NEST: Nested Event Stream Transformer for Sequences of Multisets

Event stream data often exhibit hierarchical structure in which multiple events co-occur, resulting in a sequence of multisets (i.e., bags of events). In electronic health records (EHRs), for example, medical events are grouped into a sequence of clinical encounters with well-defined temporal structure, but the order and timing of events within each encounter may be unknown or unreliable. Most existing foundation models (FMs) for event stream data flatten this hierarchy into a one-dimensional sequence, leading to (i) computational inefficiency associated with dense attention and learning spurious within-set relationships, and (ii) lower-quality set-level representations from heuristic post-training pooling for downstream tasks. Here, we show that preserving the original hierarchy in the FM architecture provides a useful inductive bias that improves both computational efficiency and representation quality. We then introduce Nested Event Stream Transformer (NEST), a FM for event streams comprised of sequences of multisets. Building on this architecture, we formulate Masked Set Modeling (MSM), an efficient paradigm that promotes improved set-level representation learning. Experiments on real-world multiset sequence data show that NEST captures real-world dynamics while improving both pretraining efficiency and downstream performance.

Equitable Survival Prediction: A Fairness-Aware Survival Modeling (FASM) Approach

As machine learning models become increasingly integrated into healthcare, structural inequities and social biases embedded in clinical data can be perpetuated or even amplified by data-driven models. In survival analysis, censoring and time dynamics can further add complexity to fair model development. Additionally, algorithmic fairness approaches often overlook disparities in cross-group rankings, e.g., high-risk Black patients may be ranked below lower-risk White patients who do not experience the event of mortality. Such misranking can reinforce biological essentialism and undermine equitable care. We propose a Fairness-Aware Survival Modeling (FASM), designed to mitigate algorithmic bias regarding both intra-group and cross-group risk rankings over time. Using breast cancer prognosis as a representative case and applying FASM to SEER breast cancer data, we show that FASM substantially improves fairness while preserving discrimination performance comparable to fairness-unaware survival models. Time-stratified evaluations show that FASM maintains stable fairness over a 10-year horizon, with the greatest improvements observed during the mid-term of follow-up. Our approach enables the development of survival models that prioritize both accuracy and equity in clinical decision-making, advancing fairness as a core principle in clinical care.

Balancing Interpretability and Flexibility in Modeling Diagnostic Trajectories with an Embedded Neural Hawkes Process Model

The Hawkes process (HP) is commonly used to model event sequences with self-reinforcing dynamics, including electronic health records (EHRs). Traditional HPs capture self-reinforcement via parametric impact functions that can be inspected to understand how each event modulates the intensity of others. Neural network-based HPs offer greater flexibility, resulting in improved fit and prediction performance, but at the cost of interpretability, which is often critical in healthcare. In this work, we aim to understand and improve upon this tradeoff. We propose a novel HP formulation in which impact functions are modeled by defining a flexible impact kernel, instantiated as a neural network, in event embedding space, which allows us to model large-scale event sequences with many event types. This approach is more flexible than traditional HPs yet more interpretable than other neural network approaches, and allows us to explicitly trade flexibility for interpretability by adding transformer encoder layers to further contextualize the event embeddings. Results show that our method accurately recovers impact functions in simulations, achieves competitive performance on MIMIC-IV procedure dataset, and gains clinically meaningful interpretation on XX-EHR with children diagnosis dataset even without transformer layers. This suggests that our flexible impact kernel is often sufficient to capture self-reinforcing dynamics in EHRs and other data effectively, implying that interpretability can be maintained without loss of performance.

Neural Conditional Event Time Models

Event time models predict occurrence times of an event of interest based on known features. Recent work has demonstrated that neural networks achieve state-of-the-art event time predictions in a variety of settings. However, standard event time models suppose that the event occurs, eventually, in all cases. Consequently, no distinction is made between a) the probability of event occurrence, and b) the predicted time of occurrence. This distinction is critical when predicting medical diagnoses, equipment defects, social media posts, and other events that or may not occur, and for which the features affecting a) may be different from those affecting b). In this work, we develop a conditional event time model that distinguishes between these components, implement it as a neural network with a binary stochastic layer representing finite event occurrence, and show how it may be learned from right-censored event times via maximum likelihood estimation. Results demonstrate superior event occurrence and event time predictions on synthetic data, medical events (MIMIC-III), and social media posts (Reddit), comprising 21 total prediction tasks.

Predicting Smoking Events with a Time-Varying Semi-Parametric Hawkes Process Model

Health risks from cigarette smoking -- the leading cause of preventable death in the United States -- can be substantially reduced by quitting. Although most smokers are motivated to quit, the majority of quit attempts fail. A number of studies have explored the role of self-reported symptoms, physiologic measurements, and environmental context on smoking risk, but less work has focused on the temporal dynamics of smoking events, including daily patterns and related nicotine effects. In this work, we examine these dynamics and improve risk prediction by modeling smoking as a self-triggering process, in which previous smoking events modify current risk. Specifically, we fit smoking events self-reported by 42 smokers to a time-varying semi-parametric Hawkes process (TV-SPHP) developed for this purpose. Results show that the TV-SPHP achieves superior prediction performance compared to related and existing models, with the incorporation of time-varying predictors having greatest benefit over longer prediction windows. Moreover, the impact function illustrates previously unknown temporal dynamics of smoking, with possible connections to nicotine metabolism to be explored in future work through a randomized study design. By more effectively predicting smoking events and exploring a self-triggering component of smoking risk, this work supports development of novel or improved cessation interventions that aim to reduce death from smoking.