Conditional Generative Modeling for High-dimensional Marked Temporal Point Processes

TL;DR

This paper introduces a novel conditional generative framework for high-dimensional marked point processes, enabling more flexible and efficient modeling of complex event data such as texts or images.

Contribution

It proposes a new event-generation method that captures high-dimensional event distributions without explicit density functions, improving flexibility and efficiency.

Findings

Outperforms state-of-the-art baselines in numerical experiments

Captures intricate dynamics in high-dimensional event spaces

Offers efficient learning and sample generation

Abstract

Point processes offer a versatile framework for sequential event modeling. However, the computational challenges and constrained representational power of the existing point process models have impeded their potential for wider applications. This limitation becomes especially pronounced when dealing with event data that is associated with multi-dimensional or high-dimensional marks such as texts or images. To address this challenge, this study proposes a novel event-generation framework for modeling point processes with high-dimensional marks. We aim to capture the distribution of events without explicitly specifying the conditional intensity or probability density function. Instead, we use a conditional generator that takes the history of events as input and generates the high-quality subsequent event that is likely to occur given the prior observations. The proposed framework offers a host of benefits, including considerable representational power to capture intricate dynamics in multi- or even high-dimensional event space, as well as exceptional efficiency in learning the model and generating samples. Our numerical results demonstrate superior performance compared to other state-of-the-art baselines.