Marked Temporal Bayesian Flow Point Processes

TL;DR

This paper introduces BMTPP, a novel generative model for marked temporal point processes that jointly models event timestamps and types, explicitly capturing their interdependence for improved performance.

Contribution

BMTPP is a new generative MTPP model that flexibly captures joint distributions of timestamps and types, explicitly modeling their interdependence.

Findings

Outperforms state-of-the-art models in experiments

Effectively captures interdependence between event timestamps and types

Demonstrates superior generative capabilities on real-world data

Abstract

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 transactions, and healthcare records, and have been effectively modeled through Marked Temporal Point Process (MTPP) models. Recently, developing generative models for these MTPP models have seen rapid development due to their powerful generative capability and less restrictive functional forms. However, existing generative MTPP models are usually challenged in jointly modeling events' timestamps and types since: (1) mainstream methods design the generative mechanisms for timestamps only and do not include event types; (2) the complex interdependence between the timestamps and event types are overlooked. In this paper, we propose a novel generative MTPP model called BMTPP. Unlike existing generative MTPP models, BMTPP flexibly models marked temporal joint distributions using a parameter-based approach. Additionally, by adding joint noise to the marked temporal data space, BMTPP effectively captures and explicitly reveals the interdependence between timestamps and event types. Extensive experiments validate the superiority of our approach over other state-of-the-art models and its ability to effectively capture marked-temporal interdependence.