Corpus ID: 5549418

The Neural Hawkes Process: A Neurally Self-Modulating Multivariate Point Process

@inproceedings{Mei2017TheNH,
  title={The Neural Hawkes Process: A Neurally Self-Modulating Multivariate Point Process},
  author={Hongyuan Mei and Jason Eisner},
  booktitle={NIPS},
  year={2017}
}
Many events occur in the world. [...] Key Method This generative model allows past events to influence the future in complex and realistic ways, by conditioning future event intensities on the hidden state of a recurrent neural network that has consumed the stream of past events. Our model has desirable qualitative properties. It achieves competitive likelihood and predictive accuracy on real and synthetic datasets, including under missing-data conditions.Expand
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