arXiv:2512.04617cs.LG2025-12被引 1

提出新方法解决有限点过程的评分匹配难题,提升建模效率与准确性。

Score Matching for Estimating Finite Point Processes

  • 基于雅诺西测度构建有限点过程的评分匹配框架
  • 在真实数据上实现与MLE相当性能,且训练更高效
  • 适用于时空点过程建模,特别适合深度模型

评分匹配估计器近年来受到广泛关注,因其无需计算归一化常数,可缓解最大似然估计(MLE)的计算挑战。尽管已有研究提出点过程的评分匹配方法,但这些方法受限于缺乏对有限点过程(定义在有界空间上的特殊随机配置)中评分匹配行为的严格数学分析——此时常规假设和性质不再成立。为此,本文通过雅诺西测度建立有限点过程的正式评分匹配框架,并在此框架下提出一种(自回归)加权评分匹配估计器,分析其在经典参数设置下的统计性质。对于一般非参数(如深度)点过程模型,我们证明仅靠评分匹配无法唯一确定真实分布,源于细微的归一化问题;为此提出简单的生存分类增强策略,获得任意基于强度的时空点过程模型的完整、免积分训练目标。在合成与真实世界的时间及时空数据集上的实验表明,该方法能准确恢复强度函数,性能媲美MLE,且效率更高。

原文摘要 · Abstract (English)

Score matching estimators have garnered significant attention in recent years because they eliminate the need to compute normalizing constants, thereby mitigating the computational challenges associated with maximum likelihood estimation (MLE).While several studies have proposed score matching estimators for point processes, this work highlights the limitations of these existing methods, which stem primarily from the lack of a mathematically rigorous analysis of how score matching behaves on finite point processes -- special random configurations on bounded spaces where many of the usual assumptions and properties of score matching no longer hold. To this end, we develop a formal framework for score matching on finite point processes via Janossy measures and, within this framework, introduce an (autoregressive) weighted score-matching estimator, whose statistical properties we analyze in classical parametric settings. For general nonparametric (e.g., deep) point process models, we show that score matching alone does not uniquely identify the ground-truth distribution due to subtle normalization issues, and we propose a simple survival-classification augmentation that yields a complete, integration-free training objective for any intensity-based point process model for spatio-temporal case. Experiments on synthetic and real-world temporal and spatio-temporal datasets, demonstrate that our method accurately recovers intensities and achieves performance comparable to MLE with better efficiency.

点过程评分匹配时空建模深度学习

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