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This paper treats functional marked point processes (FMPPs), which are defined as marked point processes where the marks are random elements in some (Polish) function space. Such marks may represent e.g. spatial paths or functions of time.…

Statistics Theory · Mathematics 2019-12-02 Ottmar Cronie , Mohammad Ghorbani , Jorge Mateu , Jun Yu

Marked event data captures events by recording their continuous-valued occurrence timestamps along with their corresponding discrete-valued types. They have appeared in various real-world scenarios such as social media, financial…

Machine Learning · Computer Science 2024-10-28 Hui Chen , Xuhui Fan , Hengyu Liu , Longbing Cao

Determinantal point processes are models for regular spatial point patterns, with appealing probabilistic properties. We present their spatio-temporal counterparts and give examples of these models, based on spatio-temporal covariance…

Statistics Theory · Mathematics 2023-01-09 Nafiseh Vafaei , Mohammad Ghorbani , Masoud Ganji , Mari Myllymäki

We develop a new family of marked point processes by focusing the characteristic properties of marked Hawkes processes exclusively to the space of marks, providing the freedom to specify a different model for the occurrence times. This is…

Applications · Statistics 2022-10-18 Santhosh Narayanan , Ioannis Kosmidis , Petros Dellaportas

Spatio-temporal Hawkes point processes are a particularly interesting class of stochastic point processes for modeling self-exciting behavior, in which the occurrence of one event increases the probability of other events occurring. These…

Computation · Statistics 2025-11-19 Alba Bernabeu , Jorge Mateu

We define dynamic treatment regimes and associated potential outcomes for data described by marked point processes (MPPs). These definitions motivate MPP analogues of the commonly used consistency, exchangeability, and positivity conditions…

Methodology · Statistics 2026-04-15 Pål Christie Ryalen , Mats Julius Stensrud , Kjetil Røysland

This paper contributes to the multivariate analysis of marked spatio-temporal point process data by introducing different partial point characteristics and extending the spatial dependence graph model formalism. Our approach yields a…

Methodology · Statistics 2020-03-06 Matthias Eckardt , Jonatan A. González , Jorge Mateu

This paper introduces the factorial marked temporal point process model and presents efficient learning methods. In conventional (multi-dimensional) marked temporal point process models, event is often encoded by a single discrete variable…

Machine Learning · Computer Science 2018-01-23 Weichang Wu , Junchi Yan , Xiaokang Yang , Hongyuan Zha

Temporal Point Processes (TPP) are probabilistic generative frameworks. They model discrete event sequences localized in continuous time. Generally, real-life events reveal descriptive information, known as marks. Marked TPPs model time and…

Machine Learning · Computer Science 2024-11-26 Govind Waghmare , Ankur Debnath , Siddhartha Asthana , Aakarsh Malhotra

A determinantal point process (DPP) is an ensemble of random nonnegative-integer-valued Radon measures, whose correlation functions are all given by determinants specified by an integral kernel called the correlation kernel. First we show…

Probability · Mathematics 2020-03-11 Makoto Katori

A temporal point process (TPP) is a stochastic process where its realization is a sequence of discrete events in time. Recent work in TPPs model the process using a neural network in a supervised learning framework, where a training set is…

Machine Learning · Computer Science 2023-01-31 Wonho Bae , Mohamed Osama Ahmed , Frederick Tung , Gabriel L. Oliveira

Multi-type Markov point processes offer a flexible framework for modelling complex multi-type point patterns where it is pertinent to capture both interactions between points as well as large scale trends depending on observed covariates.…

Methodology · Statistics 2025-10-15 Ib Thorsgaard Jensen , Jean-François Coeurjolly , Rasmus Waagepetersen

We aim to link random fields and marked point processes and therefore introduce a new class of stochastic processes which are defined on a random set in R^d. Unlike for random fields, the mark covariance function of a marked random set is…

Probability · Mathematics 2012-01-25 Felix Ballani , Zakhar Kabluchko , Martin Schlather

Spatio-temporal point process (STPP) is a stochastic collection of events accompanied with time and space. Due to computational complexities, existing solutions for STPPs compromise with conditional independence between time and space,…

Machine Learning · Computer Science 2023-06-27 Yuan Yuan , Jingtao Ding , Chenyang Shao , Depeng Jin , Yong Li

Modeling event sequences of multiple event types with marked temporal point processes (MTPPs) provides a principled way to uncover governing dynamical rules and predict future events. Current neural network approaches to MTPP inference rely…

Machine Learning · Computer Science 2026-03-02 David Berghaus , Patrick Seifner , Kostadin Cvejoski , César Ojeda , Ramsés J. Sánchez

In recent years there has been a substantial increase in the availability of datasets which contain information about the location and timing of an event or group of events and the application of methods to analyse spatio-temporal datasets…

Methodology · Statistics 2019-10-02 Nik Lomax , Nick Malleson , Le-Minh Kieu

Sequences of labeled events observed at irregular intervals in continuous time are ubiquitous across various fields. Temporal Point Processes (TPPs) provide a mathematical framework for modeling these sequences, enabling inferences such as…

Machine Learning · Computer Science 2024-06-06 Victor Dheur , Tanguy Bosser , Rafael Izbicki , Souhaib Ben Taieb

Symmetric determinantal point processes (DPP's) are a class of probabilistic models that encode the random selection of items that exhibit a repulsive behavior. They have attracted a lot of attention in machine learning, when returning…

Statistics Theory · Mathematics 2018-11-02 Victor-Emmanuel Brunel

Spatiotemporal point processes (STPPs) are probabilistic models for events occurring in continuous space and time. Real-world event data often exhibit intricate dependencies and heterogeneous dynamics. By incorporating modern deep learning…

Machine Learning · Computer Science 2025-02-14 Sumantrak Mukherjee , Mouad Elhamdi , George Mohler , David A. Selby , Yao Xie , Sebastian Vollmer , Gerrit Grossmann

Temporal point processes (TPPs) are effective for modeling event occurrences over time, but they struggle with sparse and uncertain events in federated systems, where privacy is a major concern. To address this, we propose \textit{FedPP}, a…

Machine Learning · Computer Science 2026-01-14 Hui Chen , Xuhui Fan , Hengyu Liu , Yaqiong Li , Zhilin Zhao , Feng Zhou , Christopher John Quinn , Longbing Cao
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