3 papers
cs.LG2023
SMURF-THP: Score Matching-based UnceRtainty quantiFication for Transformer Hawkes Process
Zichong Li, Yanbo Xu, Simiao Zuo +4
Transformer Hawkes process models have shown to be successful in modeling event sequence data. However, most of the existing training methods rely on maximizing the likelihood of e…
cs.LG2023
Score Matching-based Pseudolikelihood Estimation of Neural Marked Spatio-Temporal Point Process with Uncertainty Quantification
Zichong Li, Qunzhi Xu, Zhenghao Xu +3
Spatio-temporal point processes (STPPs) are potent mathematical tools for modeling and predicting events with both temporal and spatial features. Despite their versatility, most ex…
math.OC2021
Zeroth-order Optimization for Composite Problems with Functional Constraints
Zichong Li, Pin-Yu Chen, Sijia Liu +2
In many real-world problems, first-order (FO) derivative evaluations are too expensive or even inaccessible. For solving these problems, zeroth-order (ZO) methods that only need fu…