Poster
Scalable marked point processes for exchangeable and non-exchangeable event sequences
Aristeidis Panos · Ioannis Kosmidis · Petros Dellaportas
Auditorium 1 Foyer 65
We adopt the interpretability offered by a parametric, Hawkes-process-inspired conditional probability mass function for the marks and apply variational inference techniques to derive a general and scalable inferential framework for marked point processes. The framework can handle both exchangeable and non-exchangeable event sequences with minimal tuning and without any pre-training. This contrasts with many parametric and non-parametric state-of-the-art methods that typically require pre-training and/or careful tuning, and can only handle exchangeable event sequences. The frameworkâs competitive computational and predictive performance against other state-of-the-art methods are illustrated through real data experiments. Its attractiveness for large-scale applications is demonstrated through a case study involving all events occurring in an English Premier League season.
Live content is unavailable. Log in and register to view live content