5 papers
Learning to Strategically Acquire Resources in Competition
Safwan Hossain, Mirah Shi, Andrew Bennett +4
We consider multiple agents competing to acquire some costly divisible resource (e.g. shares of a financial asset, compute resources, etc.) over time. Leveraging a standard model f…
Learning to Abstain From Uninformative Data
Yikai Zhang, Songzhu Zheng, Mina Dalirrooyfard +5
Learning and decision-making in domains with naturally high noise-to-signal ratio, such as Finance or Healthcare, is often challenging, while the stakes are very high. In this pape…
Inference and Sampling of Point Processes from Diffusion Excursions
Ali Hasan, Yu Chen, Yuting Ng +3
Point processes often have a natural interpretation with respect to a continuous process. We propose a point process construction that describes arrival time observations in terms…
Short-term Temporal Dependency Detection under Heterogeneous Event Dynamic with Hawkes Processes
Yu Chen, Fengpei Li, Anderson Schneider +3
Many event sequence data exhibit mutually exciting or inhibiting patterns. Reliable detection of such temporal dependency is crucial for scientific investigation. The de facto mode…
Provably Convergent Schrödinger Bridge with Applications to Probabilistic Time Series Imputation
Yu Chen, Wei Deng, Shikai Fang +7
The Schrödinger bridge problem (SBP) is gaining increasing attention in generative modeling and showing promising potential even in comparison with the score-based generative model…