Presentation 2024-03-04
Joint Estimation of Differential Equations and Latent Event Types from Temporal Point Processes
Shuichi Miyazawa, Daichi Mochihashi,
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Abstract(in Japanese) (See Japanese page)
Abstract(in English) Ordinary differential equations (ODEs) help the interpretation of phenomena in various scientific fields. ODEs are often applied to numerical data, but we proposed a modeling method using ODEs for sequences of events occurring in con- tinuous time (temporal point processes). Here, event series with labels indicating the type of components of the nonlinear dynamical system described by the ODEs are required, but in real settings, there are many event series that do not have such labels explicitly. Real event data is often accompanied by covariates, e.g., abstracts of inventions in patent applications. Such additional information, called marks, is useful for identifying latent event types. Therefore, we propose a method for modeling the generating process of event series by ODEs, using marks to estimate latent event types for event series without explicit labels indicating the components of the ODEs. The proposed method can be considered as an extension of latent Poisson process allocation, where each event is assigned to one of a set of latent Poisson processes, using ODEs. We demonstrated that the proposed method can estimate and recover latent event types and parameters of ODE using simulated data, and showed the applicability of the proposed method to a real problem using the USPTO patent datase
Keyword(in Japanese) (See Japanese page)
Keyword(in English) Ordinary Differential Equations / Temporal Point Processes / Gaussian Processes / Gradient Matching
Paper # IBISML2023-50
Date of Issue 2024-02-25 (IBISML)

Conference Information
Committee PRMU / IBISML / IPSJ-CVIM
Conference Date 2024/3/3(2days)
Place (in Japanese) (See Japanese page)
Place (in English) Hiroshima Univ. Higashi-Hiroshima campus
Topics (in Japanese) (See Japanese page)
Topics (in English)
Chair Kunio Kashio(NTT) / Masashi Sugiyama(Univ. of Tokyo) / 日浦 慎作(兵庫県立大)
Vice Chair Takuya Funatomi(NAIST) / Go Irie(Tokyo Univ. of Science) / Toshihiro Kamishima(AIST) / Koji Tsuda(Univ. of Tokyo)
Secretary Takuya Funatomi(Tokyo Inst. of Tech.) / Go Irie(Riken) / Toshihiro Kamishima(NTT) / Koji Tsuda(Hokkaido Univ.) / (名大)
Assistant Kei Shimonishi(Kyoto Univ.) / Kensho Hara(AIST) / Yoshinobu Kawahara(Osaka Univ.) / Taiji Suzuki(Univ.of Tokyo)

Paper Information
Registration To Technical Committee on Pattern Recognition and Media Understanding / Technical Committee on Information-Based Induction Sciences and Machine Learning / Special Interest Group on Computer Vision and Image Media
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Joint Estimation of Differential Equations and Latent Event Types from Temporal Point Processes
Sub Title (in English)
Keyword(1) Ordinary Differential Equations
Keyword(2) Temporal Point Processes
Keyword(3) Gaussian Processes
Keyword(4) Gradient Matching
1st Author's Name Shuichi Miyazawa
1st Author's Affiliation The Graduate University for Advanced Studies(SOKENDAI)
2nd Author's Name Daichi Mochihashi
2nd Author's Affiliation The Institute of Statistical Mathematics(ISM)
Date 2024-03-04
Paper # IBISML2023-50
Volume (vol) vol.123
Number (no) IBISML-410
Page pp.pp.71-78(IBISML),
#Pages 8
Date of Issue 2024-02-25 (IBISML)