arXiv Machine Learning By Trinnhallen Brisley, Gordon Ross, Daniel Paulin

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

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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.

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arXiv Machine Learning
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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.

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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.

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