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19 lines
834 B
Markdown
19 lines
834 B
Markdown
# Fully Neural Network based Model for General Temporal Point Process(Neurips 2019,Takahiro Omi)
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This code is pytorch version of implementation for Neural Temporal Point Process.
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Temporal Point Process is mathematical model for capturing patterns of discrete event occurrences.
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However, the traditional point process have limited expressivity by assumption.
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For example, Poisson process assumes the independence of all events though it changes by time.
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Other point process like Hawkes process does not assume the independence but the intensity function
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of Hawkes process should be positive and have exponential decaying kernel. For these reason, the author
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suggest the generalized version of point process by introducing neural network.
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Reference
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github : https://github.com/omitakahiro/NeuralNetworkPointProcess
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