Point Process Flows

Anonymous

Sep 25, 2019 ICLR 2020 Conference Blind Submission readers: everyone Show Bibtex
  • Keywords: Temporal Point Process, Intensity-free Point Process
  • TL;DR: A non-parametric point process model via Normalizing Flow
  • Abstract: Event sequences can be modeled by temporal point processes (TPPs) to capture their asynchronous and probabilistic nature. We propose an intensity-free framework that directly models the point process as a non-parametric distribution by utilizing normalizing flows. This approach is capable of capturing highly complex temporal distributions and does not rely on restrictive parametric forms. Comparisons with state-of-the-art baseline models on both synthetic and challenging real-life datasets show that the proposed framework is effective at modeling the stochasticity of discrete event sequences.
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