Modeling The Intensity Function Of Point Process Via Recurrent Neural Networks

Understand

Event sequence, asynchronously generated with random timestamp, is ubiquitous among applications.

• The precise and arbitrary timestamp can carry important clues about the underlying dynamics, and has lent the event data fundamentally different from the time-series whereby series is indexed with fixed and equal time interval.
• One expressive mathematical tool for modeling event is point process.
• The intensity functions of many point processes involve two components: the background and the effect by the history.