2020
DOI: 10.48550/arxiv.2011.04583
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Neural Spatio-Temporal Point Processes

Abstract: We propose a new class of parameterizations for spatio-temporal point processes which leverage Neural ODEs as a computational method and enable flexible, highfidelity models of discrete events that are localized in continuous time and space. Central to our approach is a combination of recurrent continuous-time neural networks with two novel neural architectures, i.e., Jump and Attentive Continuoustime Normalizing Flows. This approach allows us to learn complex distributions for both the spatial and temporal do… Show more

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Cited by 5 publications
(6 citation statements)
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“…It is natural to expect that including spatial covariates would improve forecasting performance (Utsu, 1955;Ogata, 1998), however, it is not clear that considering them as an additional dimension to the input of an RNN would learn any spatial structure from the data. Neural point processes for spatio-temporal data do not utilise RNNs which are primarily sequence encoders and instead consider models based on Ordinary Differential Equations (ODEs) (Chen et al, 2020;Biloš et al, 2021). We believe such models should outperform RNN-based models on spatio-temporal data.…”
Section: Limitationsmentioning
confidence: 99%
“…It is natural to expect that including spatial covariates would improve forecasting performance (Utsu, 1955;Ogata, 1998), however, it is not clear that considering them as an additional dimension to the input of an RNN would learn any spatial structure from the data. Neural point processes for spatio-temporal data do not utilise RNNs which are primarily sequence encoders and instead consider models based on Ordinary Differential Equations (ODEs) (Chen et al, 2020;Biloš et al, 2021). We believe such models should outperform RNN-based models on spatio-temporal data.…”
Section: Limitationsmentioning
confidence: 99%
“…These intensity functions, which are conditional on the event history, are often more applicable to real world processes, such as financial or crime data. Jia & Benson (2019) apply the neural ordinary differential equations of Chen et al (2018) to model conditional intensity functions, while Chen et al (2020) extend the concept to the spatio-temporal case. Zhu et al (2020) take a different approach and directly model the influence of a past point on the intensity function using a Gaussian mixture, where the parameters in each mixture component are the outputs of a simple, one-layer, neural net that take the spatial coordinates as input.…”
Section: Conditional Intensity Function Modelingmentioning
confidence: 99%
“…A large body of literature on meta-models (or surrogate models, or emulators) in various disciplines focuses on Gaussian processes or machine-learning techniques (Forrester et al 2008, Kleijnen 2015. Discrete events data localized in continuous time and space are also assessed through machine learning (Reinhart 2018, Chen et al 2020, Zhu et al 2020, Dong et al 2021. For example, Du et al (2016) and Zhang et al (2020) model discrete events using neural-network-based point process models with the aim of presenting highly performing approaches for reproducing and predicting spatio-temporal patterns observed in the data.…”
Section: Predictive Performancementioning
confidence: 99%