Deep Fourier Kernel for Self-Attentive Point Processes
We borrow the idea from the attention mechanism and incorporate it into the point processes' conditional intensity function. ...
We present a novel attention-based model for discrete event data to capture complex non-linear temporal dependence structures. ...
Self-attentive hawkes processes. Zhu, S., Li, S., and Xie, Y. (2019) . Interpretable generative neural spatio-temporal point processes. Zhu, S. and Xie, Y. (2019). ...