2 papers
math.ST2020
Goodness-of-Fit Test for Mismatched Self-Exciting Processes
Song Wei, Shixiang Zhu, Minghe Zhang +1
Recently there have been many research efforts in developing generative models for self-exciting point processes, partly due to their broad applicability for real-world application…
stat.ML2020
Deep Fourier Kernel for Self-Attentive Point Processes
Shixiang Zhu, Minghe Zhang, Ruyi Ding +1
We present a novel attention-based model for discrete event data to capture complex non-linear temporal dependence structures. We borrow the idea from the attention mechanism and i…