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

arXiv.org Machine Learning

Hawkes process models are used in settings where past events increase the likelihood of future events occurring. Many applications record events as counts on a regular grid, yet discrete-time Hawkes models remain comparatively underused and are often constrained by fixed-form baselines and excitation kernels. In particular, there is a lack of flexible, nonparametric treatments of both the baseline and the excitation in discrete time. To this end, we propose the Gaussian Process Discrete Hawkes Process (GP-DHP), a nonparametric framework that places Gaussian process priors on both the baseline and the excitation and performs inference through a collapsed latent representation. This yields smooth, data-adaptive structure without prespecifying trends, periodicities, or decay shapes, and enables maximum a posteriori (MAP) estimation with near-linear-time \(O(T\log T)\) complexity. A closed-form projection recovers interpretable baseline and excitation functions from the optimized latent trajectory. In simulations, GP-DHP recovers diverse excitation shapes and evolving baselines. In case studies on U.S. terrorism incidents and weekly Cryptosporidiosis counts, it improves test predictive log-likelihood over standard parametric discrete Hawkes baselines while capturing bursts, delays, and seasonal background variation. The results indicate that flexible discrete-time self-excitation can be achieved without sacrificing scalability or interpretability.


Drug-target affinity prediction method based on consistent expression of heterogeneous data

arXiv.org Artificial Intelligence

The first step in drug discovery is finding drug molecule moieties with medicinal activity against specific targets. Therefore, it is crucial to investigate the interaction between drug-target proteins and small chemical molecules. However, traditional experimental methods for discovering potential small drug molecules are labor-intensive and time-consuming. There is currently a lot of interest in building computational models to screen small drug molecules using drug molecule-related databases. In this paper, we propose a method for predicting drug-target binding affinity using deep learning models. This method uses a modified GRU and GNN to extract features from the drug-target protein sequences and the drug molecule map, respectively, to obtain their feature vectors. The combined vectors are used as vector representations of drug-target molecule pairs and then fed into a fully connected network to predict drug-target binding affinity. This proposed model demonstrates its accuracy and effectiveness in predicting drug-target binding affinity on the DAVIS and KIBA datasets.


Learning Hawkes Processes from a Handful of Events

arXiv.org Machine Learning

Learning the causal-interaction network of multivariate Hawkes processes is a useful task in many applications. Maximum-likelihood estimation is the most common approach to solve the problem in the presence of long observation sequences. However, when only short sequences are available, the lack of data amplifies the risk of overfitting and regularization becomes critical. Due to the challenges of hyper-parameter tuning, state-of-the-art methods only parameterize regularizers by a single shared hyper-parameter, hence limiting the power of representation of the model. To solve both issues, we develop in this work an efficient algorithm based on variational expectation-maximization. Our approach is able to optimize over an extended set of hyper-parameters. It is also able to take into account the uncertainty in the model parameters by learning a posterior distribution over them. Experimental results on both synthetic and real datasets show that our approach significantly outperforms state-of-the-art methods under short observation sequences.