Papers › The Neural Hawkes Process: A Neurally Self-Modulating Multivariate Point Process

The Neural Hawkes Process: A Neurally Self-Modulating Multivariate Point Process

29 Dec 2016NeurIPS 2017 12arXiv:1612.09328archive 2025-07-28

Hongyuan Mei, Jason Eisner

Many events occur in the world. Some event types are stochastically excited or inhibited---in the sense of having their probabilities elevated or decreased---by patterns in the sequence of previous events. Discovering such patterns can help us predict which type of event will happen next and when. We model streams of discrete events in continuous time, by constructing a neurally self-modulating multivariate point process in which the intensities of multiple event types evolve according to a novel continuous-time LSTM. This generative model allows past events to influence the future in complex and realistic ways, by conditioning future event intensities on the hidden state of a recurrent neural network that has consumed the stream of past events. Our model has desirable qualitative properties. It achieves competitive likelihood and predictive accuracy on real and synthetic datasets, including under missing-data conditions.

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HMEIatJHU/neurawkes officialmentioned in papermentioned on GitHubpytorch report
WangHexie/large_hawkes mentioned on GitHubpytorch report
Yoontae6719/Point-Processes mentioned on GitHubpytorch report
hongrui24/neuralhawkespytorch mentioned on GitHubpytorch report
sohamch/Neural-Hawkes-study mentioned on GitHubpytorch report
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LSTMSigmoid ActivationTanh Activation

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