arXiv Machine Learning

A Semiparametric Discrete Hawkes Model with a Collapsed Gaussian-Process Prior

arXiv:2509. 21996v3 Announce Type: replace-cross Abstract: Hawkes processes are used in settings where past events increase the likelihood of future events occurring, resulting in a natural clustering structure.

arXiv Machine Learning
Jul 17

GAttNHP: Group Attention Neural Hawkes Process for Extrapolation Reasoning in Temporal Knowledge Graphs

arXiv:2607. 14733v1 Announce Type: new Abstract: Temporal Knowledge Graphs (TKGs) record how facts evolve over time, but forecasting future events on a TKG remains difficult for three reasons: (i) long-range temporal dependencies are hard to encode; (ii) events on different chains mutually excite or inhibit one another in ways that snapshot-level models cannot express; and (iii) inter-arrival times are heavy-tailed and statistically sparse, so deterministic time predictors are unreliable.

By Xiangni Tian, Kaixian Yu, Runpeng Dai, Niansheng Tang, Hongtu Zhu
arXiv Machine Learning
Sep 3

A Unified Particle Filter LSTM for Data-Driven Process Simulation

The paper introduces a Unified Particle Filter LSTM (Unified PF‑LSTM) for data‑driven process simulation, which maintains a weighted set of recurrent‑state hypotheses to better capture latent process conditions from incomplete event logs. By summarizing this particle belief with a weighted mean and moment‑generating‑function features, the model predicts next‑activity probabilities and conditional sojourn‑time quantiles. Experiments on three real‑world emergency department datasets show that the framework consistently outperforms existing data‑driven baselines in reproducing routing, duration, and system‑level behavior, especially when process dynamics are only partially reflected in the logs.

By Parvin Malekzadeh, Opher Baron, Dmitry Krass
arXiv Machine Learning
Jul 14

NeuroMem-FHP: A Likelihood-Free Deep Learning Framework for Parameter Estimation of Fractional Hawkes Process

arXiv:2607. 11177v1 Announce Type: new Abstract: In this paper, we propose deep learning based NeuroMem-FHP framework for estimating the parameters of the fractional Hawkes process (FHP), a self-exciting point process that captures long-range dependence through a fractional Mittag-Leffler excitation kernel.

By Neha Gupta, Aditya Maheshwari
arXiv AI
Sep 10

PGP-Clinical-TimeKAN: Prior-Guided Joint Probabilistic Forecasting of Clinical Trajectories

PGP-Clinical-TimeKAN is a trajectory-first framework for joint probabilistic forecasting of multivariate physiological data, combining missingness-aware temporal encoders, a soft organ-system prior, patient-specific relations, nonlinear Kolmogorov‑Arnold messages, and a low‑rank multivariate Student‑t head. Evaluated on a MIMIC‑IV cohort of 6,882 patients, it achieves the second‑lowest normalized MAE and the lowest RMSE among 13 models, while providing calibrated probabilistic forecasts with empirical coverage at 50%, 80%, and 95% intervals. Ablation studies show that relational structure is critical for performance, and increasing covariance rank improves likelihood but not point accuracy. whyItMatters":"The model demonstrates that joint trajectory forecasting can yield highly accurate, calibrated predictions of physiological trajectories, offering a potentially inspectable intermediate task for clinical deterioration prediction."

By Weizhi Nie, Rihao Chang, Weijie Wang, Yuting Su