arXiv:2607.06652cs.LGstat.ML2026-07

提出首个基于签名的事件序列生成模型,解决离散事件建模难题。

From Jumps to Signatures: a Generative Method for Temporal Point Processes

论文配图:From Jumps to Signatures: a Generative Method for Temporal Point Processes
图 1 · 摘自论文原文
  • 将跳跃路径嵌入连续有界变差路径,实现事件序列签名化
  • 用全局路径损失训练,生成效果在8项指标上平均领先
  • 提供三种分布差异度量,支持生成模型评估

粗糙路径签名是连续路径的通用特征映射,其期望签名可表征路径分布。但这一理论不直接适用于时序点过程(TPPs)的右连续左极限路径,限制了签名方法在事件序列中的应用。此外,现有神经TPP模型(包括生成式方法)仅优化单事件目标,缺乏全局序列级损失;对变长事件序列的评估也缺少分布差异度量。本文提出统一路径框架以解决上述问题。引入到达间隔嵌入,将跳跃路径稳定且单射地映射为有界变差连续路径,拓展签名方法至离散事件序列。理论贡献催生出首个基于签名的生成式TPP模型sigTPP,采用完整轨迹的路径级损失进行训练。进一步分析计数路径空间,推导出三种分布差异度量,为生成式TPP模型提供数学严谨的评估工具。在合成与真实数据集上,sigTPP在八项互补指标中平均排名最优,在64%的数据集-指标组合中优于或与最强基线持平,相对得分平均提升至少19%。

原文摘要 · Abstract (English)

Rough path signatures are a universal feature map for continuous paths and, via the expected signature, characterise path distributions. These guarantees do not directly extend to cadlag paths of Temporal Point Processes (TPPs), limiting the use of signature methods for event sequences. Furthermore, neural TPP models, including recent generative approaches, optimise per-event objectives with no global sequence-level loss, while evaluation of variable-length event sequences lacks distributional discrepancy measures. This paper proposes a common pathwise framework for addressing these limitations. We introduce the interarrival embedding, a stable, injective lift from jump paths to continuous paths of bounded variation, extending signature methods to discrete event sequences. Our theoretical contributions give rise to sigTPP, the first signature-based generative model for TPPs, trained using a path-level loss on complete trajectories. We further analyse the space of counting paths and derive three distributional discrepancies, providing mathematically justified tools for evaluating generative TPP models. Across synthetic and real-world datasets, sigTPP achieves the best average rank based on eight complementary metrics, outperforms or is within a standard error of the strongest baseline in 64% of the dataset-metric pairs, and according to a relative score, improves against every baseline by at least 19% on average.

时序点过程生成模型签名方法事件序列

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