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L-FNO: Lorentzian Fourier Neural Operator for Stochastic Event Dynamics

arXiv机器学习 2026-05-07 12:46 18 阅读 查看原文

研究背景

Modern operational systems face uncertainty even in routine conditions, where rare, bursty, and self-exciting events emerge from both exogenous covariates and endogenous event dynamics.

问题提出

Standard neural operators are typically trained as regression-style function-to-function models rather than conditional-intensity estimators, limiting their suitability for sparse event regimes.

解决方案

We introduce the Lorentzian Fourier Neural Operator (L-FNO), a stochastic neural operator that combines an FNO-style covariate path, Lorentzian spectral kernels for history-dependent excitation, and a likelihood-based training objective.

实验评估

We evaluate L-FNO on eight synthetic point-process benchmarks and three real-world datasets covering disease outbreak prediction and semiconductor fault or defect detection.

结果分析

L-FNO improves event likelihood, calibration diagnostics, and rare-event detection over regression- and likelihood-based neural operator baselines.

结论

These results show that structured spectral memory and likelihood-based learning provide effective inductive biases for neural operator models of stochastic event dynamics.