mlsanityData to 14 Oct 2026

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

arXiv 2608.13562 ↗First posted 7 May 2026cs.LG stat.MLcited by 0

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Abstract (arXiv)

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. 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. 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. 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. L-FNO improves event likelihood, calibration diagnostics, and rare-event detection over regression- and likelihood-based neural operator baselines. These results show that structured spectral memory and likelihood-based learning provide effective inductive biases for neural operator models of stochastic event dynamics.

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References · 11

  1. 2020Fourier Neural Operator for Parametric Partial Differential Equationscited by 2,908
  2. 2019DeepONet: Learning nonlinear operators for identifying differential equations based on the universal approximation theorem of operatorscited by 2,018
  3. 2020Transformer Hawkes Processcited by 235
  4. 2019Neural Jump Stochastic Differential Equationscited by 150
  5. 2019Fully Neural Network based Model for General Temporal Point Processescited by 122
  6. 2021Neural Temporal Point Processes: A Reviewcited by 114
  7. 2020Neural Spatio-Temporal Point Processescited by 93
  8. 2022Wavelet neural operator: a neural operator for parametric partial differential equationscited by 78
  9. 2023A Comprehensive Survey on Rare Event Predictioncited by 18
  10. 2022Calibrating for Class Weights by Modeling Machine Learningcited by 4
  11. 2021Universal Transformer Hawkes Process with Adaptive Recursive Iterationcited by 3

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