Corpus ID: 218674554

Latent Embeddings of Point Process Excitations

@article{Marmarelis2020LatentEO,
  title={Latent Embeddings of Point Process Excitations},
  author={Myrl G. Marmarelis and Greg Ver Steeg and A. G. Galstyan},
  journal={arXiv: Machine Learning},
  year={2020}
}
When specific events seem to spur others in their wake, marked Hawkes processes enable us to reckon with their statistics. The underdetermined empirical nature of these event-triggering mechanisms hinders estimation in the multivariate setting. Spatiotemporal applications alleviate this obstacle by allowing relationships to depend only on relative distances in real Euclidean space; we employ the framework as a vessel for embedding arbitrary event types in a new latent space. By performing… Expand

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