We propose a new class of parameterizations for spatio-temporal point processes which leverage Neural ODEs as a computational method and enable flexible, high-fidelity models of discrete events that are localized in continuous time and space. Central to our approach is a combination of continuous-time neural networks with two novel neural architectures, i.e., Jump and Attentive Continuous-time Normalizing Flows. This approach allows us to learn complex distributions for both the spatial and temporal domain and to condition non-trivially on the observed event history. We validate our models on data sets from a wide variety of contexts such as seismology, epidemiology, urban mobility, and neuroscience.
The log-likelihood of a generative model often involves both positive and negative terms. For a temporal multivariate point process, the negative term sums over all the possible event types at each time and also integrates over all the possible times. As a result, maximum likelihood estimation is expensive. We show how to instead apply a version of noise-contrastive estimation---a general parameter estimation method with a less expensive stochastic objective. Our specific instantiation of this general idea works out in an interestingly non-trivial way and has provable guarantees for its optimality, consistency and efficiency. On several synthetic and real-world datasets, our method shows benefits: for the model to achieve the same level of log-likelihood on held-out data, our method needs considerably fewer function evaluations and less wall-clock time.
This paper presents a statistical model for stationary ergodic point processes, estimated from a single realization observed in a square window. With existing approaches in stochastic geometry, it is very difficult to model processes with complex geometries formed by a large number of particles. Inspired by recent works on gradient descent algorithms for sampling maximum-entropy models, we describe a model that allows for fast sampling of new configurations reproducing the statistics of the given observation. Starting from an initial random configuration, its particles are moved according to the gradient of an energy, in order to match a set of prescribed moments (functionals). Our moments are defined via a phase harmonic operator on the wavelet transform of point patterns. They allow one to capture multi-scale interactions between the particles, while controlling explicitly the number of moments by the scales of the structures to model. We present numerical experiments on point processes with various geometric structures, and assess the quality of the model by spectral and topological data analysis.
The Epps effect is key phenomenology relating to high frequency correlation dynamics in financial markets. We argue that it can be used to provide insight into whether tick data is best represented as samples from Brownian diffusions, or as samples from truly discrete events represented as connected point processes. We derive the Epps effect arising from asynchrony and provide a refined method to correct for the effect. We then propose three experiments which show how to discriminate between possible underlying representations. These in turn demonstrate how a simple Hawkes representation recovers phenomenology reported in the literature that cannot be recovered using a Brownian representation without additional ad hoc model complexity. However, complex ad hoc noise models built on Brownian motions cannot in general be discriminated relative to a Hawkes representation. Nevertheless, we argue that high frequency correlation dynamics are most faithfully recovered when tick data is represented as a web of interconnected discrete events rather than being samples from continuous Brownian diffusions even when combined with noise.
Amongst the best means to summarize is highlighting. In this paper, we aim to generate summary highlights to be overlaid on the original documents to make it easier for readers to sift through a large amount of text. The method allows summaries to be understood in context to prevent a summarizer from distorting the original meaning, of which abstractive summarizers usually fall short. In particular, we present a new method to produce self-contained highlights that are understandable on their own to avoid confusion. Our method combines determinantal point processes and deep contextualized representations to identify an optimal set of sub-sentence segments that are both important and non-redundant to form summary highlights. To demonstrate the flexibility and modeling power of our method, we conduct extensive experiments on summarization datasets. Our analysis provides evidence that highlighting is a promising avenue of research towards future summarization.
Probabilistic forecasting consists in predicting a distribution of possible future outcomes. In this paper, we address this problem for non-stationary time series, which is very challenging yet crucially important. We introduce the STRIPE model for representing structured diversity based on shape and time features, ensuring both probable predictions while being sharp and accurate. STRIPE is agnostic to the forecasting model, and we equip it with a diversification mechanism relying on determinantal point processes (DPP). We introduce two DPP kernels for modeling diverse trajectories in terms of shape and time, which are both differentiable and proved to be positive semi-definite. To have an explicit control on the diversity structure, we also design an iterative sampling mechanism to disentangle shape and time representations in the latent space. Experiments carried out on synthetic datasets show that STRIPE significantly outperforms baseline methods for representing diversity, while maintaining accuracy of the forecasting model. We also highlight the relevance of the iterative sampling scheme and the importance to use different criteria for measuring quality and diversity. Finally, experiments on real datasets illustrate that STRIPE is able to outperform state-of-the-art probabilistic forecasting approaches in the best sample prediction.
Opioid overdose rates have increased in the United States over the past decade and reflect a major public health crisis. Modeling and prediction of drug and opioid hotspots, where a high percentage of events fall in a small percentage of space-time, could help better focus limited social and health services. In this work we present a spatial-temporal point process model for drug overdose clustering. The data input into the model comes from two heterogeneous sources: 1) high volume emergency medical calls for service (EMS) records containing location and time, but no information on the type of non-fatal overdose and 2) fatal overdose toxicology reports from the coroner containing location and high-dimensional information from the toxicology screen on the drugs present at the time of death. We first use non-negative matrix factorization to cluster toxicology reports into drug overdose categories and we then develop an EM algorithm for integrating the two heterogeneous data sets, where the mark corresponding to overdose category is inferred for the EMS data and the high volume EMS data is used to more accurately predict drug overdose death hotspots. We apply the algorithm to drug overdose data from Indianapolis, showing that the point process defined on the integrated data outperforms point processes that use only homogeneous EMS (AUC improvement .72 to .8) or coroner data (AUC improvement .81 to .85).We also investigate the extent to which overdoses are contagious, as a function of the type of overdose, while controlling for exogenous fluctuations in the background rate that might also contribute to clustering. We find that drug and opioid overdose deaths exhibit significant excitation, with branching ratio ranging from .72 to .98.
We consider a relay network based on Unmanned Aerial Vehicles (UAV). Terrestrial Base Stations (TBS) and UAV Relay Nodes (RN) are modelled using two Homogeneous Poisson Point Processes (HPPP). UAVs can hover at a fixed position or move following specific displacement schemes. The Coverage Probability (CP) of a typical user equipment (UE) is derived, either when it communicates via a direct link (from the TBS to the UE) or via a relay link (from the TBS to the UE through a UAV RN). Every link can be in Line-of-Sight (LoS) or Non Line-of-Sight (NLoS), and suffers from Rician fading with distance-dependent parameters. This coverage is calculated by means of both stochastic geometry (SG) and Monte-Carlo (MC) simulations. The benefits of the use of UAV as RNs are analysed depending on their altitude, density, and mobility scheme.
Modeling sets is an important problem in machine learning since this type of data can be found in many domains. A promising approach defines a family of permutation invariant densities with continuous normalizing flows. This allows us to maximize the likelihood directly and sample new realizations with ease. In this work, we demonstrate how calculating the trace, a crucial step in this method, raises issues that occur both during training and inference, limiting its practicality. We propose an alternative way of defining permutation equivariant transformations that give closed form trace. This leads not only to improvements while training, but also to better final performance. We demonstrate the benefits of our approach on point processes and general set modeling.
Multi-objective optimization is key to solving many Engineering Design problems, where design parameters are optimized for several performance indicators. However, optimization results are highly dependent on how the designs are parameterized. Researchers have shown that deep generative models can learn compact design representations, providing a new way of parameterizing designs to achieve faster convergence and improved optimization performance. Despite their success in capturing complex distributions, existing generative models face three challenges when used for design problems: 1) generated designs have limited design space coverage, 2) the generator ignores design performance, and 3)~the new parameterization is unable to represent designs beyond training data. To address these challenges, we propose MO-PaDGAN, which adds a Determinantal Point Processes based loss function to the generative adversarial network to simultaneously model diversity and (multi-variate) performance. MO-PaDGAN can thus improve the performances and coverage of generated designs, and even generate designs with performances exceeding those from training data. When using MO-PaDGAN as a new parameterization in multi-objective optimization, we can discover much better Pareto fronts even though the training data do not cover those Pareto fronts. In a real-world multi-objective airfoil design example, we demonstrate that MO-PaDGAN achieves, on average, an over 180\% improvement in the hypervolume indicator when compared to the vanilla GAN or other state-of-the-art parameterization methods.
A common goal in network modeling is to uncover the latent community structure present among nodes. For many real-world networks, the true connections consist of events arriving as streams, which are then aggregated to form edges, ignoring the dynamic temporal component. A natural way to take account of these temporal dynamics of interactions is to use point processes as the foundation of network models for community detection. Computational complexity hampers the scalability of such approaches to large sparse networks. To circumvent this challenge, we propose a fast online variational inference algorithm for estimating the latent structure underlying dynamic event arrivals on a network, using continuous-time point process latent network models. We describe this procedure for networks models capturing community structure. This structure can be learned as new events are observed on the network, updating the inferred community assignments. We investigate the theoretical properties of such an inference scheme, and provide regret bounds on the loss function of this procedure. The proposed inference procedure is then thoroughly compared, using both simulation studies and real data, to non-online variants. We demonstrate that online inference can obtain comparable performance, in terms of community recovery, to non-online variants, while realising computational gains. Our proposed inference framework can also be readily modified to incorporate other popular network structures.
Determinantal point processes (DPPs) are popular probabilistic models of diversity. In this paper, we investigate DPPs from a new perspective: property testing of distributions. Given sample access to an unknown distribution $q$ over the subsets of a ground set, we aim to distinguish whether $q$ is a DPP distribution, or $\epsilon$-far from all DPP distributions in $\ell_1$-distance. In this work, we propose the first algorithm for testing DPPs. Furthermore, we establish a matching lower bound on the sample complexity of DPP testing. This lower bound also extends to showing a new hardness result for the problem of testing the more general class of log-submodular distributions.
Geometrical measurements of biological objects form the basis of many quantitative analyses. Hausdorff measures such as the volume and the area of objects are simple and popular descriptors of individual objects, however, for most biological processes, the interaction between objects cannot be ignored, and the shape and function of neighboring objects are mutually influential. In this paper, we present a theory on the geometrical interaction between objects based on the theory of spatial point processes. Our theory is based on the relation between two objects: a reference and an observed object. We generate the $r$-parallel sets of the reference object, we calculate the intersection between the $r$-parallel sets and the observed object, and we define measures on these intersections. Our measures are simple like the volume and area of an object, but describe further details about the shape of individual objects and their pairwise geometrical relation. Finally, we propose a summary statistics for collections of shapes and their interaction. We evaluate these measures on a publicly available FIB-SEM 3D data set of an adult rodent.
Point processes are a useful mathematical tool for describing events over time, and so there are many recent approaches for representing and learning them. One notable open question is how to precisely describe the flexibility of point process models and whether there exists a general model that can represent all point processes. Our work bridges this gap. Focusing on the widely used event intensity function representation of point processes, we provide a proof that a class of learnable functions can universally approximate any valid intensity function. The proof connects the well known Stone-Weierstrass Theorem for function approximation, the uniform density of non-negative continuous functions using a transfer functions, the formulation of the parameters of a piece-wise continuous functions as a dynamic system, and a recurrent neural network implementation for capturing the dynamics. Using these insights, we design and implement UNIPoint, a novel neural point process model, using recurrent neural networks to parameterise sums of basis function upon each event. Evaluations on synthetic and real world datasets show that this simpler representation performs better than Hawkes process variants and more complex neural network-based approaches. We expect this result will provide a practical basis for selecting and tuning models, as well as furthering theoretical work on representational complexity and learnability.
The modelling of Electronic Health Records (EHRs) has the potential to drive more efficient allocation of healthcare resources, enabling early intervention strategies and advancing personalised healthcare. However, EHRs are challenging to model due to their realisation as noisy, multi-modal data occurring at irregular time intervals. To address their temporal nature, we treat EHRs as samples generated by a Temporal Point Process (TPP), enabling us to model what happened in an event with when it happened in a principled way. We gather and propose neural network parameterisations of TPPs, collectively referred to as Neural TPPs. We perform evaluations on synthetic EHRs as well as on a set of established benchmarks. We show that TPPs significantly outperform their non-TPP counterparts on EHRs. We also show that an assumption of many Neural TPPs, that the class distribution is conditionally independent of time, reduces performance on EHRs. Finally, our proposed attention-based Neural TPP performs favourably compared to existing models, whilst aligning with real world interpretability requirements, an important step towards a component of clinical decision support systems.
Fueled in part by recent applications in neuroscience, the multivariate Hawkes process has become a popular tool for modeling the network of interactions among high-dimensional point process data. While evaluating the uncertainty of the network estimates is critical in scientific applications, existing methodological and theoretical work has primarily addressed estimation. To bridge this gap, this paper develops a new statistical inference procedure for high-dimensional Hawkes processes. The key ingredient for this inference procedure is a new concentration inequality on the first- and second-order statistics for integrated stochastic processes, which summarize the entire history of the process. Combining recent results on martingale central limit theory with the new concentration inequality, we then characterize the convergence rate of the test statistics. We illustrate finite sample validity of our inferential tools via extensive simulations and demonstrate their utility by applying them to a neuron spike train data set.
Deep generative models have proven useful for automatic design synthesis and design space exploration. However, they face three challenges when applied to engineering design: 1) generated designs lack diversity, 2) it is difficult to explicitly improve all the performance measures of generated designs, and 3) existing models generally do not generate high-performance novel designs, outside the domain of the training data. To address these challenges, we propose MO-PaDGAN, which contains a new Determinantal Point Processes based loss function for probabilistic modeling of diversity and performances. Through a real-world airfoil design example, we demonstrate that MO-PaDGAN expands the existing boundary of the design space towards high-performance regions and generates new designs with high diversity and performances exceeding training data.
Determinantal point processes (DPPs) have become a significant tool for recommendation systems, feature selection, or summary extraction, harnessing the intrinsic ability of these probabilistic models to facilitate sample diversity. The ability to sample from DPPs is paramount to the empirical investigation of these models. Most exact samplers are variants of a spectral meta-algorithm due to Hough, Krishnapur, Peres and Vir\'ag (henceforth HKPV), which is in general time and resource intensive. For DPPs with symmetric kernels, scalable HKPV samplers have been proposed that either first downsample the ground set of items, or force the kernel to be low-rank, using e.g. Nystr\"om-type decompositions. In the present work, we contribute a radically different approach than HKPV. Exploiting the fact that many statistical and learning objectives can be effectively accomplished by only sampling certain key observables of a DPP (so-called linear statistics), we invoke an expression for the Laplace transform of such an observable as a single determinant, which holds in complete generality. Combining traditional low-rank approximation techniques with Laplace inversion algorithms from numerical analysis, we show how to directly approximate the distribution function of a linear statistic of a DPP. This distribution function can then be used in hypothesis testing or to actually sample the linear statistic, as per requirement. Our approach is scalable and applies to very general DPPs, beyond traditional symmetric kernels.
In distributed second order optimization, a standard strategy is to average many local estimates, each of which is based on a small sketch or batch of the data. However, the local estimates on each machine are typically biased, relative to the full solution on all of the data, and this can limit the effectiveness of averaging. Here, we introduce a new technique for debiasing the local estimates, which leads to both theoretical and empirical improvements in the convergence rate of distributed second order methods. Our technique has two novel components: (1) modifying standard sketching techniques to obtain what we call a surrogate sketch; and (2) carefully scaling the global regularization parameter for local computations. Our surrogate sketches are based on determinantal point processes, a family of distributions for which the bias of an estimate of the inverse Hessian can be computed exactly. Based on this computation, we show that when the objective being minimized is $l_2$-regularized with parameter $\lambda$ and individual machines are each given a sketch of size $m$, then to eliminate the bias, local estimates should be computed using a shrunk regularization parameter given by $\lambda^{\prime}=\lambda\cdot(1-\frac{d_{\lambda}}{m})$, where $d_{\lambda}$ is the $\lambda$-effective dimension of the Hessian (or, for quadratic problems, the data matrix).
A spatial point process can be characterized by an intensity function which predicts the number of events that occur across space. In this paper, we develop a method to infer predictive intensity intervals by learning a spatial model using a regularized criterion. We prove that the proposed method exhibits out-of-sample prediction performance guarantees which, unlike standard estimators, are valid even when the spatial model is misspecified. The method is demonstrated using synthetic as well as real spatial data.