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stat.ML2025
Hyper Hawkes Processes: Interpretable Models of Marked Temporal Point Processes
Alex Boyd, Andrew Warrington, Taha Kass-Hout +2
Foundational marked temporal point process (MTPP) models, such as the Hawkes process, often use inexpressive model families in order to offer interpretable parameterizations of eve…
stat.ML2024
Deep Continuous-Time State-Space Models for Marked Event Sequences
Yuxin Chang, Alex Boyd, Cao Xiao +4
Marked temporal point processes (MTPPs) model sequences of events occurring at irregular time intervals, with wide-ranging applications in fields such as healthcare, finance and so…