with finite support are considered, 2) the space-time domain is appropriately discretized, and 3) (approximate) precomputations are used. The inference technique we propose then consists of a $\ell_2$ gradient-based solver that is fast and statistically accurate. In addition to describing the algorithmic aspects, numerical experiments have been carried out on synthetic and real spatio-temporal data, providing solid empirical evidence of the relevance of the proposed methodology.