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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
A Metric Space for Point Process Excitations
Myrl G. Marmarelis, Greg Ver Steeg, Aram Galstyan · 2020-05-06 · via stat.ML updates on arXiv.org

A multivariate Hawkes process enables self- and cross-excitations through a triggering matrix that behaves like an asymmetrical covariance structure, characterizing pairwise interactions between the event types. Full-rank estimation of all interactions is often infeasible in empirical settings. Models that specialize on a spatiotemporal application alleviate this obstacle by exploiting spatial locality, allowing the dyadic relationships between events to depend only on separation in time and relative distances in real Euclidean space. Here we generalize this framework to any multivariate Hawkes process, and harness it as a vessel for embedding arbitrary event types in a hidden metric space. Specifically, we propose a Hidden Hawkes Geometry (HHG) model to uncover the hidden geometry between event excitations in a multivariate point process. The low dimensionality of the embedding regularizes the structure of the inferred interactions. We develop a number of estimators and validate the model by conducting several experiments. In particular, we investigate regional infectivity dynamics of COVID-19 in an early South Korean record and recent Los Angeles confirmed cases. By additionally performing synthetic experiments on short records as well as explorations into options markets and the Ebola epidemic, we demonstrate that learning the embedding alongside a point process uncovers salient interactions in a broad range of applications.