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Learning causal structure among event types from discrete-time event sequences is a particularly important but challenging task. Existing methods, such as the multivariate Hawkes processes based methods, mostly boil down to learning the…

Machine Learning · Computer Science 2023-05-11 Jie Qiao , Ruichu Cai , Siyu Wu , Yu Xiang , Keli Zhang , Zhifeng Hao

Multivariate Hawkes process provides a powerful framework for modeling temporal dependencies and event-driven interactions in complex systems. While existing methods primarily focus on uncovering causal structures among observed…

Machine Learning · Computer Science 2026-03-03 Songyao Jin , Biwei Huang

The Hawkes process has become a standard method for modeling self-exciting event sequences with different event types. A recent work has generalized the Hawkes process to a neurally self-modulating multivariate point process, which enables…

Machine Learning · Computer Science 2020-06-16 Zhen Han , Yunpu Ma , Yuyi Wang , Stephan Günnemann , Volker Tresp

Modern data acquisition routinely produce massive amounts of event sequence data in various domains, such as social media, healthcare, and financial markets. These data often exhibit complicated short-term and long-term temporal…

Machine Learning · Computer Science 2021-02-23 Simiao Zuo , Haoming Jiang , Zichong Li , Tuo Zhao , Hongyuan Zha

Temporal Point Processes (TPPs), especially Hawkes Process are commonly used for modeling asynchronous event sequences data such as financial transactions and user behaviors in social networks. Due to the strong fitting ability of neural…

Machine Learning · Computer Science 2024-05-14 Anningzhe Gao , Shan Dai

Learning the influence structure of multiple time series data is of great interest to many disciplines. This paper studies the problem of recovering the causal structure in network of multivariate linear Hawkes processes. In such processes,…

Machine Learning · Computer Science 2016-03-15 Jalal Etesami , Negar Kiyavash , Kun Zhang , Kushagra Singhal

Learning the causal-interaction network of multivariate Hawkes processes is a useful task in many applications. Maximum-likelihood estimation is the most common approach to solve the problem in the presence of long observation sequences.…

Machine Learning · Computer Science 2019-11-04 Farnood Salehi , William Trouleau , Matthias Grossglauser , Patrick Thiran

Discovering complex causal dependencies in temporal point processes (TPPs) is critical for modeling real-world event sequences. Existing methods typically rely on static or first-order causal structures, overlooking the multi-order and…

Machine Learning · Computer Science 2025-08-27 Yunyang Cao , Juekai Lin , Wenhao Li , Bo Jin

In recent years, mining the knowledge from asynchronous sequences by Hawkes process is a subject worthy of continued attention, and Hawkes processes based on the neural network have gradually become the most hotly researched fields,…

Machine Learning · Computer Science 2021-12-30 Lu-ning Zhang , Jian-wei Liu , Zhi-yan Song , Xin Zuo

Given a collection of entities (or nodes) in a network and our intermittent observations of activities from each entity, an important problem is to learn the hidden edges depicting directional relationships among these entities. Here, we…

Machine Learning · Statistics 2017-08-01 Triet M Le

Asynchronous events on the continuous time domain, e.g., social media actions and stock transactions, occur frequently in the world. The ability to recognize occurrence patterns of event sequences is crucial to predict which typeof events…

Machine Learning · Computer Science 2020-02-17 Qiang Zhang , Aldo Lipani , Omer Kirnap , Emine Yilmaz

As a powerful tool of asynchronous event sequence analysis, point processes have been studied for a long time and achieved numerous successes in different fields. Among various point process models, Hawkes process and its variants attract…

Machine Learning · Statistics 2017-08-31 Hongteng Xu , Hongyuan Zha

Hawkes processes are a popular framework to model the occurrence of sequential events, i.e., occurrence dynamics, in several fields such as social diffusion. In real-world scenarios, the inter-arrival time among events is irregular.…

Machine Learning · Computer Science 2023-05-19 Minju Jo , Seungji Kook , Noseong Park

In recent years, temporal knowledge graph (TKG) reasoning has received significant attention. Most existing methods assume that all timestamps and corresponding graphs are available during training, which makes it difficult to predict…

Artificial Intelligence · Computer Science 2024-02-22 Yongquan He , Peng Zhang , Luchen Liu , Qi Liang , Wenyuan Zhang , Chuang Zhang

We propose a novel framework for modeling multiple multivariate point processes, each with heterogeneous event types that share an underlying space and obey the same generative mechanism. Focusing on Hawkes processes and their variants that…

Machine Learning · Computer Science 2021-02-05 Hongteng Xu , Dixin Luo , Hongyuan Zha

Abstract. Most of the real world data we encounter are asynchronous event sequence, so the last decades have been characterized by the implementation of various point process into the field of social networks,electronic medical records and…

Machine Learning · Computer Science 2021-12-28 Zhi-yan Song , Jian-wei Liu , Lu-ning Zhang , Ya-nan Han

Marked Temporal Point Processes (MTPPs) arise naturally in medical, social, commercial, and financial domains. However, existing Transformer-based methods mostly inject temporal information only via positional encodings, relying on shared…

Machine Learning · Computer Science 2026-03-25 Xinzi Tan , Kejian Zhang , Junhan Yu , Doudou Zhou

Multivariate Hawkes Processes (MHPs) are an important class of temporal point processes that have enabled key advances in understanding and predicting social information systems. However, due to their complex modeling of temporal…

Machine Learning · Computer Science 2020-03-02 Maximilian Nickel , Matthew Le

Event prediction in the continuous-time domain is a crucial but rather difficult task. Temporal point process (TPP) learning models have shown great advantages in this area. Existing models mainly focus on encoding global contexts of events…

Machine Learning · Computer Science 2023-06-27 Wang-Tao Zhou , Zhao Kang , Ling Tian , Yi Su

Hawkes Processes capture self-excitation and mutual-excitation between events when the arrival of an event makes future events more likely to happen. Identification of such temporal covariance can reveal the underlying structure to better…

Machine Learning · Computer Science 2020-06-03 Rafael Lima , Jaesik Choi
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