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Bibliographic Details
Main Authors: Dong, Zheng, Fan, Zekai, Zhu, Shixiang
Format: Preprint
Published: 2023
Subjects:
Online Access:https://arxiv.org/abs/2305.12569
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author Dong, Zheng
Fan, Zekai
Zhu, Shixiang
author_facet Dong, Zheng
Fan, Zekai
Zhu, Shixiang
contents Point processes offer a versatile framework for sequential event modeling. However, the computational challenges and constrained representational power of the existing point process models have impeded their potential for wider applications. This limitation becomes especially pronounced when dealing with event data that is associated with multi-dimensional or high-dimensional marks such as texts or images. To address this challenge, this study proposes a novel event-generation framework for modeling point processes with high-dimensional marks. We aim to capture the distribution of events without explicitly specifying the conditional intensity or probability density function. Instead, we use a conditional generator that takes the history of events as input and generates the high-quality subsequent event that is likely to occur given the prior observations. The proposed framework offers a host of benefits, including considerable representational power to capture intricate dynamics in multi- or even high-dimensional event space, as well as exceptional efficiency in learning the model and generating samples. Our numerical results demonstrate superior performance compared to other state-of-the-art baselines.
format Preprint
id arxiv_https___arxiv_org_abs_2305_12569
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Conditional Generative Modeling for High-dimensional Marked Temporal Point Processes
Dong, Zheng
Fan, Zekai
Zhu, Shixiang
Machine Learning
Point processes offer a versatile framework for sequential event modeling. However, the computational challenges and constrained representational power of the existing point process models have impeded their potential for wider applications. This limitation becomes especially pronounced when dealing with event data that is associated with multi-dimensional or high-dimensional marks such as texts or images. To address this challenge, this study proposes a novel event-generation framework for modeling point processes with high-dimensional marks. We aim to capture the distribution of events without explicitly specifying the conditional intensity or probability density function. Instead, we use a conditional generator that takes the history of events as input and generates the high-quality subsequent event that is likely to occur given the prior observations. The proposed framework offers a host of benefits, including considerable representational power to capture intricate dynamics in multi- or even high-dimensional event space, as well as exceptional efficiency in learning the model and generating samples. Our numerical results demonstrate superior performance compared to other state-of-the-art baselines.
title Conditional Generative Modeling for High-dimensional Marked Temporal Point Processes
topic Machine Learning
url https://arxiv.org/abs/2305.12569