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Learning Hawkes Processes from a Handful of Events

Publications associées (33)

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OASIS: Optimisation-based Activity Scheduling with Integrated Simultaneous choice dimensions

Michel Bierlaire, Timothy Michael Hillel, Janody Pougala

Activity-based models offer the potential of a far deeper understanding of daily mobility behaviour than trip-based models. However, activity-based models used both in research and practice have often relied on applying sequential choice models between sub ...

2023

Advances in computing have enabled widespread access to pose estimation, creating new sources of data streams. Unlike mock set-ups for data collection, tapping into these data streams through on-device active learning allows us to directly sample from the ...

BMVA Press2022

Data-driven and model-driven methodologies can be regarded as competitive fields since they tackle similar problems such as prediction. However, these two fields can learn from each other to improve themselves. Indeed, data-driven methodologies have been d ...

EPFL2022

The increasing integration of intermittent renewable generation, especially at the distribution level, necessitates advanced planning and optimisation methodologies contingent on the knowledge of the admittance matrix, capturing the topology and line param ...

IEEE2021

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This work studies the class of algorithms for learning with side-information that emerges by extending generative models with embedded context-related variables. Using finite mixture models (FMMs) as the prototypical Bayesian network, we show that maximum- ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2021

The identification of Hawkes-like processes can pose significant challenges. Despite substantial amounts of data, standard estimation methods show significant bias or fail to converge. To overcome these issues, we propose an alternative approach based on a ...

2020

Robust Biophysical Parameter Estimation with a Neural Network Enhanced Hamiltonian Markov Chain Monte Carlo Sampler

Jean-Philippe Thiran, Erick Jorge Canales Rodriguez, Gabriel Girard, Marco Pizzolato, Jonathan Rafael Patino Lopez, Thomas Yu

Probabilistic parameter estimation in model fitting runs the gamut from maximum likelihood or maximum a posteriori point estimates from optimization to Markov Chain Monte Carlo (MCMC) sampling. The latter, while more computationally intensive, generally pr ...

SPRINGER INTERNATIONAL PUBLISHING AG2019

Estimation of streamflow recession parameters: New insights from an analytic streamflow distribution model

Andrea Rinaldo, Bettina Schaefli, Ana Clara Pereira Barbosa Santos

Streamflow recession analysis characterizes the storage-outflow relationship in catchments. This relationship, which typically follows a power law, summarizes all catchment-scale subsurface hydrological processes and has long been known to be a key descrip ...

2019

The central task in many interactive machine learning systems can be formalized as the sequential optimization of a black-box function. Bayesian optimization (BO) is a powerful model-based framework for \emph{adaptive} experimentation, where the primary go ...

EPFL2019

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For lumped homogeneous reaction systems, this paper presents a kinetic model identification scheme that provides maximum-likelihood parameter estimates and guarantees convergence to global optimality. The use of the extent-based incremental approach allows ...

PERGAMON-ELSEVIER SCIENCE LTD2019