Corpus ID: 202708306

Generative Sequential Stochastic Model for Marked Point Processes

  title={Generative Sequential Stochastic Model for Marked Point Processes},
  author={Abhishek Sharma and Aritra Ghosh and M. Fiterau},
Temporal point processes are often used to model event data streams in the real world, such as financial transactions, electronic health records, and social networks. While several parametric approaches, such as Poisson and Hawkes processes are used to model temporal dynamics, they often suffer from the curse of model misspecification. More flexible RNN based approaches have been recently proposed to jointly model event time and marker information through the use of a shared hidden… Expand

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